# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0001752724-25-195322
**Filing Date:** 2025-8
**Character Count:** 1457390
**Document Hash:** 3ad854f00dc2907170028f14b569aa9c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-195322.hdr.sgml**: 20250820

**ACCESSION NUMBER**: 0001752724-25-195322

**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:** 251236695

**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 Managed Futures Strategy HV Fund (Series ID: S000041117)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000127657 | Class I      | QMHIX           |
| C000127658 | Class N      | QMHNX           |
| C000145945 | Class R6     | QMHRX           |

## 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 Managed Futures Strategy HV Fund

- **b. EDGAR series identifier (if any):** S000041117

- **c. LEI of Series:** 549300EEULX15SC8N094

**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:** $1449269858.64

**Total Liabilities:** $812241869.25

**Net Assets:** $637027989.39

**Amount of Assets Invested in Other Investment Companies:** $144205729.38

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 119.74082514 | **5-Year:** 2781.03760832 | **10-Year:** -73775.72097396 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** -100.53468398 | **5-Year:** -14281.65941801 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000127658 | -2.09%               | -0.90%               | 0.11%                |
| Class ID C000127657 | -2.21%               | -0.91%               | 0.23%                |
| Class ID C000145945 | -2.10%               | -0.90%               | 0.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-19128969.99            | $28971958.96                               |
| Month 2  | $-10263832.91            | $17415924.28                               |
| Month 3  | $-14532001.60            | $16253993.27                               |

**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        |        2646 | NS      | $370757.52    | 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      | $-5102.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MonotaRO Co. Ltd.                                                | MonotaRO Co. Ltd.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        7400 | NS      | $145675.33    | 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      | $37364.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Crude Oil                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          10 | NC      | $-35054.89    | -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      | $50682.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                              | Clean Harbors, Inc.                                                                    | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Short            | EC               | CORP              | US        |       -3847 | NS      | $-889349.46   | -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      | $-8464.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2400000 | PA      | $22868.35     | 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      | $-329.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic plc                                                    | Medtronic plc                                                                          | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Short            | EC               | CORP              | IE        |      -20287 | NS      | $-1768417.79  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $1576.62      | 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      | $23659.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -13 | NC      | $-27653.51    | -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      | $5578.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   149000000 | PA      | $-1277.30     | -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      | $-846.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-530.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     4465500 | PA      | $37375.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          12 | NC      | $-10051.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month SARON                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         201 | NC      | $-95176.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                                       | Boliden AB                                                                             | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Short            | EC               | CORP              | SE        |      -23486 | NS      | $-733924.85   | -0.12%            |  |  |  | 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        |       34200 | NS      | $2558133.54   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10302.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WillScot Holdings Corp.                                          | WillScot Holdings Corp.                                                                | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Short            | EC               | CORP              | US        |      -56909 | NS      | $-1559306.60  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3500000 | PA      | $-59355.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          12 | NC      | $55022.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         331 | NC      | $-48298.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   223700000 | PA      | $25717.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  2708200000 | PA      | $160.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CTS Eventim AG & Co. KGaA                                        | CTS Eventim AG & Co. KGaA                                                              | CUSIP: N/A<br>LEI: 529900FDHSN08UBJII80       | Long             | EC               | CORP              | DE        |         963 | NS      | $119749.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                     | Intuit, Inc.                                                                           | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Short            | EC               | CORP              | US        |       -2141 | NS      | $-1686315.83  | -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      | $-535.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Franco-Nevada Corp.                                              | Franco-Nevada Corp.                                                                    | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Short            | EC               | CORP              | CA        |       -6665 | NS      | $-1094249.35  | -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      | $-17651.64    | -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      | $80932.29     | 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      | $8951.53      | 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      | $-305420.28   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   285300000 | PA      | $-7085.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp.                                            | Thomson Reuters Corp.                                                                  | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |         281 | NS      | $56507.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                                          | COPT Defense Properties                                                                | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |       12414 | NS      | $342378.12    | 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      | $1342.12      | 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      | $-13887.99    | -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      | $-919.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Umicore SA                                                       | Umicore SA                                                                             | CUSIP: N/A<br>LEI: 529900F3AIQECS8ZSV61       | Short            | EC               | CORP              | BE        |      -15766 | NS      | $-232670.24   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          70 | NC      | $51995.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koito Manufacturing Co. Ltd.                                     | Koito Manufacturing Co. Ltd.                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -47800 | NS      | $-571354.59   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                           | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        3601 | NS      | $787286.63    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden, Inc.                                                     | Belden, Inc.                                                                           | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Short            | EC               | CORP              | US        |       -7060 | NS      | $-817548.00   | -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      | $1344.91      | 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        |       -6395 | NS      | $-508030.92   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          30 | NC      | $186261.10    | 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      | $-19857.17    | -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      | $299703.90    | 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      | $-279341.49   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                        | Orange SA                                                                              | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |      128153 | NS      | $1951538.17   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1412.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooper Cos., Inc. (The)                                          | Cooper Cos., Inc. (The)                                                                | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Short            | EC               | CORP              | US        |       -7459 | NS      | $-530782.44   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp.                                         | Wintrust Financial Corp.                                                               | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |        2795 | NS      | $346524.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                                                  | Eaton Corp. plc                                                                        | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |        3549 | NS      | $1266957.51   | 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      | $3960.08      | 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      | $135532.31    | 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      | $48944.28     | 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      | $34532.80     | 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      | $201.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    27100000 | PA      | $57561.25     | 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      | $9551.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                     | Mizuho Financial Group, Inc.                                                           | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |       21800 | NS      | $605166.42    | 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      | $-8353.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp.                                           | Monster Beverage Corp.                                                                 | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       24298 | NS      | $1522026.72   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanrio Co. Ltd.                                                  | Sanrio Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 3538002Q5JQLOMSPH125       | Long             | EC               | CORP              | JP        |       46800 | NS      | $2263043.32   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $1621.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $-10860.63    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Treasury Wine Estates Ltd.                                       | Treasury Wine Estates Ltd.                                                             | CUSIP: N/A<br>LEI: 529900LVOPJGAX6ILK66       | Short            | EC               | CORP              | AU        |     -107273 | NS      | $-551935.87   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SARON                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         106 | NC      | $-43214.15    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Milling Wheat No. 2                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -303 | NC      | $160565.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -12 | NC      | $14637.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                              | Synchrony Financial                                                                    | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       14553 | NS      | $971267.22    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          10 | NC      | $40672.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   502500000 | PA      | $-952.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                             | SoftBank Group Corp.                                                                   | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Short            | EC               | CORP              | JP        |       -5400 | NS      | $-392612.55   | -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      | $-16827.45    | -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      | $-21129.38    | -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      | $17349.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -30 | NC      | $-179252.37   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Travis Perkins plc                                               | Travis Perkins plc                                                                     | CUSIP: N/A<br>LEI: 2138001I27OUBAF22K83       | Short            | EC               | CORP              | GB        |      -31785 | NS      | $-265000.47   | -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      | $305414.02    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                              | Cisco Systems, Inc.                                                                    | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Short            | EC               | CORP              | US        |      -42781 | NS      | $-2968145.78  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -10 | NC      | $-168333.92   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                               | Lam Research Corp.                                                                     | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       19086 | NS      | $1857831.24   | 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      | $427.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           5 | NC      | $13362.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARC Resources Ltd.                                               | ARC Resources Ltd.                                                                     | CUSIP: 00208D408<br>LEI: 5493000OCGNQZEVTDT08 | Long             | EC               | CORP              | CA        |       25142 | NS      | $530072.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    11154000 | PA      | $-57280.17    | -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      | $-9167.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide, Inc.                                      | CH Robinson Worldwide, Inc.                                                            | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Short            | EC               | CORP              | US        |       -7479 | NS      | $-717610.05   | -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      | $-5075.34     | -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      | $-16676.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Bank                                                     | Cadence Bank                                                                           | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Short            | EC               | CORP              | US        |      -17365 | NS      | $-555332.70   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -4 | NC      | $14461.73     | 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      | $54964.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstCash Holdings, Inc.                                         | FirstCash Holdings, Inc.                                                               | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5748 | NS      | $776784.72    | 0.12%             |  |  |  | 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        |      -62587 | NS      | $-963731.45   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Hancock Whitney Corp.                                            | Hancock Whitney Corp.                                                                  | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |        7879 | NS      | $452254.60    | 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      | $-18462.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |   143038500 | PA      | $-224413.72   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | FTSE/JSE Top 40 Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZA        |         229 | NC      | $128013.33    | 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      | $-534.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Renewable Corp.                                       | Brookfield Renewable Corp.                                                             | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Short            | EC               | CORP              | CA        |       -3735 | NS      | $-122410.91   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   102200000 | PA      | $-7277.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   324000000 | PA      | $131890.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dutch Bros, Inc.                                                 | Dutch Bros, Inc., Class A                                                              | CUSIP: 26701L100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5891 | NS      | $-402767.67   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -2 | NC      | $-2694.33     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASGN, Inc.                                                       | ASGN, Inc.                                                                             | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Short            | EC               | CORP              | US        |      -12885 | NS      | $-643348.05   | -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      | $15113.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AtkinsRealis Group, Inc.                                         | AtkinsRealis Group, Inc.                                                               | CUSIP: 04764T104<br>LEI: UL01OYG5OMLM5G6CFM03 | Long             | EC               | CORP              | CA        |        9189 | NS      | $644495.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  9875000000 | PA      | $-47472.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Australia 3 Year Bond                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         450 | NC      | $121813.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    17000000 | PA      | $-3360.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                             | Vulcan Materials Co.                                                                   | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |        2037 | NS      | $531290.34    | 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      | $6381.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Louisiana-Pacific Corp.                                          | Louisiana-Pacific Corp.                                                                | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |        2425 | NS      | $208525.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                                   | Alphabet, Inc., Class A                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        5849 | NS      | $1030769.27   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co.                                          | International Paper Co.                                                                | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Short            | EC               | CORP              | US        |      -26493 | NS      | $-1240667.19  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           9 | NC      | $53328.33     | 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      | $1310.97      | 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      | $2776.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian plc                                                     | Experian plc                                                                           | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |        9491 | NS      | $489415.34    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Verallia SA                                                      | Verallia SA                                                                            | CUSIP: N/A<br>LEI: 5299007YZU978DE0ZY32       | Short            | EC               | CORP              | FR        |       -2547 | NS      | $-84685.96    | -0.01%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Novonesis Novozymes                                              | Novonesis Novozymes, Class B                                                           | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Long             | EC               | CORP              | DK        |        2272 | NS      | $163122.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -2 | NC      | $5305.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp.                                        | United Therapeutics Corp.                                                              | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |        2619 | NS      | $752569.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                                        | CubeSmart                                                                              | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       26718 | NS      | $1135515.00   | 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      | $-6957.93     | -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      | $5685.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                    | Walmart, Inc.                                                                          | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       13498 | NS      | $1319834.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                                 | Zions Bancorp NA                                                                       | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |       14815 | NS      | $769491.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                                                  | CME Group, Inc.                                                                        | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        8352 | NS      | $2301978.24   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                                                  | Ingredion, Inc.                                                                        | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |        6797 | NS      | $921809.14    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JFE Holdings, Inc.                                               | JFE Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: 3538002Y11Y03NA9B530       | Short            | EC               | CORP              | JP        |     -124000 | NS      | $-1442450.24  | -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      | $-6730.97     | -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      | $73422.41     | 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      | $388.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -20 | NC      | $-72497.67    | -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      | $148.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                             | Ally Financial, Inc.                                                                   | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Short            | EC               | CORP              | US        |      -15575 | NS      | $-606646.25   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp.                                                 | Bio-Techne Corp.                                                                       | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Short            | EC               | CORP              | US        |      -31165 | NS      | $-1603439.25  | -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      | $-4274.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                             | Evonik Industries AG                                                                   | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |        7149 | NS      | $147688.23    | 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      | $5627.97      | 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      | $5097.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Crude Palm Oil                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | MY        |          56 | NC      | $-26782.96    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp.                                               | MP Materials Corp.                                                                     | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Short            | EC               | CORP              | US        |       -2212 | NS      | $-73593.24    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CRH plc                                                          | CRH plc                                                                                | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |       11744 | NS      | $1078099.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv, Inc.                                                    | Autoliv, Inc.                                                                          | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |       10940 | NS      | $1224186.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings, Inc.                                            | PayPal Holdings, Inc.                                                                  | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |        6302 | NS      | $468364.64    | 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      | $-9360.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | EURO STOXX 50 Volatility Index                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |           3 | NC      | $-161.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      100000 | PA      | $8.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings, Inc.                                       | Crowdstrike Holdings, Inc., Class A                                                    | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |         267 | NS      | $135985.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                                                 | OGE Energy Corp.                                                                       | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |        8254 | NS      | $366312.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Qube Holdings Ltd.                                               | Qube Holdings Ltd.                                                                     | CUSIP: N/A<br>LEI: 391200RT2MUFEO3RFW25       | Long             | EC               | CORP              | AU        |       37425 | NS      | $105495.01    | 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      | $-72.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                     | Cadence Design Systems, Inc.                                                           | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Short            | EC               | CORP              | US        |       -1704 | NS      | $-525087.60   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -1 | NC      | $-1498.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| H & M Hennes & Mauritz AB                                        | H & M Hennes & Mauritz AB, Class B                                                     | CUSIP: N/A<br>LEI: 529900O5RR7R39FRDM42       | Short            | EC               | CORP              | SE        |      -67142 | NS      | $-945636.83   | -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      | $-12636.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   214300000 | PA      | $431580.01    | 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      | $-17817.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    90400000 | PA      | $670216.04    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                  | Canadian Natural Resources Ltd.                                                        | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |        9656 | NS      | $303489.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup, Inc.                                                 | PulteGroup, Inc.                                                                       | CUSIP: 745867101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4896 | NS      | $-516332.16   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Oji Holdings Corp.                                               | Oji Holdings Corp.                                                                     | CUSIP: N/A<br>LEI: 529900LVC9GIIYUGE243       | Long             | EC               | CORP              | JP        |      141500 | NS      | $712336.70    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                   | Amphenol Corp., Class A                                                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       18420 | NS      | $1818975.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      800000 | PA      | $843.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Ltd.                                               | Origin Energy Ltd.                                                                     | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Short            | EC               | CORP              | AU        |      -85058 | NS      | $-604586.73   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Carl Zeiss Meditec AG                                            | Carl Zeiss Meditec AG                                                                  | CUSIP: N/A<br>LEI: 529900GRL4MZ8NMOOK95       | Short            | EC               | CORP              | DE        |       -1744 | NS      | $-117447.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                                     | Evolution AB                                                                           | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |       13255 | NS      | $1052753.15   | 0.17%             |  |  |  | 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      | $-20172.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                                        | Sodexo SA                                                                              | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Short            | EC               | CORP              | FR        |      -11202 | NS      | $-689443.56   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Robinhood Markets, Inc.                                          | Robinhood Markets, Inc., Class A                                                       | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       18654 | NS      | $1746574.02   | 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      | $-153.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK, Inc.                                                     | AMETEK, Inc.                                                                           | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        6104 | NS      | $1104579.84   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Getinge AB                                                       | Getinge AB, Class B                                                                    | CUSIP: N/A<br>LEI: 5493003PZ4F570G3W735       | Long             | EC               | CORP              | SE        |        6438 | NS      | $129344.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         379 | NC      | $313711.36    | 0.05%             |  |  |  | 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        |      -48000 | NS      | $-448796.53   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CBOE Volatility Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          56 | NC      | $-22549.42    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                              | EssilorLuxottica SA                                                                    | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Short            | EC               | CORP              | FR        |       -6924 | NS      | $-1901278.90  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| T&D Holdings, Inc.                                               | T&D Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Long             | EC               | CORP              | JP        |       44900 | NS      | $985559.93    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                                       | Chubb Ltd.                                                                             | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |        3413 | NS      | $988814.36    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tourmaline Oil Corp.                                             | Tourmaline Oil Corp.                                                                   | CUSIP: 89156V106<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |       20072 | NS      | $968408.59    | 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      | $-4013.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Warner Music Group Corp.                                         | Warner Music Group Corp., Class A                                                      | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22759 | NS      | $619955.16    | 0.10%             |  |  |  | No            |                  1 | 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        |        1949 | NS      | $1265552.89   | 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      | $-479.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp.                                                    | Danaher Corp.                                                                          | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Short            | EC               | CORP              | US        |       -1551 | NS      | $-306384.54   | -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      | $71361.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -2 | NC      | $-6247.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Grab Holdings Ltd.                                               | Grab Holdings Ltd., Class A                                                            | CUSIP: N/A<br>LEI: 549300N4VQX83VPJF439       | Long             | EC               | CORP              | KY        |       89580 | NS      | $450587.40    | 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      | $-11698.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                                    | Volkswagen AG (Preference)                                                             | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Short            | EP               | CORP              | DE        |       -3709 | NS      | $-392091.21   | -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      | $16129.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          19 | NC      | $-49588.67    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings, Inc.                                           | Kyndryl Holdings, Inc.                                                                 | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |        7166 | NS      | $300685.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     6829000 | PA      | $153457.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          15 | NC      | $-16800.58    | -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      | $1460.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -6 | NC      | $-37519.94    | -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      | $1579.91      | 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      | $3195.94      | 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      | $-45808.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IGO Ltd.                                                         | IGO Ltd.                                                                               | CUSIP: N/A<br>LEI: 2549005DZO8VGXM5QN07       | Short            | EC               | CORP              | AU        |     -120862 | NS      | $-332977.45   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Repligen Corp.                                                   | Repligen Corp.                                                                         | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Short            | EC               | CORP              | US        |       -5207 | NS      | $-647646.66   | -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      | $-7799.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                                | Belimo Holding AG (Registered)                                                         | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |         502 | NS      | $511689.71    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                       | Snap, Inc., Class A                                                                    | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | EC               | CORP              | US        |      -47963 | NS      | $-416798.47   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          20 | NC      | $68555.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson plc                                         | Willis Towers Watson plc                                                               | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Short            | EC               | CORP              | IE        |       -4265 | NS      | $-1307222.50  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital, Inc.                                                | Gen Digital, Inc.                                                                      | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Short            | EC               | CORP              | US        |      -35135 | NS      | $-1032969.00  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                                        | Rockwell Automation, Inc.                                                              | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Short            | EC               | CORP              | US        |        -677 | NS      | $-224879.09   | -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      | $587.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1100000 | PA      | $1727.78      | 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      | $-45826.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cboe Global Markets, Inc.                                        | Cboe Global Markets, Inc.                                                              | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Short            | EC               | CORP              | US        |       -2813 | NS      | $-656019.73   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                                     | NVIDIA Corp.                                                                           | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       32571 | NS      | $5145892.29   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyence Corp.                                                    | Keyence Corp.                                                                          | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Short            | EC               | CORP              | JP        |       -2200 | NS      | $-879622.24   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Kyoto Financial Group, Inc.                                      | Kyoto Financial Group, Inc.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       29300 | NS      | $523854.26    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    10000000 | PA      | $183169.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                                      | Telenor ASA                                                                            | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |       31388 | NS      | $488780.11    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                  | Starbucks Corp.                                                                        | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Short            | EC               | CORP              | US        |      -32124 | NS      | $-2943522.12  | -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      | $-21731.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3600000 | PA      | $-2166.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                                          | KeyCorp                                                                                | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Short            | EC               | CORP              | US        |     -111845 | NS      | $-1948339.90  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Informa plc                                                      | Informa plc                                                                            | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Short            | EC               | CORP              | GB        |      -10918 | NS      | $-120875.37   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1712000 | PA      | $1681527.82   | 0.26%             | 2025-12-04      | None          | 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      | $3420.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                 | Amazon.com, Inc.                                                                       | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       16699 | NS      | $3663593.61   | 0.58%             |  |  |  | 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        |      -43410 | NS      | $-550843.35   | -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      | $388.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Middleby Corp. (The)                                             | Middleby Corp. (The)                                                                   | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Short            | EC               | CORP              | US        |       -3047 | NS      | $-438768.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                                            | Las Vegas Sands Corp.                                                                  | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Short            | EC               | CORP              | US        |      -12229 | NS      | $-532083.79   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Revvity, Inc.                                                    | Revvity, Inc.                                                                          | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Short            | EC               | CORP              | US        |      -16996 | NS      | $-1643853.12  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                                    | BioMarin Pharmaceutical, Inc.                                                          | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |       24363 | NS      | $1339234.11   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris, Inc.                                                    | Polaris, Inc.                                                                          | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Short            | EC               | CORP              | US        |       -5823 | NS      | $-236704.95   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Viking Therapeutics, Inc.                                        | Viking Therapeutics, Inc.                                                              | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Short            | EC               | CORP              | US        |      -18327 | NS      | $-485665.50   | -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      | $25245.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                    | Ovintiv, Inc.                                                                          | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |       20851 | NS      | $793380.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -12 | NC      | $-44061.01    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                                        | NVR, Inc.                                                                              | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Short            | EC               | CORP              | US        |         -40 | NS      | $-295426.40   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties, Inc.                                | Equity LifeStyle Properties, Inc.                                                      | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |       18906 | NS      | $1165933.02   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                                       | New Jersey Resources Corp.                                                             | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |        5189 | NS      | $232570.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Cotton No. 2                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -294 | NC      | $-30621.61    | -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      | $61565.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EPR Properties                                                   | EPR Properties                                                                         | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |       26718 | NS      | $1556590.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    35100000 | PA      | $398678.57    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -2 | NC      | $-39216.78    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd.                                                         | Sea Ltd.                                                                               | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |        2495 | NS      | $399050.30    | 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      | $5103.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Fcoj-a                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |           5 | NC      | $-39618.51    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Advantest Corp.                                                  | Advantest Corp.                                                                        | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |       29700 | NS      | $2201692.07   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $52568.20     | 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      | $5964.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haemonetics Corp.                                                | Haemonetics Corp.                                                                      | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |        8733 | NS      | $651569.13    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          13 | NC      | $34128.88     | 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      | $43875.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Onex Corp.                                                       | Onex Corp.                                                                             | CUSIP: 68272K103<br>LEI: 894500LB8PNE5C7CEN88 | Long             | EC               | CORP              | CA        |        1151 | NS      | $94750.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALS Ltd.                                                         | ALS Ltd.                                                                               | CUSIP: N/A<br>LEI: 549300RYCQ8DMIO2J661       | Short            | EC               | CORP              | AU        |      -21430 | NS      | $-241398.32   | -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      | $3355.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Products and Chemicals, Inc.                                 | Air Products and Chemicals, Inc.                                                       | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Short            | EC               | CORP              | US        |      -13176 | NS      | $-3716422.56  | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Group, Inc.                                              | Rakuten Group, Inc.                                                                    | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Short            | EC               | CORP              | JP        |      -18800 | NS      | $-103591.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                      | Jabil, Inc.                                                                            | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        4228 | NS      | $922126.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                                    | Hologic, Inc.                                                                          | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Short            | EC               | CORP              | US        |       -7479 | NS      | $-487331.64   | -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      | $-154.08      | -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      | $732.27       | 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      | $-1745.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -38 | NC      | $-53217.87    | -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      | $1344.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3500000 | PA      | $-1789.98     | -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      | $18992.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month CORRA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         195 | NC      | $2255.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          12 | NC      | $-48897.68    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   105000000 | PA      | $873.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Burlington Stores, Inc.                                          | Burlington Stores, Inc.                                                                | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Short            | EC               | CORP              | US        |       -3186 | NS      | $-741191.04   | -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      | $-2640.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                  | Fairfax Financial Holdings Ltd.                                                        | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |         407 | NS      | $734647.33    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                                               | nVent Electric plc                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |        9576 | NS      | $701442.00    | 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      | $-76975.94    | -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      | $-2338.38     | -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      | $1037.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                       | Procter & Gamble Co. (The)                                                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Short            | EC               | CORP              | US        |      -14374 | NS      | $-2290065.68  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Corp.                                                    | Olympus Corp.                                                                          | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Short            | EC               | CORP              | JP        |      -71400 | NS      | $-848112.27   | -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      | $5921.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co.                                        | Central Japan Railway Co.                                                              | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Short            | EC               | CORP              | JP        |      -62900 | NS      | $-1406103.48  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| AECOM                                                            | AECOM                                                                                  | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |        4185 | NS      | $472319.10    | 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      | $-2298.41     | -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      | $-41863.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    11000000 | PA      | $-29786.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                          | Progressive Corp. (The)                                                                | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Short            | EC               | CORP              | US        |       -6969 | NS      | $-1859747.34  | -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      | $-4170.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                                    | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Short            | EC               | CORP              | US        |      -51516 | NS      | $-278186.40   | -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      | $3950.00      | 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      | $-77077.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                 | CVS Health Corp.                                                                       | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Short            | EC               | CORP              | US        |      -10565 | NS      | $-728773.70   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                                               | CoStar Group, Inc.                                                                     | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Short            | EC               | CORP              | US        |      -11540 | NS      | $-927816.00   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                                        | Consolidated Edison, Inc.                                                              | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Short            | EC               | CORP              | US        |      -25900 | NS      | $-2599065.00  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                          | EnerSys                                                                                | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Short            | EC               | CORP              | US        |      -13917 | NS      | $-1193661.09  | -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      | $1266.45      | 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      | $36471.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RingCentral, Inc.                                                | RingCentral, Inc., Class A                                                             | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |        3073 | NS      | $87119.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genting Singapore Ltd.                                           | Genting Singapore Ltd.                                                                 | CUSIP: N/A<br>LEI: 254900Y2N3AK93K1O866       | Short            | EC               | CORP              | SG        |    -1123100 | NS      | $-631675.38   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| IDACORP, Inc.                                                    | IDACORP, Inc.                                                                          | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Short            | EC               | CORP              | US        |      -17511 | NS      | $-2021644.95  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Okta, Inc.                                                       | Okta, Inc., Class A                                                                    | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Short            | EC               | CORP              | US        |       -2600 | NS      | $-259922.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                                  | Hilton Worldwide Holdings, Inc.                                                        | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |        7904 | NS      | $2105151.36   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings, Inc.                                   | Spectrum Brands Holdings, Inc.                                                         | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Short            | EC               | CORP              | US        |       -2020 | NS      | $-107060.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797PW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     3000000 | PA      | $2974515.00   | 0.47%             | 2025-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lattice Semiconductor Corp.                                      | Lattice Semiconductor Corp.                                                            | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Short            | EC               | CORP              | US        |      -38511 | NS      | $-1886653.89  | -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      | $-44796.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         379 | NC      | $147096.28    | 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      | $-313963.32   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Henry Schein, Inc.                                               | Henry Schein, Inc.                                                                     | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Short            | EC               | CORP              | US        |      -25404 | NS      | $-1855762.20  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Doximity, Inc.                                                   | Doximity, Inc., Class A                                                                | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4420 | NS      | $271122.80    | 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      | $-2372.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -24 | NC      | $-62838.44    | -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      | $4891.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Gas Co. Ltd.                                               | Osaka Gas Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Short            | EC               | CORP              | JP        |      -23900 | NS      | $-613033.28   | -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      | $-127.80      | -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      | $-74071.08    | -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      | $-918.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                                      | NN Group NV                                                                            | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |        9850 | NS      | $655410.13    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           6 | NC      | $-11605.62    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          11 | NC      | $46837.66     | 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      | $-5623.92     | -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      | $-737.44      | -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      | $17179.87     | 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      | $5056.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                           | RWE AG                                                                                 | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |        4066 | NS      | $169910.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    14900000 | PA      | $-161571.16   | -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      | $6384.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Corp.                                  | Brookfield Infrastructure Corp., Class A                                               | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Short            | EC               | CORP              | CA        |       -2746 | NS      | $-114256.19   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Zalando SE                                                       | Zalando SE                                                                             | CUSIP: N/A<br>LEI: 529900YRFFGH5AXU4S86       | Long             | EC               | CORP              | DE        |       25104 | NS      | $828365.14    | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| KLA Corp.                                                        | KLA Corp.                                                                              | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        1993 | NS      | $1785209.82   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                                             | Curtiss-Wright Corp.                                                                   | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |        3165 | NS      | $1546260.75   | 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      | $6354.39      | 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      | $-2372.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SPI 200 Index                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |         221 | NC      | $-846.18      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Brunello Cucinelli SpA                                           | Brunello Cucinelli SpA                                                                 | CUSIP: N/A<br>LEI: 5493003CX2RZ0FOBH256       | Long             | EC               | CORP              | IT        |         913 | NS      | $110840.83    | 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      | $354.41       | 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      | $-74684.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 100 oz Gold                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          59 | NC      | $-263007.52   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp.                                                     | Subaru Corp.                                                                           | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |       19300 | NS      | $334592.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ormat Technologies, Inc.                                         | Ormat Technologies, Inc.                                                               | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Short            | EC               | CORP              | US        |       -5520 | NS      | $-462355.20   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity plc                                              | TE Connectivity plc                                                                    | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Short            | EC               | CORP              | IE        |       -2602 | NS      | $-438879.34   | -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      | $1572.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Azbil Corp.                                                      | Azbil Corp.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       74000 | NS      | $701714.90    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                                 | Sony Group Corp.                                                                       | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |       42200 | NS      | $1097213.77   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Freenet AG                                                       | Freenet AG                                                                             | CUSIP: N/A<br>LEI: 5299003GLDODCVP8DO20       | Long             | EC               | CORP              | DE        |       24828 | NS      | $809379.58    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury Ultra Bond                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -30 | NC      | $-58758.71    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HP, Inc.                                                         | HP, Inc.                                                                               | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Short            | EC               | CORP              | US        |      -63341 | NS      | $-1549320.86  | -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      | $53383.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $-52825.18    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC plc                                                   | TechnipFMC plc                                                                         | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |       42304 | NS      | $1456949.76   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $-5143.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   148700000 | PA      | $14564.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shiseido Co. Ltd.                                                | Shiseido Co. Ltd.                                                                      | CUSIP: N/A<br>LEI: 5299008QCD0YDT5OF506       | Short            | EC               | CORP              | JP        |      -81500 | NS      | $-1455643.21  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         343 | NC      | $-39867.42    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp.                                                     | Waters Corp.                                                                           | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        3375 | NS      | $1178010.00   | 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      | $4494.95      | 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      | $5405.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          11 | NC      | $13032.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp.                                                     | Masimo Corp.                                                                           | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Short            | EC               | CORP              | US        |       -5924 | NS      | $-996535.28   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                                  | Eli Lilly & Co.                                                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        1870 | NS      | $1457721.10   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           6 | NC      | $77956.32     | 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      | $-9126.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novanta, Inc.                                                    | Novanta, Inc.                                                                          | CUSIP: 67000B104<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |       -8205 | NS      | $-1057870.65  | -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      | $-3072.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Puma SE                                                          | Puma SE                                                                                | CUSIP: N/A<br>LEI: 529900GRZ2BQY5ZM9N49       | Short            | EC               | CORP              | DE        |       -5711 | NS      | $-156092.31   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Toray Industries, Inc.                                           | Toray Industries, Inc.                                                                 | CUSIP: N/A<br>LEI: 35380099TCYR5FHT0A11       | Long             | EC               | CORP              | JP        |      164200 | NS      | $1123990.38   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                    | Stryker Corp.                                                                          | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        4895 | NS      | $1936608.85   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG, Inc.                                                        | TPG, Inc.                                                                              | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Short            | EC               | CORP              | US        |      -35639 | NS      | $-1869265.55  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    20000000 | PA      | $-618.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -22 | NC      | $-18764.03    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup, Inc.                                              | ManpowerGroup, Inc.                                                                    | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Short            | EC               | CORP              | US        |       -2904 | NS      | $-117321.60   | -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      | $21398.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elastic NV                                                       | Elastic NV                                                                             | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | NL        |        3172 | NS      | $267494.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Philips NV                                           | Koninklijke Philips NV                                                                 | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Short            | EC               | CORP              | NL        |      -52069 | NS      | $-1250298.90  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Iida Group Holdings Co. Ltd.                                     | Iida Group Holdings Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 35380051BV8PV1I4S949       | Long             | EC               | CORP              | JP        |        5800 | NS      | $81700.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp.                                            | Deckers Outdoor Corp.                                                                  | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        8158 | NS      | $840845.06    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Euro-Buxl                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          96 | NC      | $-244562.41   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Adyen NV                                                         | Adyen NV                                                                               | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |         766 | NS      | $1406787.57   | 0.22%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                           | Cleveland-Cliffs, Inc.                                                                 | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Short            | EC               | CORP              | US        |     -121810 | NS      | $-925756.00   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                                           | Howmet Aerospace, Inc.                                                                 | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        6455 | NS      | $1201469.15   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| D'ieteren Group                                                  | D'ieteren Group                                                                        | CUSIP: N/A<br>LEI: 549300DV5KJ23OKVTW34       | Short            | EC               | CORP              | BE        |        -418 | NS      | $-90015.98    | -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      | $4603.27      | 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      | $3491.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Holmen AB                                                        | Holmen AB, Class B                                                                     | CUSIP: N/A<br>LEI: 52990080SH3454F0QE68       | Short            | EC               | CORP              | SE        |       -5216 | NS      | $-206616.88   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Ciena Corp.                                                      | Ciena Corp.                                                                            | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Short            | EC               | CORP              | US        |       -3212 | NS      | $-261231.96   | -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      | $22287.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Weir Group plc (The)                                             | Weir Group plc (The)                                                                   | CUSIP: N/A<br>LEI: 549300KDR56WHY9I3D10       | Long             | EC               | CORP              | GB        |        2723 | NS      | $93125.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Esab Corp.                                                       | Esab Corp.                                                                             | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Short            | EC               | CORP              | US        |       -9635 | NS      | $-1161499.25  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -62 | NC      | $-98027.81    | -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      | $-43054.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    26800000 | PA      | $32085.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -17 | NC      | $-38391.76    | -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      | $3170.95      | 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      | $17179.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medpace Holdings, Inc.                                           | Medpace Holdings, Inc.                                                                 | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |        7342 | NS      | $2304360.12   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Rohm Co. Ltd.                                                    | Rohm Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: 5493009V2FGDEP7JFE59       | Short            | EC               | CORP              | JP        |     -114600 | NS      | $-1458934.59  | -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      | $-1857.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co., Inc. (The)                            | Kansai Electric Power Co., Inc. (The)                                                  | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Short            | EC               | CORP              | JP        |      -23700 | NS      | $-281077.80   | -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      | $-2226.81     | -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      | $-20142.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                 | Weyerhaeuser Co.                                                                       | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Short            | EC               | CORP              | US        |      -41192 | NS      | $-1058222.48  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Sharp Corp.                                                      | Sharp Corp.                                                                            | CUSIP: N/A<br>LEI: 353800YEPK9PD7QO3449       | Short            | EC               | CORP              | JP        |      -97100 | NS      | $-472038.70   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Roivant Sciences Ltd.                                            | Roivant Sciences Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300DL466NY5J6U724       | Short            | EC               | CORP              | BM        |     -179371 | NS      | $-2021511.17  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $5042.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                       | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Short            | EC               | CORP              | CA        |      -18484 | NS      | $-2048408.62  | -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      | $-3346.40     | -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      | $-312.81      | -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      | $11.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences, Inc.                                     | Neurocrine Biosciences, Inc.                                                           | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |        3447 | NS      | $433253.43    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                                                    | Cummins, Inc.                                                                          | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        1523 | NS      | $498782.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         703 | NC      | $-142038.80   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                       | Bio-Rad Laboratories, Inc., Class A                                                    | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Short            | EC               | CORP              | US        |       -1720 | NS      | $-415070.40   | -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      | $4306.65      | 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      | $-67.16       | -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      | $5025.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6400000 | PA      | $25309.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                          | Boston Scientific Corp.                                                                | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       18919 | NS      | $2032089.79   | 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      | $-15400.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13555.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Owens Corning                                                    | Owens Corning                                                                          | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |        4531 | NS      | $623103.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.                            | International Business Machines Corp.                                                  | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |        1018 | NS      | $300086.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems, Inc.                                       | Allegro MicroSystems, Inc.                                                             | CUSIP: 01749D105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -12868 | NS      | $-439956.92   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          13 | NC      | $34540.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                                            | Regency Centers Corp.                                                                  | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Short            | EC               | CORP              | US        |       -3649 | NS      | $-259918.27   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -10 | NC      | $-41639.90    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | FTSE/MIB Index                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |          83 | NC      | $167441.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Oil Ltd.                                                | Imperial Oil Ltd.                                                                      | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Short            | EC               | CORP              | CA        |       -6508 | NS      | $-517007.85   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, Inc.                                                     | ALLETE, Inc.                                                                           | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Short            | EC               | CORP              | US        |       -3521 | NS      | $-225590.47   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    30300000 | PA      | $504043.10    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | EURO STOXX 50 Volatility Index                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         -38 | NC      | $7830.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                                      | Shin-Etsu Chemical Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Short            | EC               | CORP              | JP        |      -29200 | NS      | $-964241.86   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co. Ltd.                                                | Mitsui & Co. Ltd.                                                                      | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Short            | EC               | CORP              | JP        |      -53200 | NS      | $-1084214.77  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                    | PepsiCo, Inc.                                                                          | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Short            | EC               | CORP              | US        |       -6412 | NS      | $-846640.48   | -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      | $15857.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                              | Brown & Brown, Inc.                                                                    | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Short            | EC               | CORP              | US        |       -3467 | NS      | $-384386.29   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Telegraph & Telephone Corp.                               | Nippon Telegraph & Telephone Corp.                                                     | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Short            | EC               | CORP              | JP        |     -849000 | NS      | $-907674.77   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank OZK                                                         | Bank OZK                                                                               | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |       10572 | NS      | $497518.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   156400000 | PA      | $1226.58      | 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      | $-16752.90    | -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      | $-77291.60    | -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      | $-32073.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                            | Quanta Services, Inc.                                                                  | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Short            | EC               | CORP              | US        |       -3559 | NS      | $-1345586.72  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -5 | NC      | $-1922.31     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -7 | NC      | $23799.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     8700000 | PA      | $12506.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                     | Prysmian SpA                                                                           | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |       11209 | NS      | $793588.46    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -11 | NC      | $-13857.14    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sampo OYJ                                                        | Sampo OYJ, Class A                                                                     | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Short            | EC               | CORP              | FI        |      -19361 | NS      | $-208372.84   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                                      | Phillips 66                                                                            | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        5797 | NS      | $691582.10    | 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      | $-2520.75     | -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      | $8293.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                   | WP Carey, Inc.                                                                         | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |        4892 | NS      | $305162.96    | 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      | $20338.82     | 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      | $-9346.01     | -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      | $-3311.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Abercrombie & Fitch Co.                                          | Abercrombie & Fitch Co., Class A                                                       | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       14583 | NS      | $1208201.55   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Soybean Meal                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -738 | NC      | $1016633.17   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Halma plc                                                        | Halma plc                                                                              | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |        4256 | NS      | $187068.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Teck Resources Ltd.                                              | Teck Resources Ltd., Class B                                                           | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Short            | EC               | CORP              | CA        |      -27312 | NS      | $-1104513.93  | -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      | $3681.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake, Inc.                                                  | Snowflake, Inc., Class A                                                               | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        9538 | NS      | $2134318.26   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Legrand SA                                                       | Legrand SA                                                                             | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Short            | EC               | CORP              | FR        |       -3525 | NS      | $-472450.58   | -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      | $1833.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                                        | Danone SA                                                                              | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |       13218 | NS      | $1081540.85   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Solvay SA                                                        | Solvay SA                                                                              | CUSIP: N/A<br>LEI: 549300MMVL80RTBP3O28       | Long             | EC               | CORP              | BE        |        1442 | NS      | $49946.35     | 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      | $-67943.85    | -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      | $-75738.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                        | Sanofi SA                                                                              | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |        2027 | NS      | $196241.39    | 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      | $1218.94      | 0.00%             |  |  |  | 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        |       -5084 | NS      | $-412617.44   | -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      | $12998.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                         | SBA Communications Corp.                                                               | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |        8305 | NS      | $1950346.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      200000 | PA      | $1017.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GE Vernova, Inc.                                                 | GE Vernova, Inc.                                                                       | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        2222 | NS      | $1175771.30   | 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      | $-15504.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG (Registered)                                                              | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Short            | EC               | CORP              | CH        |      -65688 | NS      | $-2230223.87  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $70903.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                       | Microchip Technology, Inc.                                                             | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Short            | EC               | CORP              | US        |      -20870 | NS      | $-1468621.90  | -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      | $-11768.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Next plc                                                         | Next plc                                                                               | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |         705 | NS      | $120409.75    | 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      | $-310.96      | -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      | $-31667.53    | -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      | $5578.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          33 | NC      | $849440.85    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                                        | RTX Corp.                                                                              | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Short            | EC               | CORP              | US        |       -9030 | NS      | $-1318560.60  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                                        | Repsol SA                                                                              | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Short            | EC               | CORP              | ES        |      -15149 | NS      | $-221575.29   | -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      | $-40447.20    | -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      | $57604.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd.                                                    | Brambles Ltd.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       56060 | NS      | $865779.20    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -4 | NC      | $-28171.19    | -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      | $52723.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          15 | NC      | $42917.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International, Inc.                               | Mettler-Toledo International, Inc.                                                     | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         567 | NS      | $666066.24    | 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      | $-2036.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intermediate Capital Group plc                                   | Intermediate Capital Group plc                                                         | CUSIP: N/A<br>LEI: 549300OGASR5WRKJ8R68       | Long             | EC               | CORP              | GB        |       12092 | NS      | $320751.18    | 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      | $993.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp.                                                   | Sumitomo Corp.                                                                         | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |       53100 | NS      | $1370337.00   | 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      | $269.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3443.59      | 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      | $-60413.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airlines Co. Ltd.                                          | Japan Airlines Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 3538002MH5L1QZZ93477       | Long             | EC               | CORP              | JP        |       86200 | NS      | $1758126.93   | 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      | $37027.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ResMed, Inc.                                                     | ResMed, Inc.                                                                           | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        3005 | NS      | $775290.00    | 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      | $-50422.68    | -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      | $-2547.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Materials, Inc.                                            | Eagle Materials, Inc.                                                                  | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Short            | EC               | CORP              | US        |       -5457 | NS      | $-1102914.27  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                                       | Tenaris SA                                                                             | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Short            | EC               | CORP              | LU        |      -13760 | NS      | $-257926.88   | -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      | $4784.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                        | Logitech International SA (Registered)                                                 | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |        9233 | NS      | $837289.92    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     3489000 | PA      | $41991.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freshpet, Inc.                                                   | Freshpet, Inc.                                                                         | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |        9264 | NS      | $629581.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   130100000 | PA      | $141567.39    | 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      | $-497.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                    | Moody's Corp.                                                                          | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        4609 | NS      | $2311828.31   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                                     | British American Tobacco plc                                                           | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |       18122 | NS      | $861635.29    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| thyssenkrupp AG                                                  | thyssenkrupp AG                                                                        | CUSIP: N/A<br>LEI: 549300UDG16DOYUPR330       | Long             | EC               | CORP              | DE        |      127718 | NS      | $1376570.36   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinterest, Inc.                                                  | Pinterest, Inc., Class A                                                               | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5083 | NS      | $182276.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                                  | Automatic Data Processing, Inc.                                                        | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        3107 | NS      | $958198.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                                    | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        1808 | NS      | $211427.52    | 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        |       37300 | NS      | $567944.47    | 0.09%             |  |  |  | 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        |      -88036 | NS      | $-828418.76   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           5 | NC      | $10883.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Temenos AG                                                       | Temenos AG (Registered)                                                                | CUSIP: N/A<br>LEI: 5067007NW6550481FH64       | Short            | EC               | CORP              | CH        |       -5920 | NS      | $-425263.92   | -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      | $30443.47     | 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      | $10497.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FTI Consulting, Inc.                                             | FTI Consulting, Inc.                                                                   | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Short            | EC               | CORP              | US        |       -2949 | NS      | $-476263.50   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Arkema SA                                                        | Arkema SA                                                                              | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Short            | EC               | CORP              | FR        |      -11894 | NS      | $-878295.78   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          16 | NC      | $-3798.67     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash, Inc.                                                   | DoorDash, Inc., Class A                                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        8936 | NS      | $2202813.36   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                                     | Fiserv, Inc.                                                                           | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |        4700 | NS      | $810327.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           8 | NC      | $27998.08     | 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      | $-28866.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -8 | NC      | $-121322.13   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          10 | NC      | $12105.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck KGaA                                                       | Merck KGaA                                                                             | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Short            | EC               | CORP              | DE        |      -17791 | NS      | $-2306751.66  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Hera SpA                                                         | Hera SpA                                                                               | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Short            | EC               | CORP              | IT        |      -23856 | NS      | $-115234.08   | -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      | $-24828.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Old National Bancorp                                             | Old National Bancorp                                                                   | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Short            | EC               | CORP              | US        |      -45594 | NS      | $-972975.96   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -11 | NC      | $-45625.28    | -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        |       33936 | NS      | $1222714.08   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                                               | Devon Energy Corp.                                                                     | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        8073 | NS      | $256802.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -16 | NC      | $-33807.53    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Akzo Nobel NV                                                    | Akzo Nobel NV                                                                          | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Short            | EC               | CORP              | NL        |       -1801 | NS      | $-126364.77   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Silgan Holdings, Inc.                                            | Silgan Holdings, Inc.                                                                  | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Short            | EC               | CORP              | US        |      -14381 | NS      | $-779162.58   | -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      | $314994.99    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties, Inc.                              | Gaming and Leisure Properties, Inc.                                                    | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |       16844 | NS      | $786277.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $4876.11      | 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      | $-22567.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         245 | NC      | $349611.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group plc                                                | Ashtead Group plc                                                                      | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Short            | EC               | CORP              | GB        |       -3281 | NS      | $-210397.62   | -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        |       24700 | NS      | $1452523.98   | 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      | $2573.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co. Ltd.                                          | Kirin Holdings Co. Ltd.                                                                | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |       60100 | NS      | $842219.18    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                     | Komatsu Ltd.                                                                           | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |       12300 | NS      | $405820.54    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co.                                          | MatsukiyoCocokara & Co.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       28300 | NS      | $582145.87    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Shift4 Payments, Inc.                                            | Shift4 Payments, Inc., Class A                                                         | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -11308 | NS      | $-1120735.88  | -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      | $6086.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     4465500 | PA      | $36414.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Pacific Land Corp.                                         | Texas Pacific Land Corp.                                                               | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         285 | NS      | $301071.15    | 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      | $57592.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                                        | adidas AG                                                                              | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |         983 | NS      | $229461.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain plc                                                       | Entain plc                                                                             | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | IM        |       63955 | NS      | $792122.77    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| VAT Group AG                                                     | VAT Group AG                                                                           | CUSIP: N/A<br>LEI: 529900MVFK7NVALR7Y83       | Short            | EC               | CORP              | CH        |       -1097 | NS      | $-464834.21   | -0.07%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Technology One Ltd.                                              | Technology One Ltd.                                                                    | CUSIP: N/A<br>LEI: 875500YEWBJIM91P9N12       | Long             | EC               | CORP              | AU        |       62905 | NS      | $1695645.61   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $148.90       | 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      | $11746.23     | 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      | $-143.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sika AG                                                          | Sika AG (Registered)                                                                   | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |        5718 | NS      | $1555776.07   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust, Inc.                                    | Healthcare Realty Trust, Inc.                                                          | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Short            | EC               | CORP              | US        |      -32005 | NS      | $-507599.30   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries, Inc.                                 | Armstrong World Industries, Inc.                                                       | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Short            | EC               | CORP              | US        |       -1440 | NS      | $-233913.60   | -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      | $-1259.47     | -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      | $-360767.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Toll Brothers, Inc.                                              | Toll Brothers, Inc.                                                                    | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       11360 | NS      | $1296516.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $8802.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          23 | NC      | $11305.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -13 | NC      | $-44728.32    | -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      | $23285.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                                     | Dai-ichi Life Holdings, Inc.                                                           | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |       45600 | NS      | $346678.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK Insulators Ltd.                                              | NGK Insulators Ltd.                                                                    | CUSIP: N/A<br>LEI: 353800701BNCL25VYY16       | Long             | EC               | CORP              | JP        |        5500 | NS      | $69033.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    32700000 | PA      | $-12670.40    | -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      | $-16838.15    | -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        |       31213 | NS      | $2268134.01   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-74694.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ryohin Keikaku Co. Ltd.                                          | Ryohin Keikaku Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 549300PMNF56J66BY371       | Long             | EC               | CORP              | JP        |       39500 | NS      | $1894370.61   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                                            | Sonic Healthcare Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |       18235 | NS      | $321869.44    | 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      | $4602.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamilton Lane, Inc.                                              | Hamilton Lane, Inc., Class A                                                           | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Short            | EC               | CORP              | US        |       -7246 | NS      | $-1029801.52  | -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      | $80944.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stifel Financial Corp.                                           | Stifel Financial Corp.                                                                 | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       17490 | NS      | $1815112.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18347.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toei Animation Co. Ltd.                                          | Toei Animation Co. Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        3500 | NS      | $79810.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                         | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Short            | EC               | CORP              | US        |       -6505 | NS      | $-916294.30   | -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      | $868.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amplifon SpA                                                     | Amplifon SpA                                                                           | CUSIP: N/A<br>LEI: ZYXJDNVM2JI3VBM8G556       | Short            | EC               | CORP              | IT        |       -5647 | NS      | $-132624.39   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group plc                                                | Compass Group plc                                                                      | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |       16772 | NS      | $568101.33    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FMC Corp.                                                        | FMC Corp.                                                                              | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Short            | EC               | CORP              | US        |       -7155 | NS      | $-298721.25   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $4723.86      | 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      | $-4266.81     | -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      | $-2224.54     | -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      | $-124.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -7 | NC      | $-40814.41    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -13 | NC      | $-14549.33    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust, Inc.                                       | Digital Realty Trust, Inc.                                                             | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Short            | EC               | CORP              | US        |       -6027 | NS      | $-1050686.91  | -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      | $-9567.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Unity Software, Inc.                                             | Unity Software, Inc.                                                                   | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |      -38722 | NS      | $-937072.40   | -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      | $-5080.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                               | Vodafone Group plc                                                                     | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |     1072951 | NS      | $1148542.42   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Dropbox, Inc.                                                    | Dropbox, Inc., Class A                                                                 | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |        7181 | NS      | $205376.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group, Inc.                                                | Match Group, Inc.                                                                      | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Short            | EC               | CORP              | US        |      -13287 | NS      | $-410435.43   | -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      | $4621.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    33700000 | PA      | $3405.96      | 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      | $-16678.99    | -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      | $-48636.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                 | Fair Isaac Corp.                                                                       | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |         805 | NS      | $1471507.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                                        | Orkla ASA                                                                              | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Short            | EC               | CORP              | NO        |      -21614 | NS      | $-235408.72   | -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      | $854.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Babcock International Group plc                                  | Babcock International Group plc                                                        | CUSIP: N/A<br>LEI: 213800TSKOLX4EU6L377       | Long             | EC               | CORP              | GB        |       18737 | NS      | $295106.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     9900000 | PA      | $410.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Olin Corp.                                                       | Olin Corp.                                                                             | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Short            | EC               | CORP              | US        |      -10471 | NS      | $-210362.39   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                                    | Gartner, Inc.                                                                          | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        7333 | NS      | $2964145.26   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-125073.60   | -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      | $1218.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Ltd.                                        | Wilmar International Ltd.                                                              | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Short            | EC               | CORP              | SG        |      -75700 | NS      | $-170876.09   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                     | Marriott International, Inc., Class A                                                  | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Short            | EC               | CORP              | US        |       -3068 | NS      | $-838208.28   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                  | ASML Holding NV                                                                        | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Short            | EC               | CORP              | NL        |       -1656 | NS      | $-1327013.80  | -0.21%            |  |  |  | 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        |     -186771 | NS      | $-3255518.48  | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18474.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         445 | NC      | $-79085.41    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Trimble, Inc.                                                    | Trimble, Inc.                                                                          | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       19534 | NS      | $1484193.32   | 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      | $-41080.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nexon Co. Ltd.                                                   | Nexon Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Short            | EC               | CORP              | JP        |       -4100 | NS      | $-82580.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                            | Cheniere Energy, Inc.                                                                  | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Short            | EC               | CORP              | US        |       -4699 | NS      | $-1144300.48  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          25 | NC      | $70425.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Saputo, Inc.                                                     | Saputo, Inc.                                                                           | CUSIP: 802912105<br>LEI: 549300HH4U1DPY0TBT90 | Long             | EC               | CORP              | CA        |        6162 | NS      | $126113.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                           | AP Moller - Maersk A/S, Class B                                                        | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |         399 | NS      | $742019.72    | 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      | $3427.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTDC Ltd.                                                      | NEXTDC Ltd.                                                                            | CUSIP: N/A<br>LEI: 529900RTERU3X7G3D672       | Short            | EC               | CORP              | AU        |     -142586 | NS      | $-1361035.30  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Aurubis AG                                                       | Aurubis AG                                                                             | CUSIP: N/A<br>LEI: 5299005SHIN9ZK7GW242       | Long             | EC               | CORP              | DE        |         842 | NS      | $87685.75     | 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      | $11732.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AAON, Inc.                                                       | AAON, Inc.                                                                             | CUSIP: 000360206<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -16243 | NS      | $-1197921.25  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -1 | NC      | $-1598.51     | -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      | $13001.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKWOOL A/S                                                     | ROCKWOOL A/S, Class B                                                                  | CUSIP: N/A<br>LEI: 213800QRC7LNX935OZ09       | Short            | EC               | CORP              | DK        |       -2487 | NS      | $-116571.39   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Cirrus Logic, Inc.                                               | Cirrus Logic, Inc.                                                                     | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Short            | EC               | CORP              | US        |        -997 | NS      | $-103942.24   | -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      | $-9760.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lifco AB                                                         | Lifco AB, Class B                                                                      | CUSIP: N/A<br>LEI: 549300RTLL4VDQRCTW41       | Short            | EC               | CORP              | SE        |      -20366 | NS      | $-825369.10   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                            | Albertsons Cos., Inc., Class A                                                         | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |       15513 | NS      | $333684.63    | 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      | $732.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                    | Veralto Corp.                                                                          | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       17077 | NS      | $1723923.15   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell, Inc.                                                    | Hubbell, Inc., Class B                                                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Short            | EC               | CORP              | US        |       -3523 | NS      | $-1438828.43  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp.                                                     | Hexcel Corp.                                                                           | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Short            | EC               | CORP              | US        |       -4152 | NS      | $-234546.48   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp.                                                        | UGI Corp.                                                                              | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |        8253 | NS      | $300574.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Unibrew A/S                                                | Royal Unibrew A/S                                                                      | CUSIP: N/A<br>LEI: 529900D69KFL8IAP8Q63       | Long             | EC               | CORP              | DK        |        3169 | NS      | $258923.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                                   | M&T Bank Corp.                                                                         | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Short            | EC               | CORP              | US        |       -4313 | NS      | $-836678.87   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    11100000 | PA      | $-30215.89    | -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      | $-6032.25     | -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      | $18143.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          69 | NC      | $43180.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TBS Holdings, Inc.                                               | TBS Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       21700 | NS      | $760816.19    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -7 | NC      | $-17770.76    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc.                                                                | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |        8234 | NS      | $768232.20    | 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      | $-1256.58     | -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      | $-2321.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Valeo SE                                                         | Valeo SE                                                                               | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | EC               | CORP              | FR        |       84063 | NS      | $922742.76    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co. Ltd.                                            | Yamaha Motor Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Short            | EC               | CORP              | JP        |     -226900 | NS      | $-1697909.68  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3618.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd.                           | Yangzijiang Shipbuilding Holdings Ltd.                                                 | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Short            | EC               | CORP              | SG        |     -271600 | NS      | $-473969.12   | -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      | $31735.57     | 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      | $29588.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -2 | NC      | $-2742.42     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TOPPAN Holdings, Inc.                                            | TOPPAN Holdings, Inc.                                                                  | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Short            | EC               | CORP              | JP        |      -11600 | NS      | $-315137.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 90-Day New Zealand Bill                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |          69 | NC      | $-1215.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp. (The)                                             | Allstate Corp. (The)                                                                   | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        5991 | NS      | $1206048.21   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                        | Argenx SE                                                                              | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |         402 | NS      | $222540.34    | 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      | $90958.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Premier, Inc.                                                    | Premier, Inc., Class A                                                                 | CUSIP: 74051N102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -45656 | NS      | $-1001236.08  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| NEXTracker, Inc.                                                 | NEXTracker, Inc., Class A                                                              | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9791 | NS      | $532336.67    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    20112690 | PA      | $-303835.22   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    31000000 | PA      | $25196.69     | 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      | $4654.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider National, Inc.                                         | Schneider National, Inc., Class B                                                      | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Short            | EC               | CORP              | US        |      -13575 | NS      | $-327836.25   | -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      | $17730.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Camden Property Trust                                            | Camden Property Trust                                                                  | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |        8337 | NS      | $939496.53    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                             | Edison International                                                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        5082 | NS      | $262231.20    | 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      | $-15566.12    | -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        |      116581 | NS      | $567402.49    | 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      | $-535.81      | -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      | $22279.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US, Inc.                                                | T-Mobile US, Inc.                                                                      | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Short            | EC               | CORP              | US        |       -3865 | NS      | $-920874.90   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    71500000 | PA      | $11815.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qorvo, Inc.                                                      | Qorvo, Inc.                                                                            | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Short            | EC               | CORP              | US        |      -10379 | NS      | $-881280.89   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                                       | Unum Group                                                                             | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Short            | EC               | CORP              | US        |       -9233 | NS      | $-745657.08   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    26000000 | PA      | $-115627.51   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Indutrade AB                                                     | Indutrade AB                                                                           | CUSIP: N/A<br>LEI: 549300FISLQ6CEFP1867       | Short            | EC               | CORP              | SE        |      -13471 | NS      | $-367827.27   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| MGIC Investment Corp.                                            | MGIC Investment Corp.                                                                  | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |        5760 | NS      | $160358.40    | 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      | $21620.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                | Johnson & Johnson                                                                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        6612 | NS      | $1009983.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                  | Regeneron Pharmaceuticals, Inc.                                                        | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Short            | EC               | CORP              | US        |       -1993 | NS      | $-1046325.00  | -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      | $9748.16      | 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      | $-2753.94     | -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        |       34000 | NS      | $1130911.53   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                | Merck & Co., Inc.                                                                      | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       33102 | NS      | $2620354.32   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1965.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                 | Mastercard, Inc., Class A                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        1984 | NS      | $1114888.96   | 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      | $-130912.56   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Tyler Technologies, Inc.                                         | Tyler Technologies, Inc.                                                               | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Short            | EC               | CORP              | US        |       -4613 | NS      | $-2734770.92  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Carter's, Inc.                                                   | Carter's, Inc.                                                                         | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Short            | EC               | CORP              | US        |       -5074 | NS      | $-152879.62   | -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      | $-2566.53     | -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      | $-8916.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Entertainment plc                                        | Flutter Entertainment plc                                                              | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |        6187 | NS      | $1767997.12   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                           | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |      222495 | NS      | $1028098.34   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Fluor Corp.                                                      | Fluor Corp.                                                                            | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |        1647 | NS      | $84441.69     | 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      | $-10706.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                         | Lloyds Banking Group plc                                                               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |      659762 | NS      | $693751.61    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                   | DTE Energy Co.                                                                         | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        8925 | NS      | $1182205.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                                       | AT&T, Inc.                                                                             | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       75948 | NS      | $2197935.12   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital, Inc.                                           | Blue Owl Capital, Inc., Class A                                                        | CUSIP: 09581B103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -56538 | NS      | $-1086094.98  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Russell 2000 E-Mini Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         116 | NC      | $300617.41    | 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      | $-3022.13     | -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        |      -15066 | NS      | $-1043984.16  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2900000 | PA      | $17087.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp.                                               | State Street Corp.                                                                     | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Short            | EC               | CORP              | US        |      -13899 | NS      | $-1478019.66  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Rexel SA                                                         | Rexel SA                                                                               | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | EC               | CORP              | FR        |        6534 | NS      | $201526.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Forestry Co. Ltd.                                       | Sumitomo Forestry Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 549300FIIRGO6D5FWR19       | Short            | EC               | CORP              | JP        |      -74100 | NS      | $-748286.38   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Group, Inc.                                            | TransDigm Group, Inc.                                                                  | CUSIP: 893641100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1400 | NS      | $-2128896.00  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics, Inc.                                               | 10X Genomics, Inc., Class A                                                            | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |       34444 | NS      | $398861.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cochlear Ltd.                                                    | Cochlear Ltd.                                                                          | CUSIP: N/A<br>LEI: 5493001OLLWY8KV5UC08       | Short            | EC               | CORP              | AU        |       -6416 | NS      | $-1268930.90  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Ltd.                                                      | Keppel Ltd.                                                                            | CUSIP: N/A<br>LEI: 254900SQ7IPDOY6IDW33       | Short            | EC               | CORP              | SG        |      -42500 | NS      | $-248181.93   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                                          | Kite Realty Group Trust                                                                | CUSIP: 49803T300<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4168 | NS      | $-94405.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |        8770 | NS      | $786683.98    | 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      | $384.46       | 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      | $1459.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                     | Humana, Inc.                                                                           | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Short            | EC               | CORP              | US        |        -968 | NS      | $-236656.64   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler, Inc.                                                    | Zscaler, Inc.                                                                          | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |        5331 | NS      | $1673614.14   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanwa Holdings Corp.                                             | Sanwa Holdings Corp.                                                                   | CUSIP: N/A<br>LEI: 5299003X6BCA4ROO5A70       | Long             | EC               | CORP              | JP        |       53300 | NS      | $1767729.14   | 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      | $4370.82      | 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      | $-10710.55    | -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      | $-10389.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1000000 | PA      | $53.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                   | Thermo Fisher Scientific, Inc.                                                         | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Short            | EC               | CORP              | US        |       -2642 | NS      | $-1071225.32  | -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      | $15392.72     | 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      | $-26532.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Paycom Software, Inc.                                            | Paycom Software, Inc.                                                                  | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Short            | EC               | CORP              | US        |       -4699 | NS      | $-1087348.60  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear, Inc.                                          | Gildan Activewear, Inc.                                                                | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Short            | EC               | CORP              | CA        |       -4255 | NS      | $-209664.40   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR, Inc.                                                     | PACCAR, Inc.                                                                           | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Short            | EC               | CORP              | US        |       -8314 | NS      | $-790328.84   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Air Canada                                                       | Air Canada                                                                             | CUSIP: 008911877<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Short            | EC               | CORP              | CA        |      -22867 | NS      | $-353815.08   | -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      | $-19728.98    | -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      | $4214.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd.                                                | Medibank Pvt Ltd.                                                                      | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Short            | EC               | CORP              | AU        |      -39795 | NS      | $-132155.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CAC 40 10 Euro Index                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |           2 | NC      | $92.65        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          41 | NC      | $129896.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $-7636.89     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury Long Bond                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -69 | NC      | $-208417.91   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BP plc                                                           | BP plc                                                                                 | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Short            | EC               | CORP              | GB        |     -185325 | NS      | $-923344.25   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Shopify, Inc.                                                    | Shopify, Inc., Class A                                                                 | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |        5899 | NS      | $680372.27    | 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      | $-17652.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                        | O'Reilly Automotive, Inc.                                                              | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Short            | EC               | CORP              | US        |      -29372 | NS      | $-2647298.36  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                                          | Republic Services, Inc., Class A                                                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Short            | EC               | CORP              | US        |       -8247 | NS      | $-2033792.67  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                                         | Skyworks Solutions, Inc.                                                               | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Short            | EC               | CORP              | US        |      -18481 | NS      | $-1377204.12  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Fortrea Holdings, Inc.                                           | Fortrea Holdings, Inc.                                                                 | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Short            | EC               | CORP              | US        |      -14523 | NS      | $-71743.62    | -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      | $60750.39     | 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      | $-2312.40     | -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        |        1520 | NS      | $187856.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair plc                                                      | Pentair plc                                                                            | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |       10707 | NS      | $1099180.62   | 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      | $3960.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   427100000 | PA      | $24155.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                                   | Fortescue Ltd.                                                                         | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Short            | EC               | CORP              | AU        |      -91408 | NS      | $-918854.50   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $9539.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -5 | NC      | $-35389.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Sanso Holdings Corp.                                      | Nippon Sanso Holdings Corp.                                                            | CUSIP: N/A<br>LEI: 353800F1K6653B4VPY57       | Short            | EC               | CORP              | JP        |      -44300 | NS      | $-1676378.86  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           6 | NC      | $66121.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Holdings Co. Japan Ltd.                               | McDonald's Holdings Co. Japan Ltd.                                                     | CUSIP: N/A<br>LEI: 529900FY9FV0AYNRC729       | Short            | EC               | CORP              | JP        |       -5800 | NS      | $-239899.91   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                         | Universal Music Group NV                                                               | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Short            | EC               | CORP              | NL        |      -42876 | NS      | $-1390921.51  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           2 | NC      | $2808.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          17 | NC      | $63143.65     | 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        |     -166600 | NS      | $-1183197.83  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                       | Builders FirstSource, Inc.                                                             | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Short            | EC               | CORP              | US        |       -8896 | NS      | $-1038074.24  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                                       | EastGroup Properties, Inc.                                                             | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |        2558 | NS      | $427492.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management, Inc.                                   | Apollo Global Management, Inc.                                                         | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Short            | EC               | CORP              | US        |       -4790 | NS      | $-679557.30   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $-4891.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                                    | Industria de Diseno Textil SA                                                          | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |       14813 | NS      | $772746.10    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      800000 | PA      | $-3016.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           4 | NC      | $26.48        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JDE Peet's NV                                                    | JDE Peet's NV                                                                          | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Short            | EC               | CORP              | NL        |       -7880 | NS      | $-225088.86   | -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      | $11.70        | 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      | $4535.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bachem Holding AG                                                | Bachem Holding AG, Class B                                                             | CUSIP: N/A<br>LEI: 506700S81111XI7TG884       | Short            | EC               | CORP              | CH        |       -6710 | NS      | $-492184.12   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Morrison Home Corp.                                       | Taylor Morrison Home Corp., Class A                                                    | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       23544 | NS      | $1446072.48   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -1 | NC      | $-1310.89     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -2 | NC      | $-9913.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -32 | NC      | $-24742.82    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand, Inc.                                             | Ingersoll Rand, Inc.                                                                   | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Short            | EC               | CORP              | US        |      -23915 | NS      | $-1989249.70  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp.                                            | Parker-Hannifin Corp.                                                                  | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Short            | EC               | CORP              | US        |       -1737 | NS      | $-1213242.39  | -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      | $31924.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                                      | Pandora A/S                                                                            | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |        6429 | NS      | $1132760.12   | 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      | $-4238.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hims & Hers Health, Inc.                                         | Hims & Hers Health, Inc.                                                               | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |        2960 | NS      | $147556.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -17 | NC      | $-17875.33    | -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      | $384.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                           | Chocoladefabriken Lindt & Spruengli AG                                                 | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Short            | EC               | CORP              | CH        |         -59 | NS      | $-994362.53   | -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      | $6323.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mueller Industries, Inc.                                         | Mueller Industries, Inc.                                                               | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |       13435 | NS      | $1067679.45   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Copper                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -168 | NC      | $-749349.58   | -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      | $315018.19    | 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      | $-22104.38    | -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      | $-1585.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Azenta, Inc.                                                     | Azenta, Inc.                                                                           | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Short            | EC               | CORP              | US        |      -14203 | NS      | $-437168.34   | -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      | $2698.32      | 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      | $-131432.06   | -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      | $9502.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumentum Holdings, Inc.                                          | Lumentum Holdings, Inc.                                                                | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |       -4989 | NS      | $-474254.34   | -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      | $1852.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Holdings, Inc.                                     | Howard Hughes Holdings, Inc.                                                           | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Short            | EC               | CORP              | US        |       -1652 | NS      | $-111510.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp.                                               | Atmos Energy Corp.                                                                     | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |        8485 | NS      | $1307623.35   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     7500000 | PA      | $2291.20      | 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      | $39419.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Watts Water Technologies, Inc.                                   | Watts Water Technologies, Inc., Class A                                                | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |         420 | NS      | $103273.80    | 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      | $-44809.94    | -0.01%            |  |  |  | No            |                  2 | 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        |       52020 | NS      | $441210.63    | 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      | $114.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -4 | NC      | $-38048.52    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica, Inc.                                        | Lululemon Athletica, Inc.                                                              | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |         343 | NS      | $81489.94     | 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      | $-1920.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | S&P 500 E-Mini Index                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          89 | NC      | $917459.83    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -10 | NC      | $-10455.10    | -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      | $2061.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobe Steel Ltd.                                                  | Kobe Steel Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300ZDCYYUPHEE5K87       | Short            | EC               | CORP              | JP        |      -29900 | NS      | $-326399.08   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corp.                                                    | Shimizu Corp.                                                                          | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |      138300 | NS      | $1544778.32   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Utilities Ltd.                                          | Canadian Utilities Ltd., Class A                                                       | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Short            | EC               | CORP              | CA        |      -19448 | NS      | $-538131.55   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                                         | Ipsen SA                                                                               | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |         953 | NS      | $113519.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Enovis Corp.                                                     | Enovis Corp.                                                                           | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Short            | EC               | CORP              | US        |       -3816 | NS      | $-119669.76   | -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      | $3665.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3600000 | PA      | $-6784.80     | -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      | $797.60       | 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      | $-1261.14     | -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      | $76802.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Assured Guaranty Ltd.                                            | Assured Guaranty Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |        5596 | NS      | $487411.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari NV                                                       | Ferrari NV                                                                             | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Short            | EC               | CORP              | NL        |       -2227 | NS      | $-1091031.58  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          21 | NC      | $38356.71     | 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      | $-1857.81     | -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      | $-41894.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MSA Safety, Inc.                                                 | MSA Safety, Inc.                                                                       | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Short            | EC               | CORP              | US        |       -3091 | NS      | $-517835.23   | -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      | $-4230.78     | -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      | $-1746.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arista Networks, Inc.                                            | Arista Networks, Inc.                                                                  | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       38544 | NS      | $3943436.64   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-103.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                           | BWX Technologies, Inc.                                                                 | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Short            | EC               | CORP              | US        |       -1274 | NS      | $-183532.44   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Honda Motor Co. Ltd.                                             | Honda Motor Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |       46100 | NS      | $444535.59    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                | Wolters Kluwer NV                                                                      | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Short            | EC               | CORP              | NL        |       -2858 | NS      | $-477966.52   | -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      | $6891.31      | 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        |       57600 | NS      | $874358.68    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                      | Ageas SA/NV                                                                            | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |        4013 | NS      | $271469.84    | 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      | $-1977.03     | -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      | $-9546.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ExlService Holdings, Inc.                                        | ExlService Holdings, Inc.                                                              | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Short            | EC               | CORP              | US        |      -15040 | NS      | $-658601.60   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Life Holding AG                                            | Swiss Life Holding AG (Registered)                                                     | CUSIP: N/A<br>LEI: 5493000KUC3Z24U77V93       | Short            | EC               | CORP              | CH        |       -2709 | NS      | $-2742494.90  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $12445.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-471.88      | -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      | $2610.95      | 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      | $42119.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial plc                                             | Rentokil Initial plc                                                                   | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Short            | EC               | CORP              | GB        |      -73379 | NS      | $-354036.72   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -6 | NC      | $21646.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Natural Gas                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -185 | NC      | $468251.90    | 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      | $13603.30     | 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      | $45642.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   132300000 | PA      | $2409.69      | 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      | $-88931.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                           | Playtika Holding Corp.                                                                 | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |       41156 | NS      | $194667.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   102200000 | PA      | $-7277.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grand Canyon Education, Inc.                                     | Grand Canyon Education, Inc.                                                           | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |        3889 | NS      | $735021.00    | 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      | $-45858.43    | -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      | $-8416.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fabrinet                                                         | Fabrinet                                                                               | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |        4147 | NS      | $1222037.96   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                                                        | Thales SA                                                                              | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |        3136 | NS      | $925981.12    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                                         | Tryg A/S                                                                               | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Short            | EC               | CORP              | DK        |      -15921 | NS      | $-411577.03   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                  | Jefferies Financial Group, Inc.                                                        | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Short            | EC               | CORP              | US        |      -10624 | NS      | $-581026.56   | -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      | $5385.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                | Genuine Parts Co.                                                                      | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |        4564 | NS      | $553658.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IMCD NV                                                          | IMCD NV                                                                                | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Short            | EC               | CORP              | NL        |       -1462 | NS      | $-196632.23   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                         | Marvell Technology, Inc.                                                               | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2594 | NS      | $200775.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                       | Allianz SE (Registered)                                                                | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Short            | EC               | CORP              | DE        |       -7408 | NS      | $-3006414.90  | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11542.29     | 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      | $-41890.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group, Inc.                                       | Simon Property Group, Inc.                                                             | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |        4559 | NS      | $732904.84    | 0.12%             |  |  |  | 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    | -0.00%            |  |  |  | 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      | $-10386.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon AB                                                       | Hexagon AB, Class B                                                                    | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |       46056 | NS      | $464225.98    | 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      | $34535.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp.                                                   | Lasertec Corp.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |       -9900 | NS      | $-1327200.67  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Morningstar, Inc.                                                | Morningstar, Inc.                                                                      | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |        4405 | NS      | $1382861.65   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                   | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Short            | EC               | CORP              | US        |       -7685 | NS      | $-2451361.30  | -0.38%            |  |  |  | No            |                  1 | 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        |        6936 | NS      | $306779.28    | 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      | $-7333.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                             | Coterra Energy, Inc.                                                                   | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Short            | EC               | CORP              | US        |      -13032 | NS      | $-330752.16   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                                             | Steel Dynamics, Inc.                                                                   | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |        4061 | NS      | $519848.61    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                 | Omega Healthcare Investors, Inc.                                                       | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |       48422 | NS      | $1774666.30   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $61579.81     | 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      | $64833.60     | 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      | $-20364.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gitlab, Inc.                                                     | Gitlab, Inc., Class A                                                                  | CUSIP: 37637K108<br>LEI: 9845004Y40FACG81ED49 | Long             | EC               | CORP              | US        |        2515 | NS      | $113451.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                                    | Raymond James Financial, Inc.                                                          | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |        2754 | NS      | $422380.98    | 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      | $3140.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US Foods Holding Corp.                                           | US Foods Holding Corp.                                                                 | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |        9857 | NS      | $759087.57    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp.                                   | First American Financial Corp.                                                         | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Short            | EC               | CORP              | US        |      -17172 | NS      | $-1054189.08  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Banque Cantonale Vaudoise                                        | Banque Cantonale Vaudoise (Registered)                                                 | CUSIP: N/A<br>LEI: K1MOBB3OPSBBQO554R76       | Short            | EC               | CORP              | CH        |       -4460 | NS      | $-514384.31   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -13 | NC      | $-36075.61    | -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      | $10697.27     | 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      | $3666.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                         | Vinci SA                                                                               | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |        1437 | NS      | $211914.95    | 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      | $-8229.87     | -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      | $9414.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           4 | NC      | $-6073.72     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |           0 | PA      | $-15997.65    | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          22 | NC      | $34247.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                           | Mercedes-Benz Group AG                                                                 | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Short            | EC               | CORP              | DE        |      -20076 | NS      | $-1169630.98  | -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      | $-7795.91     | -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      | $-78.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APA Group                                                        | APA Group                                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | AU        |     -113842 | NS      | $-612101.80   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Aramark                                                          | Aramark                                                                                | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |        4153 | NS      | $173886.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                               | Johnson Controls International plc                                                     | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |       24731 | NS      | $2612088.22   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1020.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Cocoa                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          27 | NC      | $-87926.99    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    51000000 | PA      | $353373.07    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797QQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    55733000 | PA      | $54869181.97  | 8.61%             | 2025-11-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    14800000 | PA      | $-163469.70   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          71 | NC      | $32770.03     | 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      | $6888.47      | 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      | $5979.76      | 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      | $39409.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bruker Corp.                                                     | Bruker Corp.                                                                           | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |       32413 | NS      | $1335415.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -22 | NC      | $-59957.73    | -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      | $21817.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                          | Molina Healthcare, Inc.                                                                | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        1914 | NS      | $570180.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings, Inc.                                                 | DraftKings, Inc., Class A                                                              | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |       23687 | NS      | $1015935.43   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems, Inc.                                                | Pegasystems, Inc.                                                                      | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |       20762 | NS      | $1123847.06   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life, Inc.                                                 | Globe Life, Inc.                                                                       | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |        4692 | NS      | $583168.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1000000 | PA      | $1570.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Essent Group Ltd.                                                | Essent Group Ltd.                                                                      | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |        8950 | NS      | $543533.50    | 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      | $-1964.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                             | Analog Devices, Inc.                                                                   | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Short            | EC               | CORP              | US        |       -3719 | NS      | $-885196.38   | -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      | $-30659.74    | -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      | $-10361.68    | -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      | $-17869.74    | -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      | $-50419.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp.                                                        | CDW Corp.                                                                              | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Short            | EC               | CORP              | US        |       -5614 | NS      | $-1002604.26  | -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      | $14865.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    23000000 | PA      | $1803.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX plc                                                         | RELX plc                                                                               | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |       25685 | NS      | $1392067.41   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                | HF Sinclair Corp.                                                                      | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |        6633 | NS      | $272483.64    | 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      | $2396.18      | 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      | $45613.97     | 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      | $-399.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                             | Hartford Insurance Group, Inc. (The)                                                   | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        3821 | NS      | $484770.27    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                          | KB Home                                                                                | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Short            | EC               | CORP              | US        |      -17268 | NS      | $-914685.96   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd.                                                     | Nutrien Ltd.                                                                           | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Short            | EC               | CORP              | CA        |      -14793 | NS      | $-861997.10   | -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      | $-666.92      | -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      | $6169.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                           | Mineral Resources Ltd.                                                                 | CUSIP: N/A<br>LEI: 5299007V1ACKFFX2P066       | Short            | EC               | CORP              | AU        |      -13965 | NS      | $-198408.62   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Cytokinetics, Inc.                                               | Cytokinetics, Inc.                                                                     | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |        6975 | NS      | $230454.00    | 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      | $-41144.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                               | Markel Group, Inc.                                                                     | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Short            | EC               | CORP              | US        |        -448 | NS      | $-894817.28   | -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      | $-1938.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toast, Inc.                                                      | Toast, Inc., Class A                                                                   | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Short            | EC               | CORP              | US        |       -4899 | NS      | $-216976.71   | -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      | $-2132.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Essex Property Trust, Inc.                                       | Essex Property Trust, Inc.                                                             | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Short            | EC               | CORP              | US        |       -1895 | NS      | $-537043.00   | -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      | $5419.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -13 | NC      | $-6688.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pro Medicus Ltd.                                                 | Pro Medicus Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        9604 | NS      | $1797241.53   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          11 | NC      | $22904.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mapfre SA                                                        | Mapfre SA                                                                              | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | EC               | CORP              | ES        |       47451 | NS      | $194368.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media Group, Inc.                                        | Nexstar Media Group, Inc., Class A                                                     | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |        1079 | NS      | $186613.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -5 | NC      | $-35372.81    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           4 | NC      | $35.81        | 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      | $40488.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Paylocity Holding Corp.                                          | Paylocity Holding Corp.                                                                | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |        2723 | NS      | $493380.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                             | Schindler Holding AG                                                                   | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |        1218 | NS      | $453546.90    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                        | Westinghouse Air Brake Technologies Corp.                                              | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |        5723 | NS      | $1198110.05   | 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      | $81462.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                                | Choice Hotels International, Inc.                                                      | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Short            | EC               | CORP              | US        |        -831 | NS      | $-105437.28   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk, Inc. (The)                                           | Trade Desk, Inc. (The), Class A                                                        | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |        4817 | NS      | $346775.83    | 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      | $-6379.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | White Sugar                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           9 | NC      | $-192.12      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Worldline SA                                                     | Worldline SA                                                                           | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Short            | EC               | CORP              | FR        |       -4586 | NS      | $-19391.14    | -0.00%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Koninklijke KPN NV                                               | Koninklijke KPN NV                                                                     | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |       53273 | NS      | $259875.84    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., Class A                                                                   | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Short            | EC               | CORP              | US        |       -6548 | NS      | $-444805.64   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    11000000 | PA      | $20116.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                         | Bayer AG (Registered)                                                                  | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |       31039 | NS      | $935120.96    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $5242.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -12 | NC      | $-46328.88    | -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      | $3197.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                           | Home Depot, Inc. (The)                                                                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        2164 | NS      | $793408.96    | 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      | $4620.26      | 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      | $11354.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty, Inc.                                  | Rexford Industrial Realty, Inc.                                                        | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Short            | EC               | CORP              | US        |      -16259 | NS      | $-578332.63   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -26 | NC      | $-794677.55   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp. Japan                                               | Oracle Corp. Japan                                                                     | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |        5700 | NS      | $679386.51    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp.                                  | Mitsubishi Chemical Group Corp.                                                        | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Short            | EC               | CORP              | JP        |     -100400 | NS      | $-527704.84   | -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      | $44797.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                                         | QBE Insurance Group Ltd.                                                               | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |       87479 | NS      | $1347100.23   | 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      | $-17448.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iA Financial Corp., Inc.                                         | iA Financial Corp., Inc.                                                               | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |        4899 | NS      | $537082.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      100000 | PA      | $8.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3500000 | PA      | $-59389.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    26800000 | PA      | $32085.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                                        | Airbus SE                                                                              | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |        7502 | NS      | $1569424.01   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $2930.63      | 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      | $18977.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                          | Siemens Healthineers AG                                                                | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Short            | EC               | CORP              | DE        |       -9636 | NS      | $-534936.40   | -0.08%            |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  2995500000 | PA      | $177.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   517000000 | PA      | $-1851.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                                          | Daiichi Sankyo Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |       62700 | NS      | $1452640.26   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                   | Illumina, Inc.                                                                         | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |        4695 | NS      | $447949.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp.                                                    | Parsons Corp.                                                                          | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |       10811 | NS      | $775905.47    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                           | AXA SA                                                                                 | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |        2651 | NS      | $130177.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           4 | NC      | $6623.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC, Inc.                                                        | IAC, Inc.                                                                              | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |        2518 | NS      | $94022.12     | 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      | $-33622.04    | -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      | $1460.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co., Inc.                                            | McCormick & Co., Inc. (Non-Voting)                                                     | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |        6555 | NS      | $497000.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co.                                             | Eastman Chemical Co.                                                                   | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Short            | EC               | CORP              | US        |      -28477 | NS      | $-2126092.82  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp.                                                    | Newmont Corp.                                                                          | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       29724 | NS      | $1731720.24   | 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      | $-444.43      | -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      | $10041.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius Stedim Biotech                                         | Sartorius Stedim Biotech                                                               | CUSIP: N/A<br>LEI: 52990006IVXY7GCSSR39       | Short            | EC               | CORP              | FR        |        -832 | NS      | $-199066.34   | -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      | $-8417.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EPAM Systems, Inc.                                               | EPAM Systems, Inc.                                                                     | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |        6423 | NS      | $1135714.86   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                                               | Vail Resorts, Inc.                                                                     | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Short            | EC               | CORP              | US        |       -7013 | NS      | $-1101952.69  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| HKT Trust & HKT Ltd.                                             | HKT Trust & HKT Ltd.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       75000 | NS      | $112130.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -9 | NC      | $-48058.91    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems, Inc.                                   | FactSet Research Systems, Inc.                                                         | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Short            | EC               | CORP              | US        |       -2624 | NS      | $-1173662.72  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Bank Ltd.                                                | Rakuten Bank Ltd.                                                                      | CUSIP: N/A<br>LEI: 3538007HFAF2NOCBUE44       | Long             | EC               | CORP              | JP        |        3900 | NS      | $178787.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelixis, Inc.                                                   | Exelixis, Inc.                                                                         | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |       30409 | NS      | $1340276.68   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   130200000 | PA      | $143272.28    | 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      | $1823.46      | 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      | $-3313.66     | -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      | $-738.11      | -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      | $5994.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                      | Rogers Communications, Inc., Class B                                                   | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Short            | EC               | CORP              | CA        |      -79900 | NS      | $-2369863.04  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                            | Schneider Electric SE                                                                  | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |        4234 | NS      | $1136765.05   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | White Sugar                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $350.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ono Pharmaceutical Co. Ltd.                                      | Ono Pharmaceutical Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Short            | EC               | CORP              | JP        |     -183600 | NS      | $-1989815.77  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2311.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Terex Corp.                                                      | Terex Corp.                                                                            | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |        8991 | NS      | $419789.79    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Mining Corp.                                             | Barrick Mining Corp.                                                                   | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |        5129 | NS      | $106779.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                                               | HealthEquity, Inc.                                                                     | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |        6498 | NS      | $680730.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           2 | NC      | $2828.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  2995500000 | PA      | $177.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                        | UDR, Inc.                                                                              | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |       40145 | NS      | $1639120.35   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3800000 | PA      | $155547.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Greif, Inc.                                                      | Greif, Inc., Class A                                                                   | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |        1397 | NS      | $90791.03     | 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      | $3681.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                              | Flowers Foods, Inc.                                                                    | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Short            | EC               | CORP              | US        |       -9993 | NS      | $-159688.14   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           5 | NC      | $34649.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc.                   | Charles River Laboratories International, Inc.                                         | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Short            | EC               | CORP              | US        |       -5499 | NS      | $-834363.27   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd.                                              | Tokyo Electron Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |        6600 | NS      | $1263962.46   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     7300000 | PA      | $-25730.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Popular, Inc.                                                    | Popular, Inc.                                                                          | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       17119 | NS      | $1886684.99   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                                   | Coherent Corp.                                                                         | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |        8846 | NS      | $789151.66    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -41 | NC      | $-131840.94   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear, Inc.                                                  | Maplebear, Inc.                                                                        | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2623 | NS      | $118664.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    22200000 | PA      | $51500.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies plc                                           | Trane Technologies plc                                                                 | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |        5535 | NS      | $2421064.35   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Ampol Ltd.                                                       | Ampol Ltd.                                                                             | CUSIP: N/A<br>LEI: 5493009TD1CGVRZ27U11       | Short            | EC               | CORP              | AU        |      -57579 | NS      | $-975846.52   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA, Inc.                                            | DENTSPLY SIRONA, Inc.                                                                  | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |       32344 | NS      | $513622.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Euro-BTP                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         446 | NC      | $174763.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co.                                                      | Deere & Co.                                                                            | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Short            | EC               | CORP              | US        |       -1899 | NS      | $-965622.51   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                                               | Under Armour, Inc., Class A                                                            | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Short            | EC               | CORP              | US        |      -28421 | NS      | $-194115.43   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                                     | Target Corp.                                                                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Short            | EC               | CORP              | US        |       -2689 | NS      | $-265269.85   | -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      | $-1058.13     | -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      | $-14390.82    | -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      | $-22498.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                        | Williams Cos., Inc. (The)                                                              | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       24625 | NS      | $1546696.25   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  3650000000 | PA      | $10298.17     | 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      | $-4234.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Franklin Resources, Inc.                                         | Franklin Resources, Inc.                                                               | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Short            | EC               | CORP              | US        |      -23418 | NS      | $-558519.30   | -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        |       11475 | NS      | $1596287.25   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                                          | Mohawk Industries, Inc.                                                                | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Short            | EC               | CORP              | US        |       -9264 | NS      | $-971237.76   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                                   | Rheinmetall AG                                                                         | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |        1839 | NS      | $3894447.80   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods plc                                     | Associated British Foods plc                                                           | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Short            | EC               | CORP              | GB        |       -8402 | NS      | $-237393.13   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Corp.                                                     | Yamaha Corp.                                                                           | CUSIP: N/A<br>LEI: 529900S5TENP3IJS7S02       | Short            | EC               | CORP              | JP        |     -163000 | NS      | $-1177993.29  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners, Inc.                                | Pinnacle Financial Partners, Inc.                                                      | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Short            | EC               | CORP              | US        |       -6027 | NS      | $-665441.07   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.                                           | Lincoln National Corp.                                                                 | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |        2558 | NS      | $88506.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           6 | NC      | $-19710.35    | -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      | $2396.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAR Group Ltd.                                                   | CAR Group Ltd.                                                                         | CUSIP: N/A<br>LEI: 5299009TFWZGH2AN7D11       | Short            | EC               | CORP              | AU        |       -9233 | NS      | $-227383.68   | -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      | $7414.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp., Class A                                                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Short            | EC               | CORP              | US        |      -30134 | NS      | $-1075482.46  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Scout24 SE                                                       | Scout24 SE                                                                             | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |        6459 | NS      | $891657.42    | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          10 | NC      | $176040.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EMS-Chemie Holding AG                                            | EMS-Chemie Holding AG (Registered)                                                     | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Short            | EC               | CORP              | CH        |        -630 | NS      | $-476282.32   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                   | VeriSign, Inc.                                                                         | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       16735 | NS      | $4833068.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-436.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SiteOne Landscape Supply, Inc.                                   | SiteOne Landscape Supply, Inc.                                                         | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Short            | EC               | CORP              | US        |       -5022 | NS      | $-607360.68   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Persol Holdings Co. Ltd.                                         | Persol Holdings Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 3538000H6OI725NB2008       | Long             | EC               | CORP              | JP        |       79800 | NS      | $155745.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| James Hardie Industries plc                                      | James Hardie Industries plc                                                            | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Short            | EC               | CORP              | IE        |      -27049 | NS      | $-726355.59   | -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      | $-279375.09   | -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      | $3732.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankyu Hanshin Holdings, Inc.                                    | Hankyu Hanshin Holdings, Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -21500 | NS      | $-584448.63   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Old Republic International Corp.                                 | Old Republic International Corp.                                                       | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |       10346 | NS      | $397700.24    | 0.06%             |  |  |  | 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        |       15239 | NS      | $2840854.38   | 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      | $-2519.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           8 | NC      | $-10988.08    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                         | Hermes International SCA                                                               | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |         463 | NS      | $1255130.86   | 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      | $52707.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Global Ltd.                                              | Liberty Global Ltd., Class A                                                           | CUSIP: N/A<br>LEI: 213800HRMKKTYH7SKA24       | Short            | EC               | CORP              | BM        |      -41621 | NS      | $-416626.21   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    78300000 | PA      | $124512.15    | 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      | $-2387.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Euro-Schatz                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -788 | NC      | $11861.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main, Inc.                                                | Core & Main, Inc., Class A                                                             | CUSIP: 21874C102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3034 | NS      | $-183101.90   | -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      | $-522.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Smith & Nephew plc                                               | Smith & Nephew plc                                                                     | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Short            | EC               | CORP              | GB        |      -32837 | NS      | $-502873.83   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp.                                       | Cincinnati Financial Corp.                                                             | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |        1317 | NS      | $196127.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                  | Telefonaktiebolaget LM Ericsson, Class B                                               | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |      328911 | NS      | $2810650.84   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    20000000 | PA      | $-618.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings, Inc.                                            | Resona Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |       60100 | NS      | $555072.89    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon plc                                                          | Aon plc, Class A                                                                       | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Short            | EC               | CORP              | IE        |       -3684 | NS      | $-1314303.84  | -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      | $-7334.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CarMax, Inc.                                                     | CarMax, Inc.                                                                           | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8818 | NS      | $592657.78    | 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      | $56005.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                                        | Amundi SA                                                                              | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |        3313 | NS      | $268537.87    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hitachi Ltd.                                                     | Hitachi Ltd.                                                                           | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |       47200 | NS      | $1371837.50   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| WW Grainger, Inc.                                                | WW Grainger, Inc.                                                                      | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |         903 | NS      | $939336.72    | 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      | $4473.53      | 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      | $-477.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   349400000 | PA      | $-3288.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                        | Bank of Nova Scotia (The)                                                              | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |       16394 | NS      | $906530.71    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp.                                                     | Cognex Corp.                                                                           | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Short            | EC               | CORP              | US        |      -21166 | NS      | $-671385.52   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander SA                                                                     | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |       62003 | NS      | $513439.29    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   229900000 | PA      | $-2813.13     | -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      | $-59157.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                       | Travelers Cos., Inc. (The)                                                             | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       11605 | NS      | $3104801.70   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                                     | Fastenal Co.                                                                           | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Short            | EC               | CORP              | US        |      -40066 | NS      | $-1682772.00  | -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      | $1555.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                                         | Enel SpA                                                                               | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |      345622 | NS      | $3280196.74   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $41845.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | MSCI Singapore Index                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         320 | NC      | $122296.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd.                                                     | Genpact Ltd.                                                                           | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |       13192 | NS      | $580579.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp, Inc.                                            | Glacier Bancorp, Inc.                                                                  | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Short            | EC               | CORP              | US        |      -22687 | NS      | $-977355.96   | -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      | $-11655.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd.                                          | ANZ Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 9845005D9C6BAA10BK72       | Short            | EC               | CORP              | AU        |     -105492 | NS      | $-2022997.53  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-19727.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -5 | NC      | $-10294.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                           | Sempra                                                                                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Short            | EC               | CORP              | US        |      -15785 | NS      | $-1196029.45  | -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      | $-15398.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MDU Resources Group, Inc.                                        | MDU Resources Group, Inc.                                                              | CUSIP: 552690109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -57515 | NS      | $-958775.05   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Euro-Bobl                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -10 | NC      | $1372.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                                         | Western Alliance Bancorp                                                               | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Short            | EC               | CORP              | US        |       -7701 | NS      | $-600523.98   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                                       | Eiffage SA                                                                             | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |        4893 | NS      | $687531.50    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          31 | NC      | $-45019.31    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co. (The)                                               | Southern Co. (The)                                                                     | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Short            | EC               | CORP              | US        |      -33353 | NS      | $-3062805.99  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp.                                            | Westpac Banking Corp.                                                                  | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |       43173 | NS      | $962176.26    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp.                                                | Asahi Kasei Corp.                                                                      | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Short            | EC               | CORP              | JP        |      -99700 | NS      | $-709741.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                 | Delivery Hero SE                                                                       | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Short            | EC               | CORP              | DE        |      -12043 | NS      | $-326873.82   | -0.05%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Church & Dwight Co., Inc.                                        | Church & Dwight Co., Inc.                                                              | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |        3855 | NS      | $370504.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                                      | Adobe, Inc.                                                                            | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        3315 | NS      | $1282507.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity, Inc.                                                     | Acuity, Inc.                                                                           | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         414 | NS      | $123512.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -12 | NC      | $47679.96     | 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      | $3951.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd.                                       | Woodside Energy Group Ltd.                                                             | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Short            | EC               | CORP              | AU        |     -119285 | NS      | $-1842584.71  | -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      | $-19847.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northwestern Energy Group, Inc.                                  | Northwestern Energy Group, Inc.                                                        | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |        1535 | NS      | $78745.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| A2A SpA                                                          | A2A SpA                                                                                | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | EC               | CORP              | IT        |       76063 | NS      | $204877.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                            | Pilgrim's Pride Corp.                                                                  | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |       19181 | NS      | $862761.38    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5300000 | PA      | $-10796.74    | -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      | $-16745.43    | -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      | $-1507.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Industries Corp.                                          | Toyota Industries Corp.                                                                | CUSIP: N/A<br>LEI: 35380000WKGEAHEMW830       | Short            | EC               | CORP              | JP        |      -26000 | NS      | $-2934430.87  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| Ultragenyx Pharmaceutical, Inc.                                  | Ultragenyx Pharmaceutical, Inc.                                                        | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |        6699 | NS      | $243575.64    | 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      | $9520.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services, Inc.                               | West Pharmaceutical Services, Inc.                                                     | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Short            | EC               | CORP              | US        |       -2184 | NS      | $-477859.20   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands plc                                              | Imperial Brands plc                                                                    | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |       30595 | NS      | $1208813.57   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Persimmon plc                                                    | Persimmon plc                                                                          | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Short            | EC               | CORP              | GB        |       -6235 | NS      | $-110923.09   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    17600000 | PA      | $21320.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NewMarket Corp.                                                  | NewMarket Corp.                                                                        | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |         989 | NS      | $683260.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   107700000 | PA      | $-1654.22     | -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      | $8089.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo plc                                                       | Diageo plc                                                                             | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Short            | EC               | CORP              | GB        |      -98723 | NS      | $-2489409.74  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Spire, Inc.                                                      | Spire, Inc.                                                                            | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Short            | EC               | CORP              | US        |      -10610 | NS      | $-774423.90   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -16 | NC      | $-21036.62    | -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      | $12330.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teledyne Technologies, Inc.                                      | Teledyne Technologies, Inc.                                                            | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Short            | EC               | CORP              | US        |       -2817 | NS      | $-1443177.27  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Aflac, Inc.                                                      | Aflac, Inc.                                                                            | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Short            | EC               | CORP              | US        |      -14579 | NS      | $-1537501.34  | -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      | $2068.42      | 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      | $56000.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Heavy Industries Ltd.                                   | Kawasaki Heavy Industries Ltd.                                                         | CUSIP: N/A<br>LEI: 5493008FFSI8SQ74AT93       | Long             | EC               | CORP              | JP        |       23400 | NS      | $1768983.55   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -15 | NC      | $16761.15     | 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      | $-17820.23    | -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      | $378.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      800000 | PA      | $843.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   349400000 | PA      | $-3288.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grocery Outlet Holding Corp.                                     | Grocery Outlet Holding Corp.                                                           | CUSIP: 39874R101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -40858 | NS      | $-507456.36   | -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      | $10005.99     | 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      | $-310.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Acerinox SA                                                      | Acerinox SA                                                                            | CUSIP: N/A<br>LEI: 95980020140005582721       | Long             | EC               | CORP              | ES        |       24079 | NS      | $307428.80    | 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      | $31923.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qualys, Inc.                                                     | Qualys, Inc.                                                                           | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       13089 | NS      | $1870025.43   | 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      | $21396.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -47 | NC      | $-118609.53   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1000000 | PA      | $41.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Veeva Systems, Inc.                                              | Veeva Systems, Inc., Class A                                                           | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |        6938 | NS      | $1998005.24   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co.                                              | Vertiv Holdings Co., Class A                                                           | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       16695 | NS      | $2143804.95   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5099.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -15 | NC      | $-146486.57   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies, Inc.                                      | ZoomInfo Technologies, Inc., Class A                                                   | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               | CORP              | US        |       49291 | NS      | $498824.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   180700000 | PA      | $454.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Campbell's Co.                                               | The Campbell's Co.                                                                     | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Short            | EC               | CORP              | US        |      -18630 | NS      | $-571009.50   | -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      | $-67.05       | -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      | $81274.31     | 0.01%             |  |  |  | No            |                  2 | 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        |       -1681 | NS      | $-879801.74   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Lennox International, Inc.                                       | Lennox International, Inc.                                                             | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |        2315 | NS      | $1327050.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp.                                                     | ROBLOX Corp., Class A                                                                  | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       25981 | NS      | $2733201.20   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co.                                       | Performance Food Group Co.                                                             | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |        3601 | NS      | $314979.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aristocrat Leisure Ltd.                                          | Aristocrat Leisure Ltd.                                                                | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |       22689 | NS      | $972105.52    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          22 | NC      | $10707.78     | 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      | $-6.20        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    10100000 | PA      | $100132.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          12 | NC      | $44562.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Suisan Kaisha Ltd.                                          | Toyo Suisan Kaisha Ltd.                                                                | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       27100 | NS      | $1801258.89   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                           | General Dynamics Corp.                                                                 | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        5635 | NS      | $1643504.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Shionogi & Co. Ltd.                                              | Shionogi & Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |       79700 | NS      | $1434781.78   | 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      | $13229.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -16 | NC      | $-86011.82    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         177 | NC      | $250038.74    | 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      | $-10377.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 90-Day New Zealand Bill                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |          68 | NC      | $8247.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4500000 | PA      | $-5094.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -58 | NC      | $-24839.94    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Electrolux AB                                                    | Electrolux AB, Class B                                                                 | CUSIP: N/A<br>LEI: 549300Y3HHZB1ZGFPJ93       | Long             | EC               | CORP              | SE        |      128687 | NS      | $915164.65    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp.                                               | Ralph Lauren Corp., Class A                                                            | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |        2088 | NS      | $572696.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group AG                                                     | GEA Group AG                                                                           | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |        4490 | NS      | $314749.43    | 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      | $280.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Note                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          10 | NC      | $3125.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $8200.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysmex Corp.                                                     | Sysmex Corp.                                                                           | CUSIP: N/A<br>LEI: 5299001ZO4CKWACMZI55       | Short            | EC               | CORP              | JP        |      -39000 | NS      | $-678881.46   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                                   | Autodesk, Inc.                                                                         | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        5980 | NS      | $1851228.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                                      | L3Harris Technologies, Inc.                                                            | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Short            | EC               | CORP              | US        |       -1635 | NS      | $-410123.40   | -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      | $133874.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KION Group AG                                                    | KION Group AG                                                                          | CUSIP: N/A<br>LEI: 5299005KY91C4C6U9H17       | Short            | EC               | CORP              | DE        |       -3586 | NS      | $-200305.94   | -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      | $8300.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -28 | NC      | $-98068.14    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Steel Corp.                                               | Nippon Steel Corp.                                                                     | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Short            | EC               | CORP              | JP        |      -23300 | NS      | $-440648.13   | -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      | $-2094.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                      | First Quantum Minerals Ltd.                                                            | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Short            | EC               | CORP              | CA        |      -46090 | NS      | $-818738.46   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp.                                                   | Huntsman Corp.                                                                         | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |       77521 | NS      | $807768.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   149000000 | PA      | $-1277.30     | -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      | $-36303.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                  | Universal Health Services, Inc., Class B                                               | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        2373 | NS      | $429868.95    | 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      | $34678.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lear Corp.                                                       | Lear Corp.                                                                             | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Short            | EC               | CORP              | US        |       -2606 | NS      | $-247517.88   | -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      | $-1545.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swissquote Group Holding SA                                      | Swissquote Group Holding SA (Registered)                                               | CUSIP: N/A<br>LEI: 549300O3WME82RDPEN66       | Long             | EC               | CORP              | CH        |        1950 | NS      | $1108262.84   | 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      | $48.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimano, Inc.                                                    | Shimano, Inc.                                                                          | CUSIP: N/A<br>LEI: 529900L32YT3P9DECR10       | Short            | EC               | CORP              | JP        |      -13300 | NS      | $-1928239.94  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-395.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lyft, Inc.                                                       | Lyft, Inc., Class A                                                                    | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |      116449 | NS      | $1835236.24   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd.                                                | Wynn Resorts Ltd.                                                                      | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Short            | EC               | CORP              | US        |       -5739 | NS      | $-537572.13   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Toho Co. Ltd.                                                    | Toho Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: 529900IYHHYWU4O3H185       | Long             | EC               | CORP              | JP        |        1600 | NS      | $94393.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                                    | Alfa Laval AB                                                                          | CUSIP: N/A<br>LEI: 549300UCKT2UK88AG251       | Long             | EC               | CORP              | SE        |       29182 | NS      | $1229105.90   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventas, Inc.                                                     | Ventas, Inc.                                                                           | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       16018 | NS      | $1011536.70   | 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      | $-123.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -11 | NC      | $-49035.14    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                                                 | Pernod Ricard SA                                                                       | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Short            | EC               | CORP              | FR        |      -19125 | NS      | $-1907744.47  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          11 | NC      | $50421.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp.                                          | Universal Display Corp.                                                                | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2404 | NS      | $371321.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $-5095.41     | -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      | $-13419.02    | -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      | $-14378.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                            | STMicroelectronics NV                                                                  | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Short            | EC               | CORP              | NL        |      -44832 | NS      | $-1374638.59  | -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      | $445.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco plc                                                        | Tesco plc                                                                              | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |      152737 | NS      | $842118.99    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd.                                       | Axis Capital Holdings Ltd.                                                             | CUSIP: N/A<br>LEI: 635400VD2NQBYAHMEM55       | Long             | EC               | CORP              | BM        |       12341 | NS      | $1281242.62   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          29 | NC      | $43728.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                                     | Iberdrola SA                                                                           | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |       37942 | NS      | $729929.36    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -4 | NC      | $-41098.52    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      500000 | PA      | $552.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    75900000 | PA      | $56943.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Aluminum                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          -4 | NC      | $-4326.68     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| M3, Inc.                                                         | M3, Inc.                                                                               | CUSIP: N/A<br>LEI: 3538001UOKRWIODYM055       | Short            | EC               | CORP              | JP        |      -61900 | NS      | $-850302.40   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month CORRA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         315 | NC      | $-14348.23    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings, Inc.                                  | Lincoln Electric Holdings, Inc.                                                        | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |        4137 | NS      | $857682.84    | 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      | $34754.29     | 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      | $-3079.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           9 | NC      | $-23248.86    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                      | Dick's Sporting Goods, Inc.                                                            | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Short            | EC               | CORP              | US        |        -931 | NS      | $-184161.11   | -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      | $3616.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          19 | NC      | $68514.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Knorr-Bremse AG                                                  | Knorr-Bremse AG                                                                        | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               | CORP              | DE        |        5469 | NS      | $530476.39    | 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      | $-6094.32     | -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      | $3196.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                           | Freeport-McMoRan, Inc.                                                                 | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |        3306 | NS      | $143315.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                                               | Chemours Co. (The)                                                                     | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Short            | EC               | CORP              | US        |      -35711 | NS      | $-408890.95   | -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      | $1356.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                         | International Flavors & Fragrances, Inc.                                               | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Short            | EC               | CORP              | US        |      -11019 | NS      | $-810447.45   | -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      | $-2234.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Natera, Inc.                                                     | Natera, Inc.                                                                           | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8910 | NS      | $1505255.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| New Hope Corp. Ltd.                                              | New Hope Corp. Ltd.                                                                    | CUSIP: N/A<br>LEI: 254900DHRUGXZSLSNZ83       | Short            | EC               | CORP              | AU        |      -55684 | NS      | $-135602.37   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Italgas SpA                                                      | Italgas SpA                                                                            | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |       49841 | NS      | $422787.16    | 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      | $5311.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797PX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    52000000 | PA      | $51518622.48  | 8.09%             | 2025-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-443.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    10900000 | PA      | $-5173.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tractor Supply Co.                                               | Tractor Supply Co.                                                                     | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Short            | EC               | CORP              | US        |      -20574 | NS      | $-1085689.98  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| MSCI, Inc.                                                       | MSCI, Inc., Class A                                                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        3444 | NS      | $1986292.56   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp.                                               | Kimco Realty Corp.                                                                     | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |       25548 | NS      | $537018.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Vopak NV                                             | Koninklijke Vopak NV                                                                   | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |        8972 | NS      | $445632.75    | 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      | $-2782.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                     | Mattel, Inc.                                                                           | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |       35821 | NS      | $706390.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                                                   | Commerzbank AG                                                                         | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |       82426 | NS      | $2597492.59   | 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      | $20330.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Snam SpA                                                         | Snam SpA                                                                               | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |       25985 | NS      | $157305.20    | 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      | $-14587.32    | -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      | $-14944.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Unilever plc                                                     | Unilever plc                                                                           | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Short            | EC               | CORP              | GB        |      -10095 | NS      | $-616060.09   | -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      | $85295.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                        | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |        2886 | NS      | $245656.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp.                                                  | Brunswick Corp.                                                                        | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |        5805 | NS      | $320668.20    | 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      | $-2505.48     | -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      | $-9779.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | MSCI Emerging Markets Index                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         496 | NC      | $688522.42    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group, Inc.                                      | Kinsale Capital Group, Inc.                                                            | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Short            | EC               | CORP              | US        |        -509 | NS      | $-246305.10   | -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      | $66263.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -17 | NC      | $-65598.58    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories, Inc.                                         | Dolby Laboratories, Inc., Class A                                                      | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Short            | EC               | CORP              | US        |       -5003 | NS      | $-371522.78   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   148700000 | PA      | $14564.20     | 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      | $69991.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  2000000000 | PA      | $-1644.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp.                                        | Renesas Electronics Corp.                                                              | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Short            | EC               | CORP              | JP        |      -95300 | NS      | $-1178997.49  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                       | Archer-Daniels-Midland Co.                                                             | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Short            | EC               | CORP              | US        |      -30850 | NS      | $-1628263.00  | -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      | $-7325.12     | -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      | $13115.79     | 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      | $41216.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                     | Airbnb, Inc., Class A                                                                  | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       12216 | NS      | $1616665.44   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SharkNinja, Inc.                                                 | SharkNinja, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | KY        |       -5649 | NS      | $-559194.51   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                                     | DNB Bank ASA                                                                           | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Short            | EC               | CORP              | NO        |      -35549 | NS      | $-983092.60   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| AddTech AB                                                       | AddTech AB, Class B                                                                    | CUSIP: N/A<br>LEI: 549300QZ5U2IDRHPWL60       | Short            | EC               | CORP              | SE        |       -4297 | NS      | $-146491.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          43 | NC      | $-6729.00     | -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      | $-8349.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                                        | Gjensidige Forsikring ASA                                                              | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Short            | EC               | CORP              | NO        |       -6039 | NS      | $-153088.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Cousins Properties, Inc.                                         | Cousins Properties, Inc.                                                               | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |       12981 | NS      | $389819.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           7 | NC      | $36344.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Telecommunications Ltd.                                | Singapore Telecommunications Ltd.                                                      | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |      241500 | NS      | $728071.41    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          13 | NC      | $42559.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   180700000 | PA      | $454.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15860.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Euro-Bund                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         114 | NC      | $-100244.26   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month SARON                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         149 | NC      | $-53440.58    | -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      | $12082.02     | 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      | $1630.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMC Corp.                                                        | SMC Corp.                                                                              | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Short            | EC               | CORP              | JP        |       -8100 | NS      | $-2902735.66  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                          | Texas Instruments, Inc.                                                                | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Short            | EC               | CORP              | US        |      -11768 | NS      | $-2443272.16  | -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      | $6044.89      | 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      | $10164.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valvoline, Inc.                                                  | Valvoline, Inc.                                                                        | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Short            | EC               | CORP              | US        |      -17836 | NS      | $-675449.32   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -5 | NC      | $-6053.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                                       | Baxter International, Inc.                                                             | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Short            | EC               | CORP              | US        |      -32498 | NS      | $-984039.44   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Pembina Pipeline Corp.                                           | Pembina Pipeline Corp.                                                                 | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Short            | EC               | CORP              | CA        |      -19584 | NS      | $-735325.81   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.                          | Mid-America Apartment Communities, Inc.                                                | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Short            | EC               | CORP              | US        |      -10466 | NS      | $-1549072.66  | -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      | $5420.93      | 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      | $26.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -31 | NC      | $29656.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                                               | Ryder System, Inc.                                                                     | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |        3620 | NS      | $575580.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Zensho Holdings Co. Ltd.                                         | Zensho Holdings Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 353800DYF3UDM49ITT03       | Long             | EC               | CORP              | JP        |       12100 | NS      | $732368.72    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                             | Cenovus Energy, Inc.                                                                   | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |       33443 | NS      | $455075.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                                                 | Royal Gold, Inc.                                                                       | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       12526 | NS      | $2227623.84   | 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      | $55295.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LANXESS AG                                                       | LANXESS AG                                                                             | CUSIP: N/A<br>LEI: 529900PTLRE72EMYIJ77       | Long             | EC               | CORP              | DE        |        5302 | NS      | $158080.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Restaurant Brands International, Inc.                            | Restaurant Brands International, Inc.                                                  | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Short            | EC               | CORP              | CA        |      -12728 | NS      | $-844296.12   | -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      | $-4339.60     | -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      | $6519.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Renault SA                                                       | Renault SA                                                                             | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |       13386 | NS      | $617696.93    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ISS A/S                                                          | ISS A/S                                                                                | CUSIP: N/A<br>LEI: 213800LEZA58SZNCBN19       | Long             | EC               | CORP              | DK        |       28808 | NS      | $804054.63    | 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      | $-6797.00     | -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      | $42812.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                                             | ASM International NV                                                                   | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |         828 | NS      | $531143.49    | 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      | $27767.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 2 Year Note                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -356 | NC      | $-287763.99   | -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      | $-208.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $-4690.15     | -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      | $-640.77      | -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        |      -20109 | NS      | $-317340.48   | -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      | $-1674.57     | -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      | $-59162.80    | -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      | $4783.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          16 | NC      | $-33134.24    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CyberAgent, Inc.                                                 | CyberAgent, Inc.                                                                       | CUSIP: N/A<br>LEI: 3538006T5KZABPGS8Q08       | Long             | EC               | CORP              | JP        |       71900 | NS      | $821494.30    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SKF AB                                                           | SKF AB, Class B                                                                        | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Short            | EC               | CORP              | SE        |      -62830 | NS      | $-1443224.05  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Corteva, Inc.                                                    | Corteva, Inc.                                                                          | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       15329 | NS      | $1142470.37   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikari Tsushin, Inc.                                             | Hikari Tsushin, Inc.                                                                   | CUSIP: N/A<br>LEI: 3538001SOIIV8U3OXH94       | Long             | EC               | CORP              | JP        |         900 | NS      | $265739.77    | 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      | $-128.47      | -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      | $-21735.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-30648.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exact Sciences Corp.                                             | Exact Sciences Corp.                                                                   | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |       11531 | NS      | $612757.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                                       | News Corp., Class A                                                                    | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       30152 | NS      | $896117.44    | 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      | $-7988.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Watsco, Inc.                                                     | Watsco, Inc.                                                                           | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |        2761 | NS      | $1219312.82   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma, Inc.                                            | Williams-Sonoma, Inc.                                                                  | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |        2738 | NS      | $447307.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                 | Goodyear Tire & Rubber Co. (The)                                                       | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Short            | EC               | CORP              | US        |      -37792 | NS      | $-391903.04   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -24 | NC      | $-81136.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                                            | Walt Disney Co. (The)                                                                  | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Short            | EC               | CORP              | US        |       -3750 | NS      | $-465037.50   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    37000000 | PA      | $22734.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                  | DR Horton, Inc.                                                                        | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Short            | EC               | CORP              | US        |       -4162 | NS      | $-536565.04   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Arteria Ltd.                                               | Atlas Arteria Ltd.                                                                     | CUSIP: N/A<br>LEI: 254900SGF4ZQDBH2YC59       | Short            | EC               | CORP              | AU        |     -115900 | NS      | $-388435.21   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   119000000 | PA      | $49858.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| East Japan Railway Co.                                           | East Japan Railway Co.                                                                 | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Short            | EC               | CORP              | JP        |      -48700 | NS      | $-1047582.38  | -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      | $1371.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                               | Chord Energy Corp.                                                                     | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Short            | EC               | CORP              | US        |       -4460 | NS      | $-431951.00   | -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      | $-32071.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Toro Co. (The)                                                   | Toro Co. (The)                                                                         | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Short            | EC               | CORP              | US        |       -1691 | NS      | $-119519.88   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MS&AD Insurance Group Holdings, Inc.                             | MS&AD Insurance Group Holdings, Inc.                                                   | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Short            | EC               | CORP              | JP        |      -47900 | NS      | $-1070833.63  | -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      | $-9359.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                 | S&P Global, Inc.                                                                       | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Short            | EC               | CORP              | US        |       -3155 | NS      | $-1663599.95  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Telia Co. AB                                                     | Telia Co. AB                                                                           | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |       21793 | NS      | $78385.61     | 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      | $-4565.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American plc                                               | Anglo American plc                                                                     | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Short            | EC               | CORP              | GB        |      -42361 | NS      | $-1248705.91  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd.                                               | Computershare Ltd.                                                                     | CUSIP: N/A<br>LEI: 21380085HOKTMGLV9G93       | Long             | EC               | CORP              | AU        |       63254 | NS      | $1659410.75   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                                       | Elanco Animal Health, Inc.                                                             | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Short            | EC               | CORP              | US        |      -24733 | NS      | $-353187.24   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| J Sainsbury plc                                                  | J Sainsbury plc                                                                        | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Short            | EC               | CORP              | GB        |      -41698 | NS      | $-165952.40   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                | Exxon Mobil Corp.                                                                      | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Short            | EC               | CORP              | US        |       -5621 | NS      | $-605943.80   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp.                                                   | Teradata Corp.                                                                         | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Short            | EC               | CORP              | US        |      -24516 | NS      | $-546951.96   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates, Inc.                                    | Jack Henry & Associates, Inc.                                                          | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Short            | EC               | CORP              | US        |       -8086 | NS      | $-1456854.62  | -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      | $-21278.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ramsay Health Care Ltd.                                          | Ramsay Health Care Ltd.                                                                | CUSIP: N/A<br>LEI: 549300QBX122KF2JPI10       | Short            | EC               | CORP              | AU        |      -55475 | NS      | $-1340185.20  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                    | Canadian National Railway Co.                                                          | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Short            | EC               | CORP              | CA        |      -21575 | NS      | $-2248046.08  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          11 | NC      | $47605.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omron Corp.                                                      | Omron Corp.                                                                            | CUSIP: N/A<br>LEI: 549300ZHW0TR2QZ0NY83       | Short            | EC               | CORP              | JP        |      -25200 | NS      | $-679302.54   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                           | Encompass Health Corp.                                                                 | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |        4847 | NS      | $594387.61    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations, Inc.                                     | Hilton Grand Vacations, Inc.                                                           | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Short            | EC               | CORP              | US        |      -22418 | NS      | $-931019.54   | -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      | $27766.01     | 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      | $868.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Redeia Corp. SA                                                  | Redeia Corp. SA                                                                        | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Short            | EC               | CORP              | ES        |      -40313 | NS      | $-862606.95   | -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      | $-9170.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Portland General Electric Co.                                    | Portland General Electric Co.                                                          | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Short            | EC               | CORP              | US        |       -9851 | NS      | $-400246.13   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                                      | Prosperity Bancshares, Inc.                                                            | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14268 | NS      | $1002184.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                                             | Vornado Realty Trust                                                                   | CUSIP: 929042109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -21251 | NS      | $-812638.24   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                                        | Fresenius Medical Care AG                                                              | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |        4389 | NS      | $252170.75    | 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      | $8267.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                                 | Clorox Co. (The)                                                                       | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |         647 | NS      | $77685.29     | 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      | $-18422.65    | -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      | $-473.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCSK Corp.                                                       | SCSK Corp.                                                                             | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |       35200 | NS      | $1060494.55   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                         | Tele2 AB, Class B                                                                      | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Short            | EC               | CORP              | SE        |      -26872 | NS      | $-392261.82   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                                      | FinecoBank Banca Fineco SpA                                                            | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Short            | EC               | CORP              | IT        |      -60629 | NS      | $-1344965.98  | -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      | $1102.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                | Hershey Co. (The)                                                                      | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Short            | EC               | CORP              | US        |       -8141 | NS      | $-1350998.95  | -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      | $-15502.51    | -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      | $-77297.73    | -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      | $-691.70      | -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      | $5405.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -13 | NC      | $-39521.38    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           7 | NC      | $-22817.41    | -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      | $9503.92      | 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      | $48939.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                                | Eversource Energy                                                                      | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       12045 | NS      | $766302.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lotus Bakeries NV                                                | Lotus Bakeries NV                                                                      | CUSIP: N/A<br>LEI: 5493004C0K34IFI67I03       | Short            | EC               | CORP              | BE        |         -16 | NS      | $-154174.85   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intertek Group plc                                               | Intertek Group plc                                                                     | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |        2171 | NS      | $141415.85    | 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      | $377.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                     | Nasdaq, Inc.                                                                           | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       14550 | NS      | $1301061.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                                         | Roper Technologies, Inc.                                                               | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Short            | EC               | CORP              | US        |       -4837 | NS      | $-2741805.08  | -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      | $66239.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                   | AutoZone, Inc.                                                                         | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         319 | NS      | $1184201.37   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Air France-KLM                                                   | Air France-KLM                                                                         | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | EC               | CORP              | FR        |       47504 | NS      | $519976.90    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1600000 | PA      | $-4642.30     | -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        |     -194133 | NS      | $-236740.36   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| YETI Holdings, Inc.                                              | YETI Holdings, Inc.                                                                    | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Short            | EC               | CORP              | US        |      -11530 | NS      | $-363425.60   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Soybean                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -948 | NC      | $200361.30    | 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      | $10461.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capstone Copper Corp.                                            | Capstone Copper Corp.                                                                  | CUSIP: 14071L108<br>LEI: 549300III6KGKKC42W63 | Short            | EC               | CORP              | CA        |      -59609 | NS      | $-365949.14   | -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        |      -23100 | NS      | $-771533.84   | -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      | $-15567.32    | -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      | $16237.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                          | Regions Financial Corp.                                                                | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Short            | EC               | CORP              | US        |      -10446 | NS      | $-245689.92   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Sandoz Group AG                                                  | Sandoz Group AG                                                                        | CUSIP: N/A<br>LEI: 5493000JWK6XWFEUD320       | Short            | EC               | CORP              | CH        |      -10152 | NS      | $-556363.89   | -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      | $797.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emera, Inc.                                                      | Emera, Inc.                                                                            | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Short            | EC               | CORP              | CA        |       -3734 | NS      | $-171049.69   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Nexi SpA                                                         | Nexi SpA                                                                               | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | EC               | CORP              | IT        |      146438 | NS      | $874573.05    | 0.14%             |  |  |  | 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      | $-2846.49     | -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      | $13136.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          23 | NC      | $3237.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                                             | Otis Worldwide Corp.                                                                   | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       23467 | NS      | $2323702.34   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Airtel Africa plc                                                | Airtel Africa plc                                                                      | CUSIP: N/A<br>LEI: 254900ZNZDQL6OWQH623       | Long             | EC               | CORP              | GB        |       33263 | NS      | $82373.82     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    29622000 | PA      | $29205503.72  | 4.58%             | 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        |        -992 | NS      | $-1940818.24  | -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      | $41881.32     | 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      | $-9668.11     | -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      | $305437.24    | 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      | $2069.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    18400000 | PA      | $9327.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           4 | NC      | $29566.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797PQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    20674000 | PA      | $20529942.33  | 3.22%             | 2025-08-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $623.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Albemarle Corp.                                                  | Albemarle Corp.                                                                        | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Short            | EC               | CORP              | US        |      -10164 | NS      | $-636977.88   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -23 | NC      | $6154.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $4935.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                                            | Churchill Downs, Inc.                                                                  | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Short            | EC               | CORP              | US        |       -6260 | NS      | $-632260.00   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                                      | AvalonBay Communities, Inc.                                                            | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Short            | EC               | CORP              | US        |       -9396 | NS      | $-1912086.00  | -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      | $11722.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                      | Crocs, Inc.                                                                            | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Short            | EC               | CORP              | US        |       -5690 | NS      | $-576283.20   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Kajima Corp.                                                     | Kajima Corp.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       38400 | NS      | $1001537.85   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                       | NIKE, Inc., Class B                                                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Short            | EC               | CORP              | US        |      -51198 | NS      | $-3637105.92  | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| Nitori Holdings Co. Ltd.                                         | Nitori Holdings Co. Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -22700 | NS      | $-2184882.18  | -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      | $4871.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                            | Lockheed Martin Corp.                                                                  | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Short            | EC               | CORP              | US        |       -1407 | NS      | $-651637.98   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                                          | Lantheus Holdings, Inc.                                                                | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Short            | EC               | CORP              | US        |       -6787 | NS      | $-555583.82   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Intact Financial Corp.                                           | Intact Financial Corp.                                                                 | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |         704 | NS      | $163702.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -153 | NC      | $-108433.17   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                                                  | Bunge Global SA                                                                        | CUSIP: N/A<br>LEI: 254900IVXSV9K0B7PO26       | Short            | EC               | CORP              | CH        |       -7554 | NS      | $-606435.12   | -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      | $5776.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rollins, Inc.                                                    | Rollins, Inc.                                                                          | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       23588 | NS      | $1330834.96   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group, Inc.                                               | Zillow Group, Inc., Class C                                                            | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |        2046 | NS      | $143322.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoya Corp.                                                       | Hoya Corp.                                                                             | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |        3500 | NS      | $415667.39    | 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      | $-1671.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chiba Bank Ltd. (The)                                            | Chiba Bank Ltd. (The)                                                                  | CUSIP: N/A<br>LEI: FGJPAKKCTZVSKZXNBS63       | Short            | EC               | CORP              | JP        |     -153200 | NS      | $-1415832.92  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                  | Principal Financial Group, Inc.                                                        | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Short            | EC               | CORP              | US        |       -5294 | NS      | $-420502.42   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                   | Broadcom, Inc.                                                                         | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        8991 | NS      | $2478369.15   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4337.58     | -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      | $43087.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IPG Photonics Corp.                                              | IPG Photonics Corp.                                                                    | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Short            | EC               | CORP              | US        |       -6152 | NS      | $-422334.80   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5400000 | PA      | $-489.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                   | McKesson Corp.                                                                         | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        1793 | NS      | $1313874.54   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corp.                                                | Bridgestone Corp.                                                                      | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Short            | EC               | CORP              | JP        |      -12100 | NS      | $-494795.58   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Datadog, Inc.                                                    | Datadog, Inc., Class A                                                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |        6852 | NS      | $920429.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           6 | NC      | $-19150.50    | -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      | $5014.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stantec, Inc.                                                    | Stantec, Inc.                                                                          | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |        6119 | NS      | $665799.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         441 | NC      | $-25885.10    | -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      | $11731.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADT, Inc.                                                        | ADT, Inc.                                                                              | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       58999 | NS      | $499721.53    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE plc                                                          | SSE plc                                                                                | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Short            | EC               | CORP              | GB        |       -6055 | NS      | $-152465.75   | -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      | $9413.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Financial Group, Inc.                                   | American Financial Group, Inc.                                                         | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Short            | EC               | CORP              | US        |       -5606 | NS      | $-707533.26   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Gap, Inc. (The)                                                  | Gap, Inc. (The)                                                                        | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |       30020 | NS      | $654736.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian, Inc.                                             | First Hawaiian, Inc.                                                                   | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Short            | EC               | CORP              | US        |      -16342 | NS      | $-407896.32   | -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      | $2612.43      | 0.00%             |  |  |  | No            |                  2 | 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        |    10834762 | NS      | $10834761.78  | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| DSM-Firmenich AG                                                 | DSM-Firmenich AG                                                                       | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |        9192 | NS      | $977892.45    | 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      | $-140.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T. Rowe Price Group, Inc.                                        | T. Rowe Price Group, Inc.                                                              | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Short            | EC               | CORP              | US        |      -16086 | NS      | $-1552299.00  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc.                     | Expeditors International of Washington, Inc.                                           | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Short            | EC               | CORP              | US        |       -4588 | NS      | $-524179.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands, Inc.                                             | Conagra Brands, Inc.                                                                   | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Short            | EC               | CORP              | US        |      -47088 | NS      | $-963891.36   | -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      | $3052.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                         | Daimler Truck Holding AG                                                               | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Short            | EC               | CORP              | DE        |      -23390 | NS      | $-1109714.38  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Kilroy Realty Corp.                                              | Kilroy Realty Corp.                                                                    | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |       10324 | NS      | $354216.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                    | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |       57078 | NS      | $3265101.91   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Amdocs Ltd.                                                      | Amdocs Ltd.                                                                            | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |       14996 | NS      | $1368235.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings, Inc.                                               | RBC Bearings, Inc.                                                                     | CUSIP: 75524B104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2437 | NS      | $-937757.60   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                                          | BASF SE                                                                                | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Short            | EC               | CORP              | DE        |      -61685 | NS      | $-3050910.64  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    29800000 | PA      | $-25412.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CNO Financial Group, Inc.                                        | CNO Financial Group, Inc.                                                              | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |       10588 | NS      | $408485.04    | 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      | $11.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Visteon Corp.                                                    | Visteon Corp.                                                                          | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Short            | EC               | CORP              | US        |       -1671 | NS      | $-155904.30   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Open House Group Co. Ltd.                                        | Open House Group Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 529900WQOGPBIJEHW865       | Long             | EC               | CORP              | JP        |        8000 | NS      | $361777.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Tire Corp. Ltd.                                         | Canadian Tire Corp. Ltd., Class A                                                      | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Short            | EC               | CORP              | CA        |       -4317 | NS      | $-587720.68   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -15 | NC      | $56879.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                                | Sumitomo Electric Industries Ltd.                                                      | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |       66700 | NS      | $1430275.45   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Rapeseed                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          85 | NC      | $-80686.71    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd.                                                         | ABB Ltd. (Registered)                                                                  | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |       12126 | NS      | $726697.12    | 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      | $-9347.25     | -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      | $137096.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          16 | NC      | $76277.99     | 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      | $-305453.83   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                  | Danske Bank A/S                                                                        | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |       39117 | NS      | $1597687.60   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Pirelli & C SpA                                                  | Pirelli & C SpA                                                                        | CUSIP: N/A<br>LEI: 815600A0C9AFC1F2A709       | Long             | EC               | CORP              | IT        |      130899 | NS      | $902296.78    | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Warner Bros Discovery, Inc.                                      | Warner Bros Discovery, Inc.                                                            | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Short            | EC               | CORP              | US        |     -116946 | NS      | $-1340201.16  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -6 | NC      | $-74450.35    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Kobe Bussan Co. Ltd.                                             | Kobe Bussan Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 353800CJIFNHN2DXRD59       | Long             | EC               | CORP              | JP        |       14900 | NS      | $462728.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Weatherford International plc                                    | Weatherford International plc                                                          | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Short            | EC               | CORP              | IE        |       -6947 | NS      | $-349503.57   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           4 | NC      | $-12746.69    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.                               | BJ's Wholesale Club Holdings, Inc.                                                     | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Short            | EC               | CORP              | US        |       -1048 | NS      | $-113005.84   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Resources Ltd.                                     | Northern Star Resources Ltd.                                                           | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |      128351 | NS      | $1585408.81   | 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      | $-380.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alaska Air Group, Inc.                                           | Alaska Air Group, Inc.                                                                 | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |       21829 | NS      | $1080098.92   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                              | Abbott Laboratories                                                                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       11524 | NS      | $1567379.24   | 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      | $5032.34      | 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      | $-13833.39    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Trelleborg AB                                                    | Trelleborg AB, Class B                                                                 | CUSIP: N/A<br>LEI: 213800XY16PAWG2PAD14       | Short            | EC               | CORP              | SE        |      -17211 | NS      | $-641128.75   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp.                                                        | Kao Corp.                                                                              | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |        8600 | NS      | $385328.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukuoka Financial Group, Inc.                                    | Fukuoka Financial Group, Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        4600 | NS      | $122896.95    | 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      | $-6918.53     | -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      | $36294.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                             | Meta Platforms, Inc., Class A                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |         237 | NS      | $174927.33    | 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      | $-4274.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Five Below, Inc.                                                 | Five Below, Inc.                                                                       | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |        1953 | NS      | $256194.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                               | Oversea-Chinese Banking Corp. Ltd.                                                     | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Short            | EC               | CORP              | SG        |      -76300 | NS      | $-978418.99   | -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      | $-130927.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                    | Koninklijke Ahold Delhaize NV                                                          | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |       13899 | NS      | $580511.90    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | MSCI EAFE Index                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          44 | NC      | $75420.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      900000 | PA      | $412.94       | 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      | $556.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                   | United Airlines Holdings, Inc.                                                         | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       12838 | NS      | $1022289.94   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Saab AB                                                          | Saab AB, Class B                                                                       | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |       29040 | NS      | $1623722.33   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                           | Costco Wholesale Corp.                                                                 | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |         504 | NS      | $498929.76    | 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      | $-48617.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                 | Sealed Air Corp.                                                                       | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Short            | EC               | CORP              | US        |      -21466 | NS      | $-666089.98   | -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      | $-1856.64     | -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      | $31209.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                               | Publicis Groupe SA                                                                     | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Short            | EC               | CORP              | FR        |       -3288 | NS      | $-371362.39   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 90-Day Australian Bank Bill                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         141 | NC      | $48802.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  1539100000 | PA      | $-2721.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IBEX 35 Index                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |          76 | NC      | $76781.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5400000 | PA      | $-489.16      | -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      | $10870.52     | 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      | $3958.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $5622.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -12 | NC      | $-12523.01    | -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      | $-1586.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sega Sammy Holdings, Inc.                                        | Sega Sammy Holdings, Inc.                                                              | CUSIP: N/A<br>LEI: 5493006B6WMKNQ8QNP51       | Short            | EC               | CORP              | JP        |      -20500 | NS      | $-490689.90   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Clarivate plc                                                    | Clarivate plc                                                                          | CUSIP: N/A<br>LEI: 549300WDHIIODXFO0R55       | Short            | EC               | CORP              | JE        |      -86445 | NS      | $-371713.50   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Fluidra SA                                                       | Fluidra SA                                                                             | CUSIP: N/A<br>LEI: 95980020140005026620       | Long             | EC               | CORP              | ES        |       12869 | NS      | $322634.47    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| elf Beauty, Inc.                                                 | elf Beauty, Inc.                                                                       | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |        3585 | NS      | $446117.40    | 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      | $-9543.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd.                                                | Isuzu Motors Ltd.                                                                      | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Short            | EC               | CORP              | JP        |     -112800 | NS      | $-1428943.59  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 10811800000 | PA      | $464.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Plug Power, Inc.                                                 | Plug Power, Inc.                                                                       | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Short            | EC               | CORP              | US        |       -7502 | NS      | $-11177.98    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio, Inc.                                                   | Appfolio, Inc., Class A                                                                | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Short            | EC               | CORP              | US        |       -2169 | NS      | $-499477.32   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                                        | Essity AB, Class B                                                                     | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Short            | EC               | CORP              | SE        |      -10731 | NS      | $-297129.31   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                             | NextEra Energy, Inc.                                                                   | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Short            | EC               | CORP              | US        |       -9966 | NS      | $-691839.72   | -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      | $-2519.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Procore Technologies, Inc.                                       | Procore Technologies, Inc.                                                             | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Short            | EC               | CORP              | US        |       -6995 | NS      | $-478597.90   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    22100000 | PA      | $51592.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   610000000 | PA      | $-2171.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           7 | NC      | $-25321.96    | -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      | $9619.22      | 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        |       -7589 | NS      | $-1231694.70  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products, Inc.                                 | Reynolds Consumer Products, Inc.                                                       | CUSIP: 76171L106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5653 | NS      | $-121087.26   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher plc                                                   | Kingfisher plc                                                                         | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Short            | EC               | CORP              | GB        |      -29997 | NS      | $-119795.94   | -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      | $8297.06      | 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      | $3855.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                        | XPO, Inc.                                                                              | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Short            | EC               | CORP              | US        |       -6156 | NS      | $-777441.24   | -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        |      -91531 | NS      | $-2372281.55  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17697.64     | 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      | $114.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brother Industries Ltd.                                          | Brother Industries Ltd.                                                                | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |       24000 | NS      | $414009.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6300000 | PA      | $24914.01     | 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      | $-2982.13     | -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      | $5069.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -8 | NC      | $-24739.51    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alamos Gold, Inc.                                                | Alamos Gold, Inc., Class A                                                             | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |       27502 | NS      | $731501.70    | 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      | $-425.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hakuhodo DY Holdings, Inc.                                       | Hakuhodo DY Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -15900 | NS      | $-131706.77   | -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      | $12080.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hormel Foods Corp.                                               | Hormel Foods Corp.                                                                     | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Short            | EC               | CORP              | US        |      -39677 | NS      | $-1200229.25  | -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      | $-1192.01     | -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      | $-110924.67   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                               | DT Midstream, Inc.                                                                     | CUSIP: 23345M107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6066 | NS      | $-666714.06   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| BE Semiconductor Industries NV                                   | BE Semiconductor Industries NV                                                         | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Short            | EC               | CORP              | NL        |       -1364 | NS      | $-203990.77   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -8 | NC      | $-34303.93    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          25 | NC      | $-39718.50    | -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      | $-41751.80    | -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      | $-20153.17    | -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      | $32370.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   427100000 | PA      | $24155.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HubSpot, Inc.                                                    | HubSpot, Inc.                                                                          | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |         721 | NS      | $401330.23    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp.                                                 | Concentrix Corp.                                                                       | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |        6717 | NS      | $355027.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FANUC Corp.                                                      | FANUC Corp.                                                                            | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Short            | EC               | CORP              | JP        |      -28200 | NS      | $-765553.52   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BCE, Inc.                                                        | BCE, Inc.                                                                              | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Short            | EC               | CORP              | CA        |      -80176 | NS      | $-1778090.84  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1664.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DoubleVerify Holdings, Inc.                                      | DoubleVerify Holdings, Inc.                                                            | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19253 | NS      | $288217.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia OYJ                                                        | Nokia OYJ                                                                              | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |      111507 | NS      | $578568.42    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                    | Coloplast A/S, Class B                                                                 | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Short            | EC               | CORP              | DK        |       -8314 | NS      | $-791517.24   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| DCC plc                                                          | DCC plc                                                                                | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Short            | EC               | CORP              | IE        |       -3112 | NS      | $-201970.75   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           2 | NC      | $10562.31     | 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      | $43382.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Loblaw Cos. Ltd.                                                 | Loblaw Cos. Ltd.                                                                       | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |        2369 | NS      | $391861.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RS GROUP plc                                                     | RS GROUP plc                                                                           | CUSIP: N/A<br>LEI: 549300KVXDURRKVW7R37       | Short            | EC               | CORP              | GB        |      -14845 | NS      | $-117185.93   | -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      | $854.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         538 | NC      | $269299.97    | 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      | $57595.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Canola                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          44 | NC      | $538.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                                      | Keysight Technologies, Inc.                                                            | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        6457 | NS      | $1058044.02   | 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      | $-1999.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Burberry Group plc                                               | Burberry Group plc                                                                     | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |       38494 | NS      | $625266.41    | 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      | $-326.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                | Philip Morris International, Inc.                                                      | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       25856 | NS      | $4709153.28   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                                          | Avis Budget Group, Inc.                                                                | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |        1705 | NS      | $288230.25    | 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      | $10880.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LivaNova plc                                                     | LivaNova plc                                                                           | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |        3844 | NS      | $173056.88    | 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      | $3641.43      | 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      | $21619.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group plc (The)                                             | Sage Group plc (The)                                                                   | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |       19861 | NS      | $341069.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd.                                              | Qantas Airways Ltd.                                                                    | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |      180479 | NS      | $1275007.00   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Quebecor, Inc.                                                   | Quebecor, Inc., Class B                                                                | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       11344 | NS      | $345297.45    | 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      | $-8767.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                                     | Leonardo SpA                                                                           | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |       45111 | NS      | $2545472.87   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| SoFi Technologies, Inc.                                          | SoFi Technologies, Inc.                                                                | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Short            | EC               | CORP              | US        |      -21821 | NS      | $-397360.41   | -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      | $-43259.04    | -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      | $55297.55     | 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      | $12959.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                                          | EXOR NV                                                                                | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Short            | EC               | CORP              | NL        |       -2311 | NS      | $-233289.75   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                                        | Akamai Technologies, Inc.                                                              | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Short            | EC               | CORP              | US        |      -10052 | NS      | $-801747.52   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                         | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |       30359 | NS      | $853695.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International, Inc.                                        | Magna International, Inc.                                                              | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Short            | EC               | CORP              | CA        |      -20647 | NS      | $-798133.34   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797PY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    61257000 | PA      | $60643851.73  | 9.52%             | 2025-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9182.81     | -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      | $-5920.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                              | Sonoco Products Co.                                                                    | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |        5952 | NS      | $259269.12    | 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      | $-10997.63    | -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      | $-20173.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chemed Corp.                                                     | Chemed Corp.                                                                           | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |        1501 | NS      | $730881.93    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -19 | NC      | $-68850.24    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Straumann Holding AG                                             | Straumann Holding AG (Registered)                                                      | CUSIP: N/A<br>LEI: 50670046ML5FVIM60Z37       | Short            | EC               | CORP              | CH        |       -5024 | NS      | $-657589.94   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $13448.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    46400000 | PA      | $10198.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Robert Half, Inc.                                                | Robert Half, Inc.                                                                      | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       11806 | NS      | $484636.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen, Inc.                                                     | Biogen, Inc.                                                                           | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Short            | EC               | CORP              | US        |       -5778 | NS      | $-725659.02   | -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      | $7741.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                    | Alnylam Pharmaceuticals, Inc.                                                          | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |        1828 | NS      | $596092.52    | 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      | $-31718.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Associated Banc-Corp.                                            | Associated Banc-Corp.                                                                  | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |       31993 | NS      | $780309.27    | 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      | $-436.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                                  | Kuehne + Nagel International AG (Registered)                                           | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |        1273 | NS      | $275658.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | UK Allowances Carbon Dioxide Emissions                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          18 | NC      | $60615.16     | 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      | $-11764.74    | -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      | $-311.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clariant AG                                                      | Clariant AG (Registered)                                                               | CUSIP: N/A<br>LEI: 529900VSEKBY7TMPP349       | Short            | EC               | CORP              | CH        |      -90247 | NS      | $-961331.17   | -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      | $-10707.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    18600000 | PA      | $7620.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Motors Corp.                                          | Mitsubishi Motors Corp.                                                                | CUSIP: N/A<br>LEI: 5299006ZTN6MO1N5BR16       | Long             | EC               | CORP              | JP        |      215500 | NS      | $609318.05    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           2 | NC      | $-5270.81     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          17 | NC      | $29131.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Brent Crude Oil                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         178 | NC      | $-519003.68   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Canon, Inc.                                                      | Canon, Inc.                                                                            | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |       14300 | NS      | $414753.35    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Avantor, Inc.                                                    | Avantor, Inc.                                                                          | CUSIP: 05352A100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -29088 | NS      | $-391524.48   | -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      | $-365.86      | -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      | $1267.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies, Inc.                                      | Palantir Technologies, Inc., Class A                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |        7590 | NS      | $1034668.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RBOB Gasoline                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         140 | NC      | $-443998.75   | -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      | $4493.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| A O Smith Corp.                                                  | A O Smith Corp.                                                                        | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Short            | EC               | CORP              | US        |      -13406 | NS      | $-879031.42   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Avolta AG                                                        | Avolta AG                                                                              | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Long             | EC               | CORP              | CH        |        3895 | NS      | $212164.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          16 | NC      | $37072.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp.                                                 | CMS Energy Corp.                                                                       | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Short            | EC               | CORP              | US        |      -12822 | NS      | $-888308.16   | -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      | $37045.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp.                                                     | ITOCHU Corp.                                                                           | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |        8400 | NS      | $439866.16    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                           | Keurig Dr Pepper, Inc.                                                                 | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       34283 | NS      | $1133395.98   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                                           | Southwest Airlines Co.                                                                 | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Short            | EC               | CORP              | US        |      -41367 | NS      | $-1341945.48  | -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      | $471.37       | 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      | $31203.42     | 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      | $29623.32     | 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      | $2236.01      | 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      | $81267.23     | 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      | $2698.79      | 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      | $-79.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                              | Intesa Sanpaolo SpA                                                                    | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |      300832 | NS      | $1732915.76   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Home BancShares, Inc.                                            | Home BancShares, Inc.                                                                  | CUSIP: 436893200<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7898 | NS      | $-224777.08   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  1539100000 | PA      | $-2721.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      600000 | PA      | $1192.53      | 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      | $-7987.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GoDaddy, Inc.                                                    | GoDaddy, Inc., Class A                                                                 | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |        6894 | NS      | $1241333.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide SA                                                   | Air Liquide SA                                                                         | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Short            | EC               | CORP              | FR        |       -2168 | NS      | $-447044.05   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Federated Hermes, Inc.                                           | Federated Hermes, Inc., Class B                                                        | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |       21394 | NS      | $948182.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                                   | QUALCOMM, Inc.                                                                         | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Short            | EC               | CORP              | US        |       -5049 | NS      | $-804103.74   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Insurance Australia Group Ltd.                                   | Insurance Australia Group Ltd.                                                         | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | EC               | CORP              | AU        |       13639 | NS      | $81084.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                   | Fortinet, Inc.                                                                         | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       21485 | NS      | $2271394.20   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                                                | Xcel Energy, Inc.                                                                      | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       20596 | NS      | $1402587.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -2 | NC      | $-9225.40     | -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      | $1904.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                                | Sonova Holding AG (Registered)                                                         | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Short            | EC               | CORP              | CH        |       -5490 | NS      | $-1637257.94  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                | Black Hills Corp.                                                                      | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Short            | EC               | CORP              | US        |       -7331 | NS      | $-411269.10   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co. (The)                                                 | Timken Co. (The)                                                                       | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Short            | EC               | CORP              | US        |       -5660 | NS      | $-410633.00   | -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        |      -27903 | NS      | $-341196.69   | -0.05%            |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $-915.71      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Telix Pharmaceuticals Ltd.                                       | Telix Pharmaceuticals Ltd.                                                             | CUSIP: N/A<br>LEI: 894500HTWOOGIHLLSB86       | Short            | EC               | CORP              | AU        |       -6600 | NS      | $-106012.89   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | HSCEI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |          18 | NC      | $-5464.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp.                                                  | Open Text Corp.                                                                        | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Short            | EC               | CORP              | CA        |      -12159 | NS      | $-355282.99   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Symrise AG                                                       | Symrise AG, Class A                                                                    | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Short            | EC               | CORP              | DE        |       -8664 | NS      | $-908545.03   | -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      | $-15322.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Super Micro Computer, Inc.                                       | Super Micro Computer, Inc.                                                             | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               | CORP              | US        |       -2640 | NS      | $-129386.40   | -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      | $-15323.98    | -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      | $-93532.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Secom Co. Ltd.                                                   | Secom Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Short            | EC               | CORP              | JP        |      -15500 | NS      | $-556836.35   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| H&R Block, Inc.                                                  | H&R Block, Inc.                                                                        | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Short            | EC               | CORP              | US        |      -12455 | NS      | $-683654.95   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Silver                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          53 | NC      | $-73046.24    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Corp.                                                     | Otsuka Corp.                                                                           | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |       11300 | NS      | $230196.82    | 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      | $1691.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitecap Resources, Inc.                                         | Whitecap Resources, Inc.                                                               | CUSIP: 96467A200<br>LEI: 894500O7XZ1G8OL9CB28 | Long             | EC               | CORP              | CA        |       26885 | NS      | $180648.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirax Group plc                                                 | Spirax Group plc                                                                       | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Short            | EC               | CORP              | GB        |       -1003 | NS      | $-82017.55    | -0.01%            |  |  |  | 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        |       83600 | NS      | $2105128.38   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2046.02     | -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      | $14875.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IGM Financial, Inc.                                              | IGM Financial, Inc.                                                                    | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Short            | EC               | CORP              | CA        |       -5352 | NS      | $-169078.79   | -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      | $-16658.81    | -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      | $-8465.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gentex Corp.                                                     | Gentex Corp.                                                                           | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Short            | EC               | CORP              | US        |      -44665 | NS      | $-982183.35   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -13 | NC      | $-54226.71    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp.                                                 | Murphy Oil Corp.                                                                       | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Short            | EC               | CORP              | US        |       -3127 | NS      | $-70357.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Angi, Inc.                                                       | Angi, Inc.                                                                             | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |        6720 | NS      | $102547.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           5 | NC      | $-19.15       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Phelix De Base Electricity                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | DE        |           3 | NC      | $-29512.51    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          70 | NC      | $47203.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    16000000 | PA      | $41482.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    17600000 | PA      | $21320.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                    | Chevron Corp.                                                                          | CUSIP: 166764100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -12370 | NS      | $-1771260.30  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-21126.30    | -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      | $18348.92     | 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      | $34677.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -2 | NC      | $-10693.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                                         | Infineon Technologies AG                                                               | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Short            | EC               | CORP              | DE        |      -29332 | NS      | $-1251656.45  | -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      | $-10358.22    | -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      | $-17450.76    | -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      | $-2590.14     | -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      | $7413.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                            | Gilead Sciences, Inc.                                                                  | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Short            | EC               | CORP              | US        |      -15694 | NS      | $-1739993.78  | -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      | $22304.90     | 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      | $7416.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -14 | NC      | $-42458.36    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -76 | NC      | $-255614.51   | -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      | $-209.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dentsu Group, Inc.                                               | Dentsu Group, Inc.                                                                     | CUSIP: N/A<br>LEI: 5299007PBBE83ZLJZG91       | Short            | EC               | CORP              | JP        |      -77100 | NS      | $-1708378.01  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Mazda Motor Corp.                                                | Mazda Motor Corp.                                                                      | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               | CORP              | JP        |       34400 | NS      | $206922.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimamura Co. Ltd.                                               | Shimamura Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       12000 | NS      | $841992.80    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                                              | GXO Logistics, Inc.                                                                    | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Short            | EC               | CORP              | US        |       -8772 | NS      | $-427196.40   | -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      | $-1675.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trex Co., Inc.                                                   | Trex Co., Inc.                                                                         | CUSIP: 89531P105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -36897 | NS      | $-2006458.86  | -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      | $14.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                                    | Equifax, Inc.                                                                          | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Short            | EC               | CORP              | US        |       -4073 | NS      | $-1056414.01  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  2708200000 | PA      | $160.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -7 | NC      | $-36277.30    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes, Inc.                                           | Invitation Homes, Inc.                                                                 | CUSIP: 46187W107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -11207 | NS      | $-367589.60   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     6091500 | PA      | $-36693.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | S&P Midcap 400 E-Mini Index                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          36 | NC      | $192954.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Nikkei 225 Index                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         -61 | NC      | $-956653.63   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3200000 | PA      | $-3899.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MicroStrategy, Inc.                                              | MicroStrategy, Inc., Class A                                                           | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EC               | CORP              | US        |       -4508 | NS      | $-1822268.84  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   517000000 | PA      | $-1851.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty, Inc.                                                | Ulta Beauty, Inc.                                                                      | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        1682 | NS      | $786873.24    | 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      | $3048.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                            | Cardinal Health, Inc.                                                                  | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        6485 | NS      | $1089480.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |    89833349 | PA      | $-18009.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                        | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |       -4906 | NS      | $-742179.68   | -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      | $2272.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals, Inc.                                             | United Rentals, Inc.                                                                   | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Short            | EC               | CORP              | US        |        -850 | NS      | $-640390.00   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Shimadzu Corp.                                                   | Shimadzu Corp.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -47900 | NS      | $-1184231.94  | -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      | $1956.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                           | Antero Resources Corp.                                                                 | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |        8594 | NS      | $346166.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendlease Corp. Ltd.                                             | Lendlease Corp. Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300MQ0F0TIIEK5592       | Short            | EC               | CORP              | AU        |      -27605 | NS      | $-97824.16    | -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      | $85311.70     | 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      | $-1571.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| F5, Inc.                                                         | F5, Inc.                                                                               | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Short            | EC               | CORP              | US        |       -1797 | NS      | $-528893.04   | -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      | $10008.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -5 | NC      | $-12863.66    | -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      | $-16656.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           4 | NC      | $22898.04     | 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      | $-49403.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                           | SAP SE                                                                                 | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |        7314 | NS      | $2236471.00   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                      | Pinnacle West Capital Corp.                                                            | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Short            | EC               | CORP              | US        |      -23629 | NS      | $-2114086.63  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| LY Corp.                                                         | LY Corp.                                                                               | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Short            | EC               | CORP              | JP        |     -203800 | NS      | $-750514.91   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd.                                       | CK Hutchison Holdings Ltd.                                                             | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |       18500 | NS      | $113917.09    | 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      | $1088.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                                         | Svenska Cellulosa AB SCA, Class B                                                      | CUSIP: N/A<br>LEI: 549300FW5JDRV1IJ0M67       | Short            | EC               | CORP              | SE        |       -9892 | NS      | $-128623.33   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                              | Expedia Group, Inc.                                                                    | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4333 | NS      | $730890.44    | 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      | $26.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -6 | NC      | $13108.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                                    | Netflix, Inc.                                                                          | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        1710 | NS      | $2289912.30   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9118.95      | 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      | $623.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEI Investments Co.                                              | SEI Investments Co.                                                                    | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Short            | EC               | CORP              | US        |      -17942 | NS      | $-1612268.12  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Davide Campari-Milano NV                                         | Davide Campari-Milano NV                                                               | CUSIP: N/A<br>LEI: 213800ED5AN2J56N6Z02       | Short            | EC               | CORP              | NL        |     -145043 | NS      | $-976481.28   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                           | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Short            | EC               | CORP              | LR        |       -4796 | NS      | $-1501819.44  | -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      | $-1193.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Palladium                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          11 | NC      | $37121.51     | 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      | $4473.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                            | J M Smucker Co. (The)                                                                  | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Short            | EC               | CORP              | US        |       -4063 | NS      | $-398986.60   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    76000000 | PA      | $56992.50     | 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      | $5922.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    19800000 | PA      | $-12535.23    | -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      | $18975.18     | 0.00%             |  |  |  | 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        |       67200 | NS      | $831561.83    | 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      | $-74079.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                    | ONE Gas, Inc.                                                                          | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Short            | EC               | CORP              | US        |       -8561 | NS      | $-615193.46   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                       | US Bancorp                                                                             | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       32521 | NS      | $1471575.25   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp.                                                        | PPL Corp.                                                                              | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       24988 | NS      | $846843.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                                 | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |        4565 | NS      | $803440.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                                           | ON Semiconductor Corp.                                                                 | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               | CORP              | US        |      -19618 | NS      | $-1028179.38  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Fortis, Inc.                                                     | Fortis, Inc.                                                                           | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Short            | EC               | CORP              | CA        |      -37462 | NS      | $-1788712.49  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1752.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                                     | Dexcom, Inc.                                                                           | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |        7726 | NS      | $674402.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares, Inc.                                          | United Bankshares, Inc.                                                                | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Short            | EC               | CORP              | US        |      -17097 | NS      | $-622843.71   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                                             | Voya Financial, Inc.                                                                   | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Short            | EC               | CORP              | US        |      -10611 | NS      | $-753381.00   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd.                                                     | Valaris Ltd.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | BM        |      -13877 | NS      | $-584360.47   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                              | Post Holdings, Inc.                                                                    | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Short            | EC               | CORP              | US        |       -6411 | NS      | $-698991.33   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| South32 Ltd.                                                     | South32 Ltd.                                                                           | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Short            | EC               | CORP              | AU        |      -63860 | NS      | $-122029.84   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                         | Arthur J Gallagher & Co.                                                               | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Short            | EC               | CORP              | US        |       -7555 | NS      | $-2418506.60  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                                            | Axon Enterprise, Inc.                                                                  | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Short            | EC               | CORP              | US        |        -641 | NS      | $-530709.54   | -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      | $-2045.57     | -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      | $-2550.05     | -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      | $567.17       | 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      | $12331.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group                                                 | Transurban Group                                                                       | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Short            | EC               | CORP              | AU        |     -137752 | NS      | $-1267450.90  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    19700000 | PA      | $10793.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                        | Essential Utilities, Inc.                                                              | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Short            | EC               | CORP              | US        |      -27543 | NS      | $-1022947.02  | -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      | $426.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      900000 | PA      | $-5720.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                                            | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Short            | EC               | CORP              | US        |      -16344 | NS      | $-1334160.72  | -0.21%            |  |  |  | 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        |      -13571 | NS      | $-922692.29   | -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      | $18470.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synovus Financial Corp.                                          | Synovus Financial Corp.                                                                | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |       15654 | NS      | $810094.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SBM Offshore NV                                                  | SBM Offshore NV                                                                        | CUSIP: N/A<br>LEI: 549300RDGCRYZ5QE6513       | Long             | EC               | CORP              | NL        |        2964 | NS      | $78364.03     | 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      | $-345.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BayCurrent, Inc.                                                 | BayCurrent, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       19300 | NS      | $992877.87    | 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      | $-198179.07   | -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      | $-398.70      | -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      | $10459.98     | 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      | $2987.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   521700000 | PA      | $31828.02     | 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      | $6326.22      | 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      | $-19544.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corp.                                                     | Taisei Corp.                                                                           | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |       17000 | NS      | $990089.35    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                                 | Brookfield Asset Management Ltd., Class A                                              | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Short            | EC               | CORP              | CA        |       -3276 | NS      | $-181319.71   | -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      | $64315.29     | 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      | $384.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                     | Zimmer Biomet Holdings, Inc.                                                           | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Short            | EC               | CORP              | US        |       -4049 | NS      | $-369309.29   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Maximus, Inc.                                                    | Maximus, Inc.                                                                          | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Short            | EC               | CORP              | US        |       -4002 | NS      | $-280940.40   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                              | Kinder Morgan, Inc.                                                                    | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Short            | EC               | CORP              | US        |      -35277 | NS      | $-1037143.80  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corp.                                                   | Ralliant Corp.                                                                         | CUSIP: 750940108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4240 | NS      | $-205581.44   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          12 | NC      | $9593.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bechtle AG                                                       | Bechtle AG                                                                             | CUSIP: N/A<br>LEI: 529900HA2QT774RUXW59       | Short            | EC               | CORP              | DE        |       -7208 | NS      | $-338367.81   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Talanx AG                                                        | Talanx AG                                                                              | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |        2923 | NS      | $378942.80    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                  | Microsoft Corp.                                                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Short            | EC               | CORP              | US        |       -4878 | NS      | $-2426365.98  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Bollore SE                                                       | Bollore SE                                                                             | CUSIP: N/A<br>LEI: 969500LEKCHH6VV86P94       | Short            | EC               | CORP              | FR        |      -92312 | NS      | $-580217.66   | -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      | $1372.45      | 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      | $-1918.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   638100000 | PA      | $-3641.28     | -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      | $11721.13     | 0.00%             |  |  |  | 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        |        -662 | NS      | $-126316.22   | -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      | $15564.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | DAX Index                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          18 | NC      | $235180.44    | 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      | $2472.15      | 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      | $-2848.00     | -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        |       13964 | NS      | $1014205.32   | 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      | $-1608.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Investec plc                                                     | Investec plc                                                                           | CUSIP: N/A<br>LEI: 2138007Z3U5GWDN3MY22       | Short            | EC               | CORP              | GB        |      -17007 | NS      | $-127228.39   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp.                                                | W R Berkley Corp.                                                                      | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       12214 | NS      | $897362.58    | 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      | $-9759.03     | -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        |        -271 | NC      | $-216161.70   | -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      | $64298.77     | 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      | $567.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BellRing Brands, Inc.                                            | BellRing Brands, Inc.                                                                  | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |        7204 | NS      | $417327.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                                             | Travel + Leisure Co.                                                                   | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |       24668 | NS      | $1273115.48   | 0.20%             |  |  |  | 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        |      -41338 | NS      | $-2043085.72  | -0.32%            |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          23 | NC      | $28239.91     | 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      | $-810.52      | -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      | $2945.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Macy's, Inc.                                                     | Macy's, Inc.                                                                           | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Short            | EC               | CORP              | US        |      -24204 | NS      | $-282218.64   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                                            | Matador Resources Co.                                                                  | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |       15052 | NS      | $718281.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                                 | Mitsubishi Heavy Industries Ltd.                                                       | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |       44800 | NS      | $1121092.59   | 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      | $-2000.09     | -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      | $-1902.59     | -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      | $89515.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -15 | NC      | $71096.13     | 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      | $7739.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MarketAxess Holdings, Inc.                                       | MarketAxess Holdings, Inc.                                                             | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Short            | EC               | CORP              | US        |        -847 | NS      | $-189168.98   | -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      | $630.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                         | UnitedHealth Group, Inc.                                                               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Short            | EC               | CORP              | US        |       -2658 | NS      | $-829216.26   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                                            | Harley-Davidson, Inc.                                                                  | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Short            | EC               | CORP              | US        |       -6174 | NS      | $-145706.40   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          10 | NC      | $42873.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp                                                 | Wartsila OYJ Abp                                                                       | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |       99318 | NS      | $2347317.63   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Niterra Co. Ltd.                                                 | Niterra Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               | CORP              | JP        |       31900 | NS      | $1060621.69   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Fraport AG Frankfurt Airport Services Worldwide                  | Fraport AG Frankfurt Airport Services Worldwide                                        | CUSIP: N/A<br>LEI: 5299001ERX0K10IZUL40       | Short            | EC               | CORP              | DE        |       -1670 | NS      | $-125984.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           8 | NC      | $117668.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co. Ltd.                                        | Sekisui Chemical Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |       11500 | NS      | $208272.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2200000 | PA      | $17184.67     | 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      | $-4337.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    51000000 | PA      | $353196.70    | 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      | $7572.91      | 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        |       81900 | NS      | $2935231.72   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                    | Corning, Inc.                                                                          | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |       22432 | NS      | $1179698.88   | 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      | $-22569.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CBOE Volatility Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          99 | NC      | $-94956.17    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                                                 | McDonald's Corp.                                                                       | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Short            | EC               | CORP              | US        |       -7206 | NS      | $-2105377.02  | -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      | $71368.76     | 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      | $137078.44    | 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      | $-7053.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KBR, Inc.                                                        | KBR, Inc.                                                                              | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |        3793 | NS      | $181836.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           9 | NC      | $37598.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                              | Fifth Third Bancorp                                                                    | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       15296 | NS      | $629124.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -4 | NC      | $-7220.97     | -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      | $-11591.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                                     | Coca-Cola Consolidated, Inc.                                                           | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       10577 | NS      | $1180922.05   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                                                 | AptarGroup, Inc.                                                                       | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |        5371 | NS      | $840185.53    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Asics Corp.                                                      | Asics Corp.                                                                            | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |       69300 | NS      | $1767176.51   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -2 | NC      | $-10822.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Italian Base Electricity                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | DE        |           5 | NC      | $-59001.37    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                                              | Realty Income Corp.                                                                    | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Short            | EC               | CORP              | US        |      -35788 | NS      | $-2061746.68  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Elekta AB                                                        | Elekta AB, Class B                                                                     | CUSIP: N/A<br>LEI: 54930044O54BK617EP80       | Short            | EC               | CORP              | SE        |      -20253 | NS      | $-104478.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                                                | Galderma Group AG                                                                      | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |        1944 | NS      | $282571.47    | 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      | $-332.56      | -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      | $18991.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    13200000 | PA      | $18788.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    16500000 | PA      | $899.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                   | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |        2134 | NS      | $618667.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2000000 | PA      | $853.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                   | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |        9753 | NS      | $1285383.45   | 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      | $-16744.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                      | United Parcel Service, Inc., Class B                                                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Short            | EC               | CORP              | US        |       -6960 | NS      | $-702542.40   | -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      | $633.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797PN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1109000 | PA      | $1103163.12   | 0.17%             | 2025-08-14      | None          | 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      | $3395.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           2 | NC      | $-7043.99     | -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      | $-13329.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          38 | NC      | $127760.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Ltd.                                            | Woolworths Group Ltd.                                                                  | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Short            | EC               | CORP              | AU        |      -49049 | NS      | $-1004710.39  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $1308.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           2 | NC      | $8578.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    16100000 | PA      | $41592.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Silicon Laboratories, Inc.                                       | Silicon Laboratories, Inc.                                                             | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |        4122 | NS      | $607417.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SGX Iron Ore                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | SG        |        -244 | NC      | $-31253.65    | -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      | $-445.20      | -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      | $12438.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                | Lowe's Cos., Inc.                                                                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Short            | EC               | CORP              | US        |       -8532 | NS      | $-1892994.84  | -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      | $28139.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                 | Fortune Brands Innovations, Inc.                                                       | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Short            | EC               | CORP              | US        |      -14825 | NS      | $-763191.00   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp.                                              | CNX Resources Corp.                                                                    | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |        4045 | NS      | $136235.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Randstad NV                                                      | Randstad NV                                                                            | CUSIP: N/A<br>LEI: 7245009EAAUUQJ0U4T57       | Short            | EC               | CORP              | NL        |      -19571 | NS      | $-904590.34   | -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      | $81802.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   502500000 | PA      | $-952.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| B&M European Value Retail SA                                     | B&M European Value Retail SA                                                           | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Short            | EC               | CORP              | LU        |      -90835 | NS      | $-338307.11   | -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      | $-19547.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT AB                                                           | EQT AB                                                                                 | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Short            | EC               | CORP              | SE        |      -21203 | NS      | $-711276.04   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| NTT Data Group Corp.                                             | NTT Data Group Corp.                                                                   | CUSIP: N/A<br>LEI: 353800SZGJGSLJRRWB43       | Long             | EC               | CORP              | JP        |       68000 | NS      | $1888823.30   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                              | Hanover Insurance Group, Inc. (The)                                                    | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |        1808 | NS      | $307124.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IDP Education Ltd.                                               | IDP Education Ltd.                                                                     | CUSIP: N/A<br>LEI: 98450014FAFE73Q0A257       | Short            | EC               | CORP              | AU        |     -253775 | NS      | $-614463.69   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4700000 | PA      | $60490.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                   | NiSource, Inc.                                                                         | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |       11933 | NS      | $481377.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services, Inc.                                 | JB Hunt Transport Services, Inc.                                                       | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        6195 | NS      | $889602.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   561000000 | PA      | $89007.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2200000 | PA      | $9084.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Light & Wonder, Inc.                                             | Light & Wonder, Inc.                                                                   | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |        3371 | NS      | $324492.46    | 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      | $-21044.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                            | Nomura Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |      194400 | NS      | $1281038.12   | 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      | $-20427.20    | -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      | $162.17       | 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        |      -10335 | NS      | $-941001.75   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           8 | NC      | $-14090.97    | -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      | $-8307.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Madison Square Garden Sports Corp.                               | Madison Square Garden Sports Corp., Class A                                            | CUSIP: 55825T103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2891 | NS      | $-604074.45   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings, Inc.                                            | Affirm Holdings, Inc., Class A                                                         | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16365 | NS      | $1131476.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      900000 | PA      | $412.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondi plc                                                        | Mondi plc                                                                              | CUSIP: N/A<br>LEI: 213800LOZA69QFDC9N34       | Short            | EC               | CORP              | GB        |      -41122 | NS      | $-671954.66   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                             | PPG Industries, Inc.                                                                   | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |        8486 | NS      | $965282.50    | 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      | $28141.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corpay, Inc.                                                     | Corpay, Inc.                                                                           | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        1514 | NS      | $502375.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2400000 | PA      | $22756.60     | 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      | $31730.09     | 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      | $4539.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                             | Sompo Holdings, Inc.                                                                   | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Short            | EC               | CORP              | JP        |      -34300 | NS      | $-1033623.73  | -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      | $-4422.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    27457000 | PA      | $27157096.52  | 4.26%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Evercore, Inc.                                                   | Evercore, Inc., Class A                                                                | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |        9380 | NS      | $2532787.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -16 | NC      | $-76635.84    | -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      | $8952.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd.                                      | Axalta Coating Systems Ltd.                                                            | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |       41976 | NS      | $1246267.44   | 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      | $1089.25      | 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      | $-18479.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd.                                                         | CSL Ltd.                                                                               | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Short            | EC               | CORP              | AU        |      -19079 | NS      | $-3013731.02  | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| Coty, Inc.                                                       | Coty, Inc., Class A                                                                    | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Short            | EC               | CORP              | US        |      -42801 | NS      | $-199024.65   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                                              | Valero Energy Corp.                                                                    | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Short            | EC               | CORP              | US        |       -5837 | NS      | $-784609.54   | -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      | $70887.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   116800000 | PA      | $-736.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          76 | NC      | $250461.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           2 | NC      | $6360.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co. (The)                                       | Sherwin-Williams Co. (The)                                                             | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Short            | EC               | CORP              | US        |       -1373 | NS      | $-471433.28   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                                                   | Enbridge, Inc.                                                                         | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Short            | EC               | CORP              | CA        |      -34159 | NS      | $-1548976.13  | -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      | $21816.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Independence Realty Trust, Inc.                                  | Independence Realty Trust, Inc.                                                        | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Short            | EC               | CORP              | US        |      -57455 | NS      | $-1016378.95  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Concordia Financial Group Ltd.                                   | Concordia Financial Group Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      131800 | NS      | $855351.96    | 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      | $-51052.87    | -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      | $2061.56      | 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      | $47666.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp.                                                       | Ball Corp.                                                                             | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |        9215 | NS      | $516869.35    | 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      | $13135.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   132300000 | PA      | $2409.69      | 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      | $-9785.79     | -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      | $107.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2200000 | PA      | $10402.49     | 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        |       -8808 | NS      | $-275370.19   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| George Weston Ltd.                                               | George Weston Ltd.                                                                     | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |        3278 | NS      | $657429.47    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                                        | Fox Corp., Class A                                                                     | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Short            | EC               | CORP              | US        |       -7646 | NS      | $-428481.84   | -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      | $28654.24     | 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      | $-810.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Chemical Corp.                                            | Nissan Chemical Corp.                                                                  | CUSIP: N/A<br>LEI: 3538002E4L1CUGJFFU25       | Short            | EC               | CORP              | JP        |       -8700 | NS      | $-265328.84   | -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      | $12961.43     | 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      | $-497.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                        | Holcim AG                                                                              | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |       27025 | NS      | $2006853.29   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 90-Day New Zealand Bill                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |          71 | NC      | $3300.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                                     | Stanley Black & Decker, Inc.                                                           | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Short            | EC               | CORP              | US        |       -9750 | NS      | $-660562.50   | -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      | $-8100.94     | -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      | $-322.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    16500000 | PA      | $899.96       | 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        |       -6645 | NS      | $-319823.85   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797MH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     7267000 | PA      | $7211121.06   | 1.13%             | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                     | Avient Corp.                                                                           | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Short            | EC               | CORP              | US        |       -9478 | NS      | $-306234.18   | -0.05%            |  |  |  | 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        |       -5013 | NS      | $-315092.06   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Murphy USA, Inc.                                                 | Murphy USA, Inc.                                                                       | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Short            | EC               | CORP              | US        |       -1391 | NS      | $-565858.80   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Robusta Coffee                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -5 | NC      | $707.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          15 | NC      | $151565.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                           | CapitaLand Integrated Commercial Trust                                                 | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Short            | EC               | CORP              | SG        |      -13242 | NS      | $-22611.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Primerica, Inc.                                                  | Primerica, Inc.                                                                        | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |        4476 | NS      | $1224946.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos., Inc.                                              | Carlisle Cos., Inc.                                                                    | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Short            | EC               | CORP              | US        |       -1906 | NS      | $-711700.40   | -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      | $-80467.57    | -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      | $4211.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -4 | NC      | $-40146.64    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UiPath, Inc.                                                     | UiPath, Inc., Class A                                                                  | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |       65013 | NS      | $832166.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                                     | Kohl's Corp.                                                                           | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |       26541 | NS      | $225067.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   343300000 | PA      | $116217.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd.                                                    | Fujikura Ltd.                                                                          | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |       34400 | NS      | $1809627.15   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                          | SSAB AB, Class B                                                                       | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Short            | EC               | CORP              | SE        |      -16929 | NS      | $-100206.17   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MISUMI Group, Inc.                                               | MISUMI Group, Inc.                                                                     | CUSIP: N/A<br>LEI: 353800SJWGE5BEK2V032       | Long             | EC               | CORP              | JP        |       22200 | NS      | $296558.43    | 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      | $-639.32      | -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      | $-28507.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    22500000 | PA      | $473.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ECX Emission                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          40 | NC      | $-271591.01   | -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      | $2946.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                    | Honeywell International, Inc.                                                          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Short            | EC               | CORP              | US        |       -7587 | NS      | $-1766860.56  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $34739.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797QE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1864000 | PA      | $1842342.65   | 0.29%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-60416.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                   | Wyndham Hotels & Resorts, Inc.                                                         | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Short            | EC               | CORP              | US        |       -7903 | NS      | $-641802.63   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts, Inc.                                      | Host Hotels & Resorts, Inc.                                                            | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Short            | EC               | CORP              | US        |      -34638 | NS      | $-532039.68   | -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      | $2275.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Harvey Norman Holdings Ltd.                                      | Harvey Norman Holdings Ltd.                                                            | CUSIP: N/A<br>LEI: 529900ONRWOF42PYKU59       | Long             | EC               | CORP              | AU        |       30259 | NS      | $104982.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                            | Colgate-Palmolive Co.                                                                  | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       22818 | NS      | $2074156.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  1217100000 | PA      | $1255.47      | 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      | $-1941.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Inchcape plc                                                     | Inchcape plc                                                                           | CUSIP: N/A<br>LEI: 213800RGEH1MPPNM2T57       | Short            | EC               | CORP              | GB        |      -13870 | NS      | $-138199.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -22 | NC      | $-29536.10    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                                              | UMB Financial Corp.                                                                    | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Short            | EC               | CORP              | US        |       -2171 | NS      | $-228302.36   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                                          | Applied Materials, Inc.                                                                | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        4605 | NS      | $843037.35    | 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      | $135520.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                          | Quest Diagnostics, Inc.                                                                | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Short            | EC               | CORP              | US        |       -3311 | NS      | $-594754.93   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | KC HRW Wheat                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -326 | NC      | $267145.96    | 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      | $588.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -21 | NC      | $-35697.81    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Grifols SA                                                       | Grifols SA                                                                             | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Short            | EC               | CORP              | ES        |      -19251 | NS      | $-234900.22   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Welltower, Inc.                                                  | Welltower, Inc.                                                                        | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Short            | EC               | CORP              | US        |      -15073 | NS      | $-2317172.29  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $201.31       | 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      | $46901.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                     | Lennar Corp., Class A                                                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Short            | EC               | CORP              | US        |       -9017 | NS      | $-997370.37   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Stora Enso OYJ                                                   | Stora Enso OYJ, Class R                                                                | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Short            | EC               | CORP              | FI        |       -8196 | NS      | $-89103.52    | -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      | $-3639.10     | -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      | $-20724.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                 | Roche Holding AG                                                                       | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |        4291 | NS      | $1400667.74   | 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      | $-553.22      | -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      | $-43027.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Enagas SA                                                        | Enagas SA                                                                              | CUSIP: N/A<br>LEI: 213800OU3FQKGM4M2U23       | Short            | EC               | CORP              | ES        |       -4829 | NS      | $-81308.00    | -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      | $-690.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Houlihan Lokey, Inc.                                             | Houlihan Lokey, Inc., Class A                                                          | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Short            | EC               | CORP              | US        |       -2137 | NS      | $-384553.15   | -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      | $-8310.21     | -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      | $14328.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Envista Holdings Corp.                                           | Envista Holdings Corp.                                                                 | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Short            | EC               | CORP              | US        |      -17824 | NS      | $-348280.96   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp.                                               | Agree Realty Corp.                                                                     | CUSIP: 008492100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -15311 | NS      | $-1118621.66  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          16 | NC      | $85632.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bellway plc                                                      | Bellway plc                                                                            | CUSIP: N/A<br>LEI: 213800CY4L3HST4FGZ98       | Short            | EC               | CORP              | GB        |      -12761 | NS      | $-505526.21   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Sabra Health Care REIT, Inc.                                     | Sabra Health Care REIT, Inc.                                                           | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |       26423 | NS      | $487240.12    | 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      | $-21041.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Penumbra, Inc.                                                   | Penumbra, Inc.                                                                         | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |        2545 | NS      | $653123.35    | 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      | $41885.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           7 | NC      | $41905.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates, Inc.                                       | Manhattan Associates, Inc.                                                             | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |        8013 | NS      | $1582327.11   | 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      | $4837.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-33.13       | -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      | $14786.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Coffee 'C'                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          76 | NC      | $-1420547.83  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Vestas Wind Systems A/S                                          | Vestas Wind Systems A/S                                                                | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Short            | EC               | CORP              | DK        |      -21713 | NS      | $-326150.16   | -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      | $-5625.96     | -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      | $-1989.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kesko OYJ                                                        | Kesko OYJ, Class B                                                                     | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Short            | EC               | CORP              | FI        |       -3926 | NS      | $-96831.54    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corp.                                                     | Kubota Corp.                                                                           | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Short            | EC               | CORP              | JP        |     -243600 | NS      | $-2747053.44  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| VF Corp.                                                         | VF Corp.                                                                               | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Short            | EC               | CORP              | US        |      -25949 | NS      | $-304900.75   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's, Inc.                                                  | Dillard's, Inc., Class A                                                               | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |         287 | NS      | $119917.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp.                                   | International Bancshares Corp.                                                         | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |        6255 | NS      | $416332.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ANA Holdings, Inc.                                               | ANA Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Long             | EC               | CORP              | JP        |       20400 | NS      | $399433.17    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp.                                                        | EQT Corp.                                                                              | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       16889 | NS      | $984966.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $-16580.70    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi HC Capital, Inc.                                      | Mitsubishi HC Capital, Inc.                                                            | CUSIP: N/A<br>LEI: 353800MZ3QX9RLMH7B09       | Short            | EC               | CORP              | JP        |     -225900 | NS      | $-1663240.11  | -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      | $54962.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                     | Exelon Corp.                                                                           | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       20443 | NS      | $887635.06    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          12 | NC      | $9468.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Electric Corp.                                          | Yokogawa Electric Corp.                                                                | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |       84100 | NS      | $2246635.71   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-553.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          78 | NC      | $38551.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.                                     | Southwest Gas Holdings, Inc.                                                           | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Short            | EC               | CORP              | US        |      -10768 | NS      | $-801031.52   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -1 | NC      | $-1646.88     | -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      | $29621.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsara, Inc.                                                    | Samsara, Inc., Class A                                                                 | CUSIP: 79589L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22566 | NS      | $897675.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Reply SpA                                                        | Reply SpA                                                                              | CUSIP: N/A<br>LEI: 815600DAEFB0388F3521       | Short            | EC               | CORP              | IT        |        -520 | NS      | $-89866.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    10100000 | PA      | $99601.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          20 | NC      | $-46978.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto plc                                                    | Rio Tinto plc                                                                          | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Short            | EC               | CORP              | GB        |      -28966 | NS      | $-1685940.43  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    52700000 | PA      | $-13258.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOITEC                                                           | SOITEC                                                                                 | CUSIP: N/A<br>LEI: 969500ZR92SQCU9TST26       | Short            | EC               | CORP              | FR        |       -4684 | NS      | $-258284.41   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BT Group plc                                                     | BT Group plc                                                                           | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Short            | EC               | CORP              | GB        |      -85530 | NS      | $-227742.70   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Exponent, Inc.                                                   | Exponent, Inc.                                                                         | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Short            | EC               | CORP              | US        |       -6884 | NS      | $-514303.64   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Kinden Corp.                                                     | Kinden Corp.                                                                           | CUSIP: N/A<br>LEI: 35380008T6JUN5TU9T34       | Long             | EC               | CORP              | JP        |       35000 | NS      | $1028246.94   | 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      | $53361.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      200000 | PA      | $1234.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                                                      | Heineken NV                                                                            | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Short            | EC               | CORP              | NL        |       -9817 | NS      | $-856463.13   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Low Sulphur Gasoil                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         532 | NC      | $1594115.67   | 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      | $-8228.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -17 | NC      | $-36146.08    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                                     | Vertex Pharmaceuticals, Inc.                                                           | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Short            | EC               | CORP              | US        |       -4433 | NS      | $-1973571.60  | -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      | $1571.82      | 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      | $-14576.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    78300000 | PA      | $124471.86    | 0.02%             |  |  |  | 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        |        -418 | NS      | $-750610.96   | -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      | $-3068.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                        | Darling Ingredients, Inc.                                                              | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Short            | EC               | CORP              | US        |       -6947 | NS      | $-263569.18   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $-4477.30     | -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      | $556.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-28859.03    | -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      | $-2134.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlassian Corp.                                                  | Atlassian Corp., Class A                                                               | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |        1351 | NS      | $274374.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                                            | Sun Communities, Inc.                                                                  | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Short            | EC               | CORP              | US        |      -13433 | NS      | $-1699140.17  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Whitehaven Coal Ltd.                                             | Whitehaven Coal Ltd.                                                                   | CUSIP: N/A<br>LEI: 529900WCZ4I6ZO3RRP86       | Long             | EC               | CORP              | AU        |      156008 | NS      | $556905.34    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ebara Corp.                                                      | Ebara Corp.                                                                            | CUSIP: N/A<br>LEI: 353800UV8U3SOMCDTI49       | Long             | EC               | CORP              | JP        |       16700 | NS      | $320267.19    | 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      | $-31116.57    | -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      | $-47162.52    | -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      | $-224518.33   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings plc                                  | Seagate Technology Holdings plc                                                        | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |        5124 | NS      | $739546.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1700000 | PA      | $4829.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          13 | NC      | $55189.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                                     | Verizon Communications, Inc.                                                           | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Short            | EC               | CORP              | US        |      -47665 | NS      | $-2062464.55  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop, Inc.                                                   | Wingstop, Inc.                                                                         | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |        2442 | NS      | $822319.08    | 0.13%             |  |  |  | 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        |     -117300 | NS      | $-1264556.08  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Ferrovial SE                                                     | Ferrovial SE                                                                           | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Short            | EC               | CORP              | NL        |      -24218 | NS      | $-1291853.51  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2000000 | PA      | $853.10       | 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      | $-1697.04     | -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      | $89278.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                          | Waste Connections, Inc.                                                                | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Short            | EC               | CORP              | CA        |       -5523 | NS      | $-1031254.56  | -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      | $42819.03     | 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      | $-1901.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Cocoa                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          90 | NC      | $-641182.13   | -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      | $1414.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rayonier, Inc.                                                   | Rayonier, Inc.                                                                         | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Short            | EC               | CORP              | US        |      -24682 | NS      | $-547446.76   | -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      | $-8919.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sun Life Financial, Inc.                                         | Sun Life Financial, Inc.                                                               | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Short            | EC               | CORP              | CA        |       -1221 | NS      | $-81244.58    | -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      | $-8174.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Corp.                                                 | Brookfield Corp., Class A                                                              | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |       17514 | NS      | $1083958.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MEIJI Holdings Co. Ltd.                                          | MEIJI Holdings Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 5299002D52YIP6DWMV49       | Short            | EC               | CORP              | JP        |      -36700 | NS      | $-811576.74   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.                                | Sumitomo Mitsui Trust Group, Inc.                                                      | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Short            | EC               | CORP              | JP        |      -15400 | NS      | $-409600.43   | -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      | $1691.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                                     | Twilio, Inc., Class A                                                                  | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |        6063 | NS      | $753994.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International, Inc.                                          | RPM International, Inc.                                                                | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Short            | EC               | CORP              | US        |       -3287 | NS      | $-361044.08   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp.                                                    | Insulet Corp.                                                                          | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |        2401 | NS      | $754346.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cava Group, Inc.                                                 | Cava Group, Inc.                                                                       | CUSIP: 148929102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -9754 | NS      | $-821579.42   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   229900000 | PA      | $-2831.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                            | Delta Air Lines, Inc.                                                                  | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       10652 | NS      | $523865.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue, Inc.                                                     | Kenvue, Inc.                                                                           | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Short            | EC               | CORP              | US        |     -115379 | NS      | $-2414882.47  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    10700000 | PA      | $-4599.07     | -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      | $-4833.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -11 | NC      | $-47983.76    | -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      | $2396.47      | 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      | $211.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEX Corp.                                                       | IDEX Corp.                                                                             | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Short            | EC               | CORP              | US        |      -12643 | NS      | $-2219731.51  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Limited Purpose Cash Investment Fund                             | Limited Purpose Cash Investment Fund                                                   | CUSIP: 90262Y729<br>LEI: 549300GUQBQJ6160QP80 | Long             | STIV             | RF                | US        |   117024734 | NS      | $116989626.28 | 18.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                                         | Option Care Health, Inc.                                                               | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Short            | EC               | CORP              | US        |      -26811 | NS      | $-870821.28   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| BRP, Inc.                                                        | BRP, Inc.                                                                              | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Short            | EC               | CORP              | CA        |       -6850 | NS      | $-332502.29   | -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      | $81469.05     | 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      | $5965.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                           | Norfolk Southern Corp.                                                                 | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Short            | EC               | CORP              | US        |       -3191 | NS      | $-816800.27   | -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      | $41848.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $10730.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    19800000 | PA      | $10781.59     | 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      | $3488.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oshkosh Corp.                                                    | Oshkosh Corp.                                                                          | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Short            | EC               | CORP              | US        |       -2410 | NS      | $-273631.40   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.                                | American Electric Power Co., Inc.                                                      | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       10165 | NS      | $1054720.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $6952.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          15 | NC      | $-54318.08    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp.                                              | BOK Financial Corp.                                                                    | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |        1999 | NS      | $195162.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                   | Public Storage                                                                         | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Short            | EC               | CORP              | US        |       -2845 | NS      | $-834779.90   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                                            | Landstar System, Inc.                                                                  | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Short            | EC               | CORP              | US        |       -4520 | NS      | $-628370.40   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          11 | NC      | $-40478.34    | -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      | $3354.88      | 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      | $-31118.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                               | Crown Castle, Inc.                                                                     | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |        9462 | NS      | $972031.26    | 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      | $-7350.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vontier Corp.                                                    | Vontier Corp.                                                                          | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |        9618 | NS      | $354904.20    | 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      | $2235.84      | 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      | $-142.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -11 | NC      | $-24663.82    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Generali                                                         | Generali                                                                               | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Short            | EC               | CORP              | IT        |      -38394 | NS      | $-1365732.98  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Comerica, Inc.                                                   | Comerica, Inc.                                                                         | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Short            | EC               | CORP              | US        |      -16757 | NS      | $-999555.05   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                              | Huntington Ingalls Industries, Inc.                                                    | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Short            | EC               | CORP              | US        |       -5206 | NS      | $-1257040.76  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                                        | Flex Ltd.                                                                              | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |        2117 | NS      | $105680.64    | 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      | $-6377.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                          | E.ON SE                                                                                | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |       75044 | NS      | $1382733.68   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                             | Dollar General Corp.                                                                   | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Short            | EC               | CORP              | US        |       -4904 | NS      | $-560919.52   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co.                                               | DXC Technology Co.                                                                     | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Short            | EC               | CORP              | US        |      -45295 | NS      | $-692560.55   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Sojitz Corp.                                                     | Sojitz Corp.                                                                           | CUSIP: N/A<br>LEI: 5493004SE33MRLPB1W98       | Long             | EC               | CORP              | JP        |       76860 | NS      | $1888722.27   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions, Inc.                             | Broadridge Financial Solutions, Inc.                                                   | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |        2669 | NS      | $648647.07    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties, Inc.                                            | VICI Properties, Inc., Class A                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Short            | EC               | CORP              | US        |      -43549 | NS      | $-1419697.40  | -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      | $6046.03      | 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      | $16008.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           4 | NC      | $39752.13     | 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      | $3171.82      | 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      | $-9780.45     | -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      | $64849.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                                   | Chugai Pharmaceutical Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |       29100 | NS      | $1519538.71   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1098100000 | PA      | $583141.35    | 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      | $3851.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkeley Group Holdings plc                                      | Berkeley Group Holdings plc                                                            | CUSIP: N/A<br>LEI: 2138009OQSSLVVHQAL78       | Short            | EC               | CORP              | GB        |       -1979 | NS      | $-104857.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                                       | Cullen/Frost Bankers, Inc.                                                             | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |        9238 | NS      | $1187452.52   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -25 | NC      | $-68507.90    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals plc                                         | Jazz Pharmaceuticals plc                                                               | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Short            | EC               | CORP              | IE        |       -3859 | NS      | $-409517.08   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Shell plc                                                        | Shell plc                                                                              | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |       34139 | NS      | $1191094.46   | 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      | $-311.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pure Storage, Inc.                                               | Pure Storage, Inc., Class A                                                            | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |       12309 | NS      | $708752.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti, Inc.                                                   | Ubiquiti, Inc.                                                                         | CUSIP: 90353W103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1404 | NS      | $-577956.60   | -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      | $32711.99     | 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      | $16234.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                                   | Prologis, Inc.                                                                         | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Short            | EC               | CORP              | US        |      -11888 | NS      | $-1249666.56  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Yakult Honsha Co. Ltd.                                           | Yakult Honsha Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 353800YJPSPGG7KI0S71       | Short            | EC               | CORP              | JP        |      -63900 | NS      | $-1203429.92  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month CORRA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |          94 | NC      | $2108.37      | 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      | $1692.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bentley Systems, Inc.                                            | Bentley Systems, Inc., Class B                                                         | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Short            | EC               | CORP              | US        |      -16758 | NS      | $-904429.26   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment, Inc.                                         | Penn Entertainment, Inc.                                                               | CUSIP: 707569109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -32553 | NS      | $-581722.11   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                                   | Synopsys, Inc.                                                                         | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Short            | EC               | CORP              | US        |       -2842 | NS      | $-1457036.56  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Feeder Cattle                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          17 | NC      | $111608.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd.                                               | Telstra Group Ltd.                                                                     | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Short            | EC               | CORP              | AU        |     -183324 | NS      | $-584551.03   | -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      | $1664.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                | Tyson Foods, Inc., Class A                                                             | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |        3833 | NS      | $214418.02    | 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      | $4654.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Liontown Resources Ltd.                                          | Liontown Resources Ltd.                                                                | CUSIP: N/A<br>LEI: 529900LT0V2IEL7WZY56       | Long             | EC               | CORP              | AU        |      290639 | NS      | $134263.98    | 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      | $-6796.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Park Hotels & Resorts, Inc.                                      | Park Hotels & Resorts, Inc.                                                            | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |       33465 | NS      | $342346.95    | 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      | $2989.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   343300000 | PA      | $116217.27    | 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      | $-15589.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                                  | Nippon Yusen KK                                                                        | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |       35800 | NS      | $1287903.64   | 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      | $3000.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAIL, Inc.                                                      | GRAIL, Inc.                                                                            | CUSIP: 384747101<br>LEI: 2549009XSNESW3VE8024 | Long             | EC               | CORP              | US        |        6212 | NS      | $319421.04    | 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      | $2747.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lundin Mining Corp.                                              | Lundin Mining Corp.                                                                    | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Short            | EC               | CORP              | CA        |      -72668 | NS      | $-764167.99   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          13 | NC      | $33263.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                       | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Short            | EC               | CORP              | US        |      -20619 | NS      | $-4320299.07  | -0.68%            |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp.                                       | Edwards Lifesciences Corp.                                                             | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       13026 | NS      | $1018763.46   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                                     | Vistra Corp.                                                                           | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |        3797 | NS      | $735896.57    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Euro STOXX 50 Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         147 | NC      | $69229.96     | 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        |     -138334 | NS      | $-1552107.48  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce, Inc.                                                   | Dayforce, Inc.                                                                         | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Short            | EC               | CORP              | US        |      -14351 | NS      | $-794901.89   | -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      | $2656.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                 | ABN AMRO Bank NV                                                                       | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Short            | EC               | CORP              | NL        |      -35476 | NS      | $-968705.79   | -0.15%            |  |  |  | Yes           |                  2 | On Loan: No      |
| BILL Holdings, Inc.                                              | BILL Holdings, Inc.                                                                    | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Short            | EC               | CORP              | US        |      -20343 | NS      | $-941067.18   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -20 | NC      | $39239.80     | 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      | $-1548.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corp.                                                      | Aisin Corp.                                                                            | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |       31800 | NS      | $406798.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR & Co., Inc.                                                  | KKR & Co., Inc.                                                                        | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Short            | EC               | CORP              | US        |      -12131 | NS      | $-1613786.93  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings, Inc.                                           | Hayward Holdings, Inc.                                                                 | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16607 | NS      | $229176.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mowi ASA                                                         | Mowi ASA                                                                               | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |        6224 | NS      | $120206.71    | 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      | $-265.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   561000000 | PA      | $89006.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Five9, Inc.                                                      | Five9, Inc.                                                                            | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Short            | EC               | CORP              | US        |      -41802 | NS      | $-1106916.96  | -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      | $669.95       | 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      | $94.96        | 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     | -0.00%            |  |  |  | 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      | $65674.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corp.                                                   | Marubeni Corp.                                                                         | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |       72000 | NS      | $1451393.80   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp.                                                        | CSX Corp.                                                                              | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Short            | EC               | CORP              | US        |      -60984 | NS      | $-1989907.92  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    22900000 | PA      | $1795.50      | 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      | $-313992.94   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                          | Micron Technology, Inc.                                                                | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |        5156 | NS      | $635477.00    | 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      | $4894.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Littelfuse, Inc.                                                 | Littelfuse, Inc.                                                                       | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Short            | EC               | CORP              | US        |        -993 | NS      | $-225142.89   | -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      | $5134.67      | 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      | $4915.92      | 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      | $-8399.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                  | Advanced Drainage Systems, Inc.                                                        | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Short            | EC               | CORP              | US        |       -8352 | NS      | $-959310.72   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3000000 | PA      | $16944.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                               | Cellnex Telecom SA                                                                     | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Short            | EC               | CORP              | ES        |      -17623 | NS      | $-686208.57   | -0.11%            |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           7 | NC      | $16315.32     | 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      | $5057.11      | 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      | $-106245.01   | -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      | $-88925.72    | -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      | $93.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      300000 | PA      | $205.42       | 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      | $2813.46      | 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      | $17350.39     | 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      | $59353.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                          | Veolia Environnement SA                                                                | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |        2294 | NS      | $81900.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         569 | NC      | $435290.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                                           | Verisk Analytics, Inc., Class A                                                        | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |        2714 | NS      | $845411.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    90300000 | PA      | $-929398.46   | -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      | $-3850.99     | -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      | $50688.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          28 | NC      | $50289.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurofins Scientific SE                                           | Eurofins Scientific SE                                                                 | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Short            | EC               | CORP              | LU        |      -11716 | NS      | $-834944.22   | -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      | $3970.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    32600000 | PA      | $28294.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Organon & Co.                                                    | Organon & Co.                                                                          | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |       46645 | NS      | $451523.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings, Inc.                                      | Tokio Marine Holdings, Inc.                                                            | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |       33500 | NS      | $1419765.34   | 0.22%             |  |  |  | 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        |      -14175 | NS      | $-391875.78   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Duolingo, Inc.                                                   | Duolingo, Inc., Class A                                                                | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3249 | NS      | $1332154.98   | 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      | $-9991.96     | -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      | $-3067.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allegion plc                                                     | Allegion plc                                                                           | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |        7231 | NS      | $1042131.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeronimo Martins SGPS SA                                         | Jeronimo Martins SGPS SA                                                               | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Short            | EC               | CORP              | PT        |      -46956 | NS      | $-1188826.55  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                | Hannover Rueck SE                                                                      | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Short            | EC               | CORP              | DE        |       -2596 | NS      | $-818034.33   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                               | Altria Group, Inc.                                                                     | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Short            | EC               | CORP              | US        |      -12134 | NS      | $-711416.42   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories, Inc.                                         | IDEXX Laboratories, Inc.                                                               | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        2969 | NS      | $1592393.46   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Barry Callebaut AG                                               | Barry Callebaut AG (Registered)                                                        | CUSIP: N/A<br>LEI: 213800Y5RWKLDPUTT265       | Short            | EC               | CORP              | CH        |       -1983 | NS      | $-2167555.94  | -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      | $4172.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                            | Commercial Metals Co.                                                                  | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Short            | EC               | CORP              | US        |      -15742 | NS      | $-769941.22   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| First Solar, Inc.                                                | First Solar, Inc.                                                                      | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Short            | EC               | CORP              | US        |       -5960 | NS      | $-986618.40   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                                     | Ameren Corp.                                                                           | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        3814 | NS      | $366296.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd.                                               | Everest Group Ltd.                                                                     | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Short            | EC               | CORP              | BM        |       -1894 | NS      | $-643675.90   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| SCREEN Holdings Co. Ltd.                                         | SCREEN Holdings Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Short            | EC               | CORP              | JP        |       -1400 | NS      | $-113836.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Guidewire Software, Inc.                                         | Guidewire Software, Inc.                                                               | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |        3631 | NS      | $854918.95    | 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      | $-91986.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                         | CenterPoint Energy, Inc.                                                               | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Short            | EC               | CORP              | US        |      -24753 | NS      | $-909425.22   | -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      | $12052.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                          | GFL Environmental, Inc.                                                                | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Short            | EC               | CORP              | CA        |       -3406 | NS      | $-171932.03   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Wesfarmers Ltd.                                                  | Wesfarmers Ltd.                                                                        | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Short            | EC               | CORP              | AU        |      -12430 | NS      | $-693685.51   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -13 | NC      | $-31168.76    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.                         | Science Applications International Corp.                                               | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |        3579 | NS      | $403031.19    | 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      | $12727.85     | 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      | $5301.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                                     | Carrefour SA                                                                           | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |       40515 | NS      | $571513.98    | 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      | $-2590.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                          | DuPont de Nemours, Inc.                                                                | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       13449 | NS      | $922466.91    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $54083.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          14 | NC      | $-57031.46    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CBOE Volatility Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          85 | NC      | $-132389.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                               | Equity Residential                                                                     | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Short            | EC               | CORP              | US        |      -21729 | NS      | $-1466490.21  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Toromont Industries Ltd.                                         | Toromont Industries Ltd.                                                               | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Short            | EC               | CORP              | CA        |       -2832 | NS      | $-254531.65   | -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      | $89284.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                                       | Genmab A/S                                                                             | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |        2924 | NS      | $607222.50    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ITV plc                                                          | ITV plc                                                                                | CUSIP: N/A<br>LEI: ZLECI7ED2QMWFGYCXZ59       | Long             | EC               | CORP              | GB        |      211302 | NS      | $239382.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| West Fraser Timber Co. Ltd.                                      | West Fraser Timber Co. Ltd.                                                            | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Short            | EC               | CORP              | CA        |       -8825 | NS      | $-647155.87   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp.                                         | Zebra Technologies Corp., Class A                                                      | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |        3043 | NS      | $938339.48    | 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      | $-10711.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Janus Henderson Group plc                                        | Janus Henderson Group plc                                                              | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |        8548 | NS      | $332004.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd.                                                    | WH Group Ltd.                                                                          | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |      166500 | NS      | $160471.39    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent                                            | American Homes 4 Rent, Class A                                                         | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Short            | EC               | CORP              | US        |       -6630 | NS      | $-239144.10   | -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      | $8673.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings, Inc.                                 | SS&C Technologies Holdings, Inc.                                                       | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |       17424 | NS      | $1442707.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Husqvarna AB                                                     | Husqvarna AB, Class B                                                                  | CUSIP: N/A<br>LEI: 549300GYQIIJ3UXB7655       | Short            | EC               | CORP              | SE        |      -54974 | NS      | $-289779.36   | -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      | $-51063.79    | -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      | $-2755.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                               | Hyatt Hotels Corp., Class A                                                            | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Short            | EC               | CORP              | US        |       -9131 | NS      | $-1275144.15  | -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      | $-36275.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WEX, Inc.                                                        | WEX, Inc.                                                                              | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Short            | EC               | CORP              | US        |       -1990 | NS      | $-292311.10   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    35200000 | PA      | $15422.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                              | Take-Two Interactive Software, Inc.                                                    | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Short            | EC               | CORP              | US        |       -1552 | NS      | $-376903.20   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp.                                                    | Nordson Corp.                                                                          | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Short            | EC               | CORP              | US        |       -5071 | NS      | $-1087070.27  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos., Inc. (The)                                             | TJX Cos., Inc. (The)                                                                   | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |        5971 | NS      | $737358.79    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| USS Co. Ltd.                                                     | USS Co. Ltd.                                                                           | CUSIP: N/A<br>LEI: 5299000RRQD6UZXG4W72       | Long             | EC               | CORP              | JP        |       75500 | NS      | $832080.32    | 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      | $4306.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                   | AppLovin Corp., Class A                                                                | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        1937 | NS      | $678104.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                                       | Highwoods Properties, Inc.                                                             | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Short            | EC               | CORP              | US        |      -13152 | NS      | $-408895.68   | -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      | $-91.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WiseTech Global Ltd.                                             | WiseTech Global Ltd.                                                                   | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               | CORP              | AU        |        6822 | NS      | $489245.58    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                                                | Bureau Veritas SA                                                                      | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Short            | EC               | CORP              | FR        |      -44644 | NS      | $-1523801.85  | -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      | $-6915.46     | -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      | $-426.28      | -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      | $-348.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Georg Fischer AG                                                 | Georg Fischer AG (Registered)                                                          | CUSIP: N/A<br>LEI: 529900CMRQYW4U1W2456       | Short            | EC               | CORP              | CH        |      -11364 | NS      | $-930083.69   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Neste OYJ                                                        | Neste OYJ                                                                              | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Short            | EC               | CORP              | FI        |      -47919 | NS      | $-649405.63   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                                     | Japan Post Holdings Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |       42300 | NS      | $391791.81    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -29 | NC      | $-39321.96    | -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      | $8199.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems, Inc.                                   | Monolithic Power Systems, Inc.                                                         | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Short            | EC               | CORP              | US        |        -606 | NS      | $-443216.28   | -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      | $17702.15     | 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      | $4170.75      | 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      | $-17870.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Penske Automotive Group, Inc.                                    | Penske Automotive Group, Inc.                                                          | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |        4041 | NS      | $694284.21    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                                                 | ServiceNow, Inc.                                                                       | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        1274 | NS      | $1309773.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS, Inc.                                                        | MKS, Inc.                                                                              | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Short            | EC               | CORP              | US        |       -5522 | NS      | $-548665.92   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                                                | Ross Stores, Inc.                                                                      | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Short            | EC               | CORP              | US        |      -12805 | NS      | $-1633661.90  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NY Harbor ULSD                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         305 | NC      | $-443983.07   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |    -1463136 | PA      | $13458.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential plc                                                   | Prudential plc                                                                         | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Short            | EC               | CORP              | GB        |      -29884 | NS      | $-374035.65   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Buzzi SpA                                                        | Buzzi SpA                                                                              | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |        9722 | NS      | $539182.97    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                             | Macquarie Group Ltd.                                                                   | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Short            | EC               | CORP              | AU        |       -2336 | NS      | $-351347.59   | -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      | $-16616.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                             | Dassault Systemes SE                                                                   | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Short            | EC               | CORP              | FR        |      -17758 | NS      | $-643578.83   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                       | Ameriprise Financial, Inc.                                                             | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        4469 | NS      | $2385239.37   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                   | Takeda Pharmaceutical Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |       94900 | NS      | $2929848.10   | 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      | $-20471.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          80 | NC      | $60420.15     | 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      | $-3016.99     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -2 | NC      | $-27740.16    | -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      | $-8097.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corp.                                    | Wheaton Precious Metals Corp.                                                          | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |       11484 | NS      | $1032737.76   | 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      | $3855.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -7 | NC      | $-19472.65    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          15 | NC      | $-76849.05    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $-8440.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | French Base Electricity                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | DE        |          -3 | NC      | $24743.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                                              | Coca-Cola Co. (The)                                                                    | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Short            | EC               | CORP              | US        |      -10934 | NS      | $-773580.50   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Xylem, Inc.                                                      | Xylem, Inc.                                                                            | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Short            | EC               | CORP              | US        |       -4464 | NS      | $-577463.04   | -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      | $-9181.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nemetschek SE                                                    | Nemetschek SE                                                                          | CUSIP: N/A<br>LEI: 529900R0S2IX1S358J38       | Long             | EC               | CORP              | DE        |        8150 | NS      | $1181691.50   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                                       | Geberit AG (Registered)                                                                | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |        1446 | NS      | $1138789.87   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -22 | NC      | $-106726.90   | -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      | $-358.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                        | Millrose Properties, Inc., Class A                                                     | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5113 | NS      | $145771.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -6 | NC      | $-84200.35    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    34000000 | PA      | $-2653.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Knife River Corp.                                                | Knife River Corp.                                                                      | CUSIP: 498894104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -16684 | NS      | $-1362081.76  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OMXS30 Index                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         133 | NC      | $33219.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Galenica AG                                                      | Galenica AG                                                                            | CUSIP: N/A<br>LEI: 506700W4772BD8016Z20       | Short            | EC               | CORP              | CH        |        -747 | NS      | $-81746.69    | -0.01%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Planet Fitness, Inc.                                             | Planet Fitness, Inc., Class A                                                          | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Short            | EC               | CORP              | US        |      -11814 | NS      | $-1288316.70  | -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      | $5030.95      | 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      | $14.19        | 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      | $-24861.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  3650000000 | PA      | $10298.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          22 | NC      | $63750.72     | 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      | $-31675.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ConvaTec Group plc                                               | ConvaTec Group plc                                                                     | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |       69816 | NS      | $276544.53    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   118900000 | PA      | $51765.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso OYJ                                                        | Metso OYJ                                                                              | CUSIP: N/A<br>LEI: 549300R0VN9C371W0E07       | Short            | EC               | CORP              | FI        |       -7353 | NS      | $-95293.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                              | General Mills, Inc.                                                                    | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Short            | EC               | CORP              | US        |      -31961 | NS      | $-1655899.41  | -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      | $23676.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Manulife Financial Corp.                                         | Manulife Financial Corp.                                                               | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |       47166 | NS      | $1508065.09   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           5 | NC      | $5187.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings, Inc.                                             | IQVIA Holdings, Inc.                                                                   | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        9272 | NS      | $1461174.48   | 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      | $-91.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                        | Zurich Insurance Group AG                                                              | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |        4435 | NS      | $3103272.34   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18136.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6600000 | PA      | $54155.16     | 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      | $43864.73     | 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      | $-4226.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABC-Mart, Inc.                                                   | ABC-Mart, Inc.                                                                         | CUSIP: N/A<br>LEI: 353800AXWW4CMTSJWL33       | Long             | EC               | CORP              | JP        |       35400 | NS      | $727251.64    | 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      | $-21281.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co. Ltd.                                          | Fast Retailing Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Short            | EC               | CORP              | JP        |      -10000 | NS      | $-3428641.28  | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                                                      | Aena SME SA                                                                            | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |       16740 | NS      | $446853.88    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                    | UniCredit SpA                                                                          | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |       22564 | NS      | $1513669.46   | 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      | $-76532.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                            | Nissan Motor Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Short            | EC               | CORP              | JP        |     -673100 | NS      | $-1628618.86  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| TOMRA Systems ASA                                                | TOMRA Systems ASA                                                                      | CUSIP: N/A<br>LEI: 549300J726JCFJU3VT89       | Short            | EC               | CORP              | NO        |       -8636 | NS      | $-134795.50   | -0.02%            |  |  |  | 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        |     -179500 | NS      | $-597505.86   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4100000 | PA      | $44817.68     | 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      | $-13330.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Euro-OAT                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         338 | NC      | $-265689.44   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Valmet OYJ                                                       | Valmet OYJ                                                                             | CUSIP: N/A<br>LEI: 213800D9O7FUQDH83V62       | Short            | EC               | CORP              | FI        |       -6408 | NS      | $-198596.72   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                       | Agilent Technologies, Inc.                                                             | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       14066 | NS      | $1659928.66   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          17 | NC      | $36567.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd.                                                   | BHP Group Ltd.                                                                         | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Short            | EC               | CORP              | AU        |      -58244 | NS      | $-1401210.71  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                                      | Swisscom AG (Registered)                                                               | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Short            | EC               | CORP              | CH        |       -4623 | NS      | $-3282738.95  | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5102.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amcor plc                                                        | Amcor plc                                                                              | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |      197917 | NS      | $1818857.23   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources, Inc.                                          | Civitas Resources, Inc.                                                                | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Short            | EC               | CORP              | US        |       -7071 | NS      | $-194593.92   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co. plc                                                  | Perrigo Co. plc                                                                        | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Short            | EC               | CORP              | IE        |      -24770 | NS      | $-661854.40   | -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      | $-49825.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                           | Amentum Holdings, Inc.                                                                 | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Short            | EC               | CORP              | US        |       -5795 | NS      | $-136819.95   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4100000 | PA      | $44423.87     | 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      | $-9992.66     | -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      | $224433.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                            | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Short            | EC               | CORP              | CA        |       -1098 | NS      | $-80760.55    | -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      | $-13424.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Platinum                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -138 | NC      | $-386712.27   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                             | Emerson Electric Co.                                                                   | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Short            | EC               | CORP              | US        |       -8066 | NS      | $-1075439.78  | -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      | $1305.50      | 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      | $5301.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          73 | NC      | $532756.51    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Red Wheat                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         -37 | NC      | $18609.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    90400000 | PA      | $669681.82    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp.                                                                 | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       35991 | NS      | $1547253.09   | 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      | $57824.10     | 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      | $3141.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                       | Constellation Brands, Inc., Class A                                                    | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Short            | EC               | CORP              | US        |       -5370 | NS      | $-873591.60   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation, Inc.                                            | Onto Innovation, Inc.                                                                  | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |        5725 | NS      | $577824.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -38 | NC      | $-125598.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Signify NV                                                       | Signify NV                                                                             | CUSIP: N/A<br>LEI: 549300072P3J1X8NZO35       | Long             | EC               | CORP              | NL        |       13892 | NS      | $377202.41    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Nippon Paint Holdings Co. Ltd.                                   | Nippon Paint Holdings Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 529900RYRJUN78A7PL87       | Short            | EC               | CORP              | JP        |      -62000 | NS      | $-498620.43   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Commerce Bancshares, Inc.                                        | Commerce Bancshares, Inc.                                                              | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11801 | NS      | $733668.17    | 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      | $-20363.13    | -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      | $13416.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          30 | NC      | $108778.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza, Inc.                                             | Domino's Pizza, Inc.                                                                   | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        1604 | NS      | $722762.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                                        | PVH Corp.                                                                              | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Short            | EC               | CORP              | US        |       -6486 | NS      | $-444939.60   | -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      | $-16750.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | WTI Crude Oil                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         396 | NC      | $-74214.02    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy, Inc.                                                 | PBF Energy, Inc., Class A                                                              | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |        7738 | NS      | $167682.46    | 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      | $14792.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamato Holdings Co. Ltd.                                         | Yamato Holdings Co. Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -14200 | NS      | $-190049.41   | -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      | $57583.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    35200000 | PA      | $15422.45     | 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      | $66807.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          47 | NC      | $109679.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          21 | NC      | $27649.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          24 | NC      | $72705.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | FTSE 100 Index                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         113 | NC      | $-35241.82    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -102 | NC      | $27895.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt, Inc.                                            | Leggett & Platt, Inc.                                                                  | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Short            | EC               | CORP              | US        |      -17471 | NS      | $-155841.32   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Mont Belvieu Propane                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          20 | NC      | $-71698.18    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    93000000 | PA      | $-51599.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    35500000 | PA      | $-101374.12   | -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      | $-6033.92     | -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      | $15392.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                                                        | Endesa SA                                                                              | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |        2873 | NS      | $91002.49     | 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      | $-7324.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    37000000 | PA      | $22734.96     | 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      | $-485.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Corp.                                                      | Tokyu Corp.                                                                            | CUSIP: N/A<br>LEI: 3538005PGNIBTZYXAE45       | Long             | EC               | CORP              | JP        |       43900 | NS      | $522240.26    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -2 | NC      | $7657.82      | 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      | $36279.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Financial, Inc.                                         | Flagstar Financial, Inc.                                                               | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Short            | EC               | CORP              | US        |      -33455 | NS      | $-354623.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797QG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    48383000 | PA      | $47741382.88  | 7.49%             | 2025-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3.32        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   638100000 | PA      | $-3641.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| API Group Corp.                                                  | API Group Corp.                                                                        | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Short            | EC               | CORP              | US        |      -13068 | NS      | $-667121.40   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| SentinelOne, Inc.                                                | SentinelOne, Inc., Class A                                                             | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Long             | EC               | CORP              | US        |       24184 | NS      | $442083.52    | 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      | $66792.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    18400000 | PA      | $9327.86      | 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      | $2397.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valley National Bancorp                                          | Valley National Bancorp                                                                | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Short            | EC               | CORP              | US        |     -220123 | NS      | $-1965698.39  | -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      | $1307.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                      | Cie Financiere Richemont SA (Registered)                                               | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Short            | EC               | CORP              | CH        |       -5007 | NS      | $-947489.02   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                      | Apple, Inc.                                                                            | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Short            | EC               | CORP              | US        |       -3160 | NS      | $-648337.20   | -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      | $3638.57      | 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      | $-44401.80    | -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      | $-25781.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corp.                                                   | Obayashi Corp.                                                                         | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |       31600 | NS      | $478797.51    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                      | Avnet, Inc.                                                                            | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Short            | EC               | CORP              | US        |      -20508 | NS      | $-1088564.64  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2800000 | PA      | $88187.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollarama, Inc.                                                  | Dollarama, Inc.                                                                        | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |        1143 | NS      | $161048.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma, Inc.                                            | Astellas Pharma, Inc.                                                                  | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |      107400 | NS      | $1051548.53   | 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      | $-9566.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                | CNH Industrial NV                                                                      | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |       11195 | NS      | $145087.20    | 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      | $-47150.61    | -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      | $3049.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    71500000 | PA      | $11820.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -4 | NC      | $-6821.76     | -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      | $47686.93     | 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      | $-28951.06    | -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      | $-9548.69     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SCOR SE                                                          | SCOR SE                                                                                | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | EC               | CORP              | FR        |       14628 | NS      | $485826.03    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Azimut Holding SpA                                               | Azimut Holding SpA                                                                     | CUSIP: N/A<br>LEI: 81560025690EF8540635       | Long             | EC               | CORP              | IT        |       14606 | NS      | $468581.35    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -15 | NC      | $-8816.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.                                      | Huntington Bancshares, Inc.                                                            | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Short            | EC               | CORP              | US        |      -61759 | NS      | $-1035080.84  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Capcom Co. Ltd.                                                  | Capcom Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |       50000 | NS      | $1707574.71   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                              | MTU Aero Engines AG                                                                    | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Short            | EC               | CORP              | DE        |        -404 | NS      | $-179478.42   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                    | MetLife, Inc.                                                                          | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       13363 | NS      | $1074652.46   | 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      | $5131.78      | 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      | $43076.62     | 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      | $-20475.17    | -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      | $-4423.99     | -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      | $46894.01     | 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      | $-7810.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc.                                                            | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Short            | EC               | CORP              | US        |      -19089 | NS      | $-541936.71   | -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      | $-2311.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $-5852.97     | -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      | $-11354.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          13 | NC      | $16617.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1098100000 | PA      | $583141.35    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BKW AG                                                           | BKW AG                                                                                 | CUSIP: N/A<br>LEI: 549300IE30SKTUO98Q38       | Short            | EC               | CORP              | CH        |        -375 | NS      | $-82218.61    | -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      | $185.14       | 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      | $36468.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Union Co. (The)                                          | Western Union Co. (The)                                                                | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      109049 | NS      | $918192.58    | 0.14%             |  |  |  | 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        |      100200 | NS      | $895871.96    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -28 | NC      | $-59135.27    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                   | Alimentation Couche-Tard, Inc.                                                         | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Short            | EC               | CORP              | CA        |       -8953 | NS      | $-445036.59   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Aurizon Holdings Ltd.                                            | Aurizon Holdings Ltd.                                                                  | CUSIP: N/A<br>LEI: 5299005PC1O6NOWL3H48       | Short            | EC               | CORP              | AU        |      -41903 | NS      | $-83582.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                  | Federal Realty Investment Trust                                                        | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Short            | EC               | CORP              | US        |       -3053 | NS      | $-290004.47   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp.                                               | Toyota Motor Corp.                                                                     | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Short            | EC               | CORP              | JP        |     -107600 | NS      | $-1853193.93  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                            | Coinbase Global, Inc., Class A                                                         | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |         803 | NS      | $281443.47    | 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      | $-349.28      | -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      | $30410.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| easyJet plc                                                      | easyJet plc                                                                            | CUSIP: N/A<br>LEI: 2138001S47XKWIB7TH90       | Long             | EC               | CORP              | GB        |      146094 | NS      | $1069161.42   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining plc                                             | Endeavour Mining plc                                                                   | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |       10506 | NS      | $322733.76    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SARON                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         179 | NC      | $-75597.05    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                                            | Clearway Energy, Inc., Class C                                                         | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Short            | EC               | CORP              | US        |      -17733 | NS      | $-567456.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co. (The)                                                 | Kroger Co. (The)                                                                       | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Short            | EC               | CORP              | US        |       -7661 | NS      | $-549523.53   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties, Inc.                                      | Healthpeak Properties, Inc.                                                            | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Short            | EC               | CORP              | US        |      -15789 | NS      | $-276465.39   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                                               | Poste Italiane SpA                                                                     | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |       63680 | NS      | $1368219.67   | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                        | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        1085 | NS      | $767908.75    | 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      | $3969.48      | 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      | $1355.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aalberts NV                                                      | Aalberts NV                                                                            | CUSIP: N/A<br>LEI: 549300EMP9DT6Q35HZ31       | Short            | EC               | CORP              | NL        |       -4566 | NS      | $-165833.98   | -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      | $-2233.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Phelix De Base Electricity                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | DE        |           1 | NC      | $-12505.72    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2700000 | PA      | $85061.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   116800000 | PA      | $-736.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ypsomed Holding AG                                               | Ypsomed Holding AG (Registered)                                                        | CUSIP: N/A<br>LEI: 391200QLIOTTBNPNSI14       | Long             | EC               | CORP              | CH        |         348 | NS      | $185781.84    | 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      | $1824.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | KOSPI 200 Index                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KR        |         241 | NC      | $1131180.63   | 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      | $-224542.68   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Auto Trader Group plc                                            | Auto Trader Group plc                                                                  | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Short            | EC               | CORP              | GB        |      -21070 | NS      | $-238655.60   | -0.04%            |  |  |  | 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      | $2586.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                  | Whirlpool Corp.                                                                        | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Short            | EC               | CORP              | US        |       -6920 | NS      | $-701826.40   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    13200000 | PA      | $18788.52     | 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      | $-2639.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Confluent, Inc.                                                  | Confluent, Inc., Class A                                                               | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Short            | EC               | CORP              | US        |      -13103 | NS      | $-326657.79   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                                        | MGM Resorts International                                                              | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |       28588 | NS      | $983141.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          13 | NC      | $21814.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                                       | Prudential Financial, Inc.                                                             | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Short            | EC               | CORP              | US        |      -18845 | NS      | $-2024706.80  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp.                                                 | Mitsubishi Corp.                                                                       | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Short            | EC               | CORP              | JP        |      -65800 | NS      | $-1314807.94  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                      | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Short            | EC               | CORP              | GB        |      -83654 | NS      | $-1011894.81  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd.                                                   | REA Group Ltd.                                                                         | CUSIP: N/A<br>LEI: 894500KA4UBDATOFPN36       | Long             | EC               | CORP              | AU        |        3027 | NS      | $479352.29    | 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      | $-9106.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Americold Realty Trust, Inc.                                     | Americold Realty Trust, Inc.                                                           | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Short            | EC               | CORP              | US        |       -8655 | NS      | $-143932.65   | -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      | $6087.74      | 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      | $-63521.59    | -0.01%            |  |  |  | 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        |      -18660 | NS      | $-694044.09   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| U-Haul Holding Co.                                               | U-Haul Holding Co.                                                                     | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Short            | EC               | CORP              | US        |        -592 | NS      | $-35851.52    | -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      | $-2313.57     | -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        |        7873 | NS      | $547233.39    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6600000 | PA      | $53281.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                              | Omnicom Group, Inc.                                                                    | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Short            | EC               | CORP              | US        |       -9980 | NS      | $-717961.20   | -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      | $37368.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Baker Hughes Co.                                                 | Baker Hughes Co., Class A                                                              | CUSIP: 05722G100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -29287 | NS      | $-1122863.58  | -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      | $73412.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           2 | NC      | $2836.74      | 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      | $-14169.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                 | AutoNation, Inc.                                                                       | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2645 | NS      | $525429.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp. plc                                       | Gates Industrial Corp. plc                                                             | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |       16643 | NS      | $383288.29    | 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      | $-454.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd.                                           | Julius Baer Group Ltd.                                                                 | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Short            | EC               | CORP              | CH        |      -27972 | NS      | $-1897476.22  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    26700000 | PA      | $-126759.97   | -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      | $1099.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corp.                                                        | TDK Corp.                                                                              | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |       81600 | NS      | $952480.61    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                             | ENEOS Holdings, Inc.                                                                   | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Short            | EC               | CORP              | JP        |     -269800 | NS      | $-1337353.56  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          28 | NC      | $69407.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          14 | NC      | $40518.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    35100000 | PA      | $399098.81    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                      | Amgen, Inc.                                                                            | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        4449 | NS      | $1242205.29   | 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      | $-1747.50     | -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      | $2277.76      | 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      | $-4121.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                                | Fidelity National Financial, Inc.                                                      | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Short            | EC               | CORP              | US        |       -4598 | NS      | $-257763.88   | -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      | $1554.43      | 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      | $29592.77     | 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      | $46697.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Ethanol                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         -10 | NC      | $-17419.07    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Valterra Platinum Ltd.                                           | Valterra Platinum Ltd.                                                                 | CUSIP: N/A<br>LEI: 529900RORCZ0E5S5FX81       | Short            | EC               | CORP              | ZA        |          -3 | NS      | $-118.90      | -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        |       12200 | NS      | $604867.52    | 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      | $32356.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Japan 10 Year Bond                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |         -18 | NC      | $-50350.26    | -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      | $-18414.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Short            | EC               | CORP              | US        |      -11464 | NS      | $-918495.68   | -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      | $5715.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -13 | NC      | $-34247.59    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                                        | Comfort Systems USA, Inc.                                                              | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |        4446 | NS      | $2383989.66   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX Corp.                                                       | ORIX Corp.                                                                             | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |       89000 | NS      | $2008434.28   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co. Ltd.                                                 | Daifuku Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 3538006FG1W4X3MYHL36       | Short            | EC               | CORP              | JP        |      -11800 | NS      | $-303566.19   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                | Algonquin Power & Utilities Corp.                                                      | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Short            | EC               | CORP              | CA        |      -64157 | NS      | $-367015.26   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           6 | NC      | $33555.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron, Inc.                                                    | Textron, Inc.                                                                          | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |        8964 | NS      | $719719.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Helvetia Holding AG                                              | Helvetia Holding AG (Registered)                                                       | CUSIP: N/A<br>LEI: 529900SUJBXTORH0LT80       | Short            | EC               | CORP              | CH        |       -2794 | NS      | $-655964.84   | -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      | $-1746.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -4 | NC      | $5730.28      | 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      | $4871.78      | 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      | $-20424.74    | -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      | $-2567.43     | -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      | $4838.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tecan Group AG                                                   | Tecan Group AG (Registered)                                                            | CUSIP: N/A<br>LEI: 529900CSN9R3BLETSL26       | Short            | EC               | CORP              | CH        |       -2915 | NS      | $-596546.22   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3900000 | PA      | $161428.20    | 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      | $2747.08      | 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      | $3622.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           4 | NC      | $39376.95     | 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      | $-7350.70     | -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      | $-6959.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                                                 | Elia Group SA/NV                                                                       | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Short            | EC               | CORP              | BE        |        -722 | NS      | $-83386.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WSP Global, Inc.                                                 | WSP Global, Inc.                                                                       | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Short            | EC               | CORP              | CA        |       -2111 | NS      | $-430602.14   | -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      | $133865.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Graphic Packaging Holding Co.                                    | Graphic Packaging Holding Co.                                                          | CUSIP: 388689101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -107025 | NS      | $-2255016.75  | -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      | $-33619.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GATX Corp.                                                       | GATX Corp.                                                                             | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Short            | EC               | CORP              | US        |       -6504 | NS      | $-998754.24   | -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      | $5308.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON EXPRESS HOLDINGS, Inc.                                    | NIPPON EXPRESS HOLDINGS, Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       91000 | NS      | $1825497.86   | 0.29%             |  |  |  | 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        |      -66900 | NS      | $-1266745.40  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Alcoa Corp.                                                      | Alcoa Corp.                                                                            | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       18486 | NS      | $545521.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       36343 | NS      | $1719750.76   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    11000000 | PA      | $-5266.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -4 | NC      | $-77.52       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    46500000 | PA      | $11532.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                                                 | BorgWarner, Inc.                                                                       | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Short            | EC               | CORP              | US        |      -15639 | NS      | $-523593.72   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                                     | CF Industries Holdings, Inc.                                                           | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        2442 | NS      | $224664.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp.                                                      | Inpex Corp.                                                                            | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |      103900 | NS      | $1458461.80   | 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      | $-92000.02    | -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      | $41213.45     | 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      | $-76542.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Rivian Automotive, Inc.                                          | Rivian Automotive, Inc., Class A                                                       | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |       70008 | NS      | $961909.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                                                     | Evergy, Inc.                                                                           | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       21862 | NS      | $1506947.66   | 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      | $-3020.30     | -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      | $1093.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutanix, Inc.                                                    | Nutanix, Inc., Class A                                                                 | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |       19795 | NS      | $1513129.80   | 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      | $269.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MINEBEA MITSUMI, Inc.                                            | MINEBEA MITSUMI, Inc.                                                                  | CUSIP: N/A<br>LEI: 353800CCB0CZ75YZ4010       | Short            | EC               | CORP              | JP        |     -110500 | NS      | $-1615922.95  | -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      | $30439.38     | 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      | $4194.93      | 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      | $761.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Selective Insurance Group, Inc.                                  | Selective Insurance Group, Inc.                                                        | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |        5390 | NS      | $467043.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.                                      | Halozyme Therapeutics, Inc.                                                            | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |       27034 | NS      | $1406308.68   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Crude Oil                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          18 | NC      | $-582.76      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hydro One Ltd.                                                   | Hydro One Ltd.                                                                         | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Short            | EC               | CORP              | CA        |      -19062 | NS      | $-686889.91   | -0.11%            |  |  |  | Yes           |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16005.28     | 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      | $2272.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                      | Marsh & McLennan Cos., Inc.                                                            | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Short            | EC               | CORP              | US        |       -5208 | NS      | $-1138677.12  | -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      | $13236.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMerieux                                                       | BioMerieux                                                                             | CUSIP: N/A<br>LEI: 549300AK8Y0LBIQ4T071       | Short            | EC               | CORP              | FR        |       -1357 | NS      | $-187695.67   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Group Ltd.                                             | Endeavour Group Ltd.                                                                   | CUSIP: N/A<br>LEI: 254900JAN9FOLMWAD533       | Short            | EC               | CORP              | AU        |     -222197 | NS      | $-586519.31   | -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      | $7990.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Copart, Inc.                                                     | Copart, Inc.                                                                           | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Short            | EC               | CORP              | US        |      -16825 | NS      | $-825602.75   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Intecc Co. Ltd.                                            | Asahi Intecc Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800J3AV2SCNIO8L39       | Long             | EC               | CORP              | JP        |       44200 | NS      | $699244.64    | 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      | $1954.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  9875000000 | PA      | $-47472.51    | -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      | $-4275.58     | -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      | $-1742.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                                        | Safran SA                                                                              | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |        2504 | NS      | $816615.02    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore plc                                                     | Glencore plc                                                                           | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Short            | EC               | CORP              | JE        |     -163544 | NS      | $-637272.52   | -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      | $4640.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                          | Eni SpA                                                                                | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Short            | EC               | CORP              | IT        |       -4824 | NS      | $-77927.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Graco, Inc.                                                      | Graco, Inc.                                                                            | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       10305 | NS      | $885920.85    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    52800000 | PA      | $-13049.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Centrica plc                                                     | Centrica plc                                                                           | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |      750903 | NS      | $1666083.60   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corp.                                                      | Tosoh Corp.                                                                            | CUSIP: N/A<br>LEI: 529900YSLFVJF2MDBX02       | Short            | EC               | CORP              | JP        |      -15600 | NS      | $-228285.59   | -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      | $-352.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TransUnion                                                       | TransUnion                                                                             | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |        4942 | NS      | $434896.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co., Inc.                                  | Simpson Manufacturing Co., Inc.                                                        | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Short            | EC               | CORP              | US        |       -6505 | NS      | $-1010291.55  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding plc                                 | Sensata Technologies Holding plc                                                       | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Short            | EC               | CORP              | GB        |      -36440 | NS      | $-1097208.40  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                               | Credit Agricole SA                                                                     | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Short            | EC               | CORP              | FR        |       -5914 | NS      | $-111882.76   | -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      | $226995.99    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro, Inc.                                                | Trend Micro, Inc.                                                                      | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |        7600 | NS      | $525660.53    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -33 | NC      | $-837354.44   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                                      | Equinor ASA                                                                            | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |       20980 | NS      | $529830.07    | 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      | $-76338.91    | -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      | $-46353.03    | -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      | $163.70       | 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      | $-4015.95     | -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      | $-17318.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -19 | NC      | $41669.81     | 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      | $-6731.55     | -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        |      -18273 | NS      | $-78019.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           4 | NC      | $40177.48     | 0.01%             |  |  |  | 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        |        7637 | NS      | $695807.07    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rational AG                                                      | Rational AG                                                                            | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Long             | EC               | CORP              | DE        |         139 | NS      | $116801.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    30200000 | PA      | $496650.84    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                    | Paychex, Inc.                                                                          | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Short            | EC               | CORP              | US        |       -9356 | NS      | $-1360923.76  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5400000 | PA      | $-21894.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santos Ltd.                                                      | Santos Ltd.                                                                            | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |       45660 | NS      | $230211.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   223800000 | PA      | $25699.59     | 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      | $-530.28      | -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        |      -24100 | NS      | $-593943.95   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                      | Acadia Healthcare Co., Inc.                                                            | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Short            | EC               | CORP              | US        |       -5256 | NS      | $-119258.64   | -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      | $-17319.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yara International ASA                                           | Yara International ASA                                                                 | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               | CORP              | NO        |        2708 | NS      | $99932.45     | 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      | $-63548.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SouthState Corp.                                                 | SouthState Corp.                                                                       | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Short            | EC               | CORP              | US        |      -10276 | NS      | $-945700.28   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings, Inc.                                           | Generac Holdings, Inc.                                                                 | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Short            | EC               | CORP              | US        |       -8235 | NS      | $-1179334.35  | -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      | $-31729.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                                      | Bayerische Motoren Werke AG                                                            | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Short            | EC               | CORP              | DE        |      -19869 | NS      | $-1769520.40  | -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      | $8296.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3600000 | PA      | $-6791.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                                   | SoftBank Corp.                                                                         | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |     1416700 | NS      | $2194399.74   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Corp.                                              | First Horizon Corp.                                                                    | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       17560 | NS      | $372272.00    | 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      | $11748.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Celsius Holdings, Inc.                                           | Celsius Holdings, Inc.                                                                 | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19229 | NS      | $892033.31    | 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      | $-480.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                                         | Volvo AB, Class B                                                                      | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |        4203 | NS      | $118262.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -15 | NC      | $-51049.81    | -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      | $-22105.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ferguson Enterprises, Inc.                                       | Ferguson Enterprises, Inc.                                                             | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |        5064 | NS      | $1102686.00   | 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      | $-4169.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                                     | KBC Group NV                                                                           | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Short            | EC               | CORP              | BE        |      -11373 | NS      | $-1173803.07  | -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      | $44818.56     | 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      | $224414.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap-on, Inc.                                                    | Snap-on, Inc.                                                                          | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Short            | EC               | CORP              | US        |       -1912 | NS      | $-594976.16   | -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      | $4195.13      | 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      | $57821.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                   | AIA Group Ltd.                                                                         | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |       56600 | NS      | $512707.91    | 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      | $5592.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 3M Co.                                                           | 3M Co.                                                                                 | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |        7335 | NS      | $1116680.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                                         | Diamondback Energy, Inc.                                                               | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Short            | EC               | CORP              | US        |      -10099 | NS      | $-1387602.60  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                                     | Mondelez International, Inc., Class A                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Short            | EC               | CORP              | US        |      -22556 | NS      | $-1521176.64  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                                     | LyondellBasell Industries NV, Class A                                                  | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Short            | EC               | CORP              | NL        |       -8061 | NS      | $-466409.46   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg A/S                                                    | Carlsberg A/S, Class B                                                                 | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |        5601 | NS      | $793568.66    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                   | Tapestry, Inc.                                                                         | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       14685 | NS      | $1289489.85   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                                        | ITT, Inc.                                                                              | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |        7283 | NS      | $1142192.89   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                                   | Texas Capital Bancshares, Inc.                                                         | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |        7564 | NS      | $600581.60    | 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      | $8267.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Interpump Group SpA                                              | Interpump Group SpA                                                                    | CUSIP: N/A<br>LEI: 815600C79D0F31F4D395       | Short            | EC               | CORP              | IT        |       -2494 | NS      | $-103781.19   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                 | TotalEnergies SE                                                                       | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |        9825 | NS      | $600530.14    | 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      | $34876.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                     | Pfizer, Inc.                                                                           | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Short            | EC               | CORP              | US        |      -31050 | NS      | $-752652.00   | -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      | $-564.58      | -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      | $5387.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -4 | NC      | $5290.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $6872.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shizuoka Financial Group, Inc.                                   | Shizuoka Financial Group, Inc.                                                         | CUSIP: N/A<br>LEI: 353800MNO5C8V2SHGA81       | Long             | EC               | CORP              | JP        |      130100 | NS      | $1513724.04   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance, Inc.                                                   | Reliance, Inc.                                                                         | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Short            | EC               | CORP              | US        |       -3026 | NS      | $-949861.40   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Beiersdorf AG                                                    | Beiersdorf AG                                                                          | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Short            | EC               | CORP              | DE        |      -14516 | NS      | $-1824631.66  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Kone OYJ                                                         | Kone OYJ, Class B                                                                      | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |       10881 | NS      | $716848.16    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          12 | NC      | $46759.66     | 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      | $-1755.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                         | Engie SA                                                                               | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |       48147 | NS      | $1131589.49   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1700000 | PA      | $-5202.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Edenred SE                                                       | Edenred SE                                                                             | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Short            | EC               | CORP              | FR        |      -20678 | NS      | $-642269.30   | -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      | $-563.97      | -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      | $11168.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    34000000 | PA      | $-2653.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                   | Lonza Group AG (Registered)                                                            | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |        1869 | NS      | $1336640.52   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          29 | NC      | $974822.07    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre, Inc.                                               | MercadoLibre, Inc.                                                                     | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         540 | NS      | $1411360.20   | 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      | $76826.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                                  | TC Energy Corp.                                                                        | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Short            | EC               | CORP              | CA        |      -33719 | NS      | $-1646145.86  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      600000 | PA      | $-7260.01     | -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      | $-5921.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    90400000 | PA      | $-931527.22   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -9 | NC      | $-35134.66    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          17 | NC      | $20358.18     | 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      | $1580.32      | 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      | $-15587.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone, Inc.                                                 | Blackstone, Inc.                                                                       | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Short            | EC               | CORP              | US        |      -26316 | NS      | $-3936347.28  | -0.62%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $384.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott Vacations Worldwide Corp.                               | Marriott Vacations Worldwide Corp.                                                     | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Short            | EC               | CORP              | US        |       -5835 | NS      | $-421928.85   | -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      | $40669.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                        | Nestle SA (Registered)                                                                 | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Short            | EC               | CORP              | CH        |      -31414 | NS      | $-3123380.07  | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Australia 10 Year Bond                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         166 | NC      | $99376.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -23 | NC      | $-30915.52    | -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        |         856 | NC      | $118807.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp.                                                      | Loews Corp.                                                                            | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Short            | EC               | CORP              | US        |      -10580 | NS      | $-969762.80   | -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      | $-78.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd.                                                 | Coles Group Ltd.                                                                       | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |        8504 | NS      | $116607.86    | 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      | $3849.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                     | Hasbro, Inc.                                                                           | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |        6309 | NS      | $465730.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                            | NXP Semiconductors NV                                                                  | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Short            | EC               | CORP              | NL        |       -6481 | NS      | $-1416033.69  | -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      | $226984.19    | 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      | $2375.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Holdings, Inc.                                           | OneMain Holdings, Inc.                                                                 | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |        7192 | NS      | $409944.00    | 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      | $993.20       | 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      | $46725.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital Power Corp.                                              | Capital Power Corp.                                                                    | CUSIP: 14042M102<br>LEI: 549300QRKTEXGXYVPO80 | Long             | EC               | CORP              | CA        |        2668 | NS      | $107366.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     9900000 | PA      | $186186.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                            | Kongsberg Gruppen ASA                                                                  | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |       55250 | NS      | $2142435.31   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-445.70      | -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      | $-3344.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                 | Coca-Cola HBC AG                                                                       | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |        3329 | NS      | $173915.74    | 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      | $11544.26     | 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      | $38678.99     | 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      | $602.02       | 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      | $346.77       | 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      | $1695.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                        | QIAGEN NV                                                                              | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Short            | EC               | CORP              | NL        |      -10888 | NS      | $-524579.70   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp.                                                      | Intel Corp.                                                                            | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Short            | EC               | CORP              | US        |      -51157 | NS      | $-1145916.80  | -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      | $1822.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STERIS plc                                                       | STERIS plc                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |        2487 | NS      | $597427.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Unipol Assicurazioni SpA                                         | Unipol Assicurazioni SpA                                                               | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |       68641 | NS      | $1359419.28   | 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      | $-2781.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Power Integrations, Inc.                                         | Power Integrations, Inc.                                                               | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Short            | EC               | CORP              | US        |       -9083 | NS      | $-507739.70   | -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      | $5626.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ricoh Co. Ltd.                                                   | Ricoh Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Short            | EC               | CORP              | JP        |      -59900 | NS      | $-565300.52   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                | Brink's Co. (The)                                                                      | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Short            | EC               | CORP              | US        |       -2710 | NS      | $-241975.90   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    31000000 | PA      | $25196.69     | 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      | $431743.86    | 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      | $58311.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP SA                                                           | EDP SA                                                                                 | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Short            | EC               | CORP              | PT        |      -44652 | NS      | $-193980.71   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                                             | HCA Healthcare, Inc.                                                                   | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        3117 | NS      | $1194122.70   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaztransport Et Technigaz SA                                     | Gaztransport Et Technigaz SA                                                           | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               | CORP              | FR        |        5943 | NS      | $1175663.48   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                     | Ecolab, Inc.                                                                           | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |        5819 | NS      | $1567871.36   | 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      | $58317.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Synaptics, Inc.                                                  | Synaptics, Inc.                                                                        | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Short            | EC               | CORP              | US        |       -1823 | NS      | $-118166.86   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Ashland, Inc.                                                    | Ashland, Inc.                                                                          | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Short            | EC               | CORP              | US        |       -2607 | NS      | $-131079.96   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          48 | NC      | $46703.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IHI Corp.                                                        | IHI Corp.                                                                              | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |       18900 | NS      | $2044295.18   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co. Ltd.                                                    | Obic Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       42200 | NS      | $1640950.11   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Hirose Electric Co. Ltd.                                         | Hirose Electric Co. Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        9500 | NS      | $1146631.01   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| West Japan Railway Co.                                           | West Japan Railway Co.                                                                 | CUSIP: N/A<br>LEI: 353800QGUXHZ7EBCR121       | Short            | EC               | CORP              | JP        |      -85400 | NS      | $-1952335.66  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         434 | NC      | $-27040.67    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1700000 | PA      | $4214.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                             | Dassault Aviation SA                                                                   | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |        3475 | NS      | $1228663.08   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CBOE Volatility Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          69 | NC      | $-15043.49    | -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      | $57264.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                            | Elevance Health, Inc.                                                                  | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        1730 | NS      | $672900.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    32700000 | PA      | $-12670.40    | -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      | $-3388.38     | -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      | $-12480.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797PF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     5373000 | PA      | $5358702.61   | 0.84%             | 2025-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                                      | Masco Corp.                                                                            | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |        8292 | NS      | $533673.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                                         | Intuitive Surgical, Inc.                                                               | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        2884 | NS      | $1567194.44   | 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      | $12734.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | S&P/TSX 60 Index                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |         125 | NC      | $378546.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -1 | NC      | $-3997.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                                   | EchoStar Corp., Class A                                                                | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Short            | EC               | CORP              | US        |      -29815 | NS      | $-825875.50   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4600000 | PA      | $59271.03     | 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      | $-4338.02     | -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      | $-14166.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    10600000 | PA      | $-3215.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SGX FTSE Taiwan Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |          57 | NC      | $10828.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp, Inc.                                          | East West Bancorp, Inc.                                                                | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20455 | NS      | $2065545.90   | 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      | $40472.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                             | Mitsubishi UFJ Financial Group, Inc.                                                   | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Short            | EC               | CORP              | JP        |      -44300 | NS      | $-603968.13   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                           | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        4504 | NS      | $836032.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                                                        | ATI, Inc.                                                                              | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Short            | EC               | CORP              | US        |       -2438 | NS      | $-210496.92   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -16 | NC      | $31121.12     | 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      | $13606.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          13 | NC      | $26629.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global, Inc.                                                  | RB Global, Inc.                                                                        | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Short            | EC               | CORP              | CA        |       -5135 | NS      | $-545533.65   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Seibu Holdings, Inc.                                             | Seibu Holdings, Inc.                                                                   | CUSIP: N/A<br>LEI: 353800JY9TYV9WTCN620       | Long             | EC               | CORP              | JP        |       20800 | NS      | $745426.42    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Lancaster Colony Corp.                                           | Lancaster Colony Corp.                                                                 | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |         469 | NS      | $81029.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                               | RH                                                                                     | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Short            | EC               | CORP              | US        |       -6646 | NS      | $-1256160.46  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Live Cattle                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         230 | NC      | $358667.85    | 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      | $-26536.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Wheat                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          93 | NC      | $-80251.54    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Etsy, Inc.                                                       | Etsy, Inc.                                                                             | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |        1626 | NS      | $81560.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NASDAQ 100 E-Mini Index                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          27 | NC      | $494322.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $17289.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                       | Lamb Weston Holdings, Inc.                                                             | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Short            | EC               | CORP              | US        |      -12979 | NS      | $-672961.15   | -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      | $2933.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackrock, Inc.                                                  | Blackrock, Inc.                                                                        | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Short            | EC               | CORP              | US        |        -364 | NS      | $-381927.00   | -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      | $-16614.58    | -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      | $-1677.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                          | Arrow Electronics, Inc.                                                                | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |        4896 | NS      | $623897.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain SA                                           | Cie de Saint-Gobain SA                                                                 | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Short            | EC               | CORP              | FR        |      -15915 | NS      | $-1869618.53  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          15 | NC      | $-51119.30    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Brenntag SE                                                      | Brenntag SE                                                                            | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Short            | EC               | CORP              | DE        |      -20224 | NS      | $-1339839.40  | -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      | $-2094.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -6 | NC      | $-32906.12    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     6091500 | PA      | $-38220.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                              | Union Pacific Corp.                                                                    | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        6371 | NS      | $1465839.68   | 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      | $-8420.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Corn                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -202 | NC      | $88235.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GN Store Nord A/S                                                | GN Store Nord A/S                                                                      | CUSIP: N/A<br>LEI: 5493008U3H3W0NKPFL10       | Short            | EC               | CORP              | DK        |       -6274 | NS      | $-96796.61    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                                | Dollar Tree, Inc.                                                                      | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       11286 | NS      | $1117765.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group, Inc.                                           | WEC Energy Group, Inc.                                                                 | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |        7653 | NS      | $797442.60    | 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      | $-322.47      | -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      | $10694.44     | 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      | $-2298.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2900000 | PA      | $5992.50      | 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        |        3268 | NS      | $648240.48    | 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      | $2932.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                           | Northrop Grumman Corp.                                                                 | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Short            | EC               | CORP              | US        |       -2022 | NS      | $-1010959.56  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   610000000 | PA      | $-2171.01     | -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      | $-23361.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                         | Marathon Petroleum Corp.                                                               | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        1618 | NS      | $268765.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group, Inc.                                                | Lucid Group, Inc.                                                                      | CUSIP: 549498103<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | EC               | CORP              | US        |      136936 | NS      | $288934.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -13 | NC      | $-23927.78    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Descartes Systems Group, Inc. (The)                              | Descartes Systems Group, Inc. (The)                                                    | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Short            | EC               | CORP              | CA        |       -3408 | NS      | $-346193.24   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| AGC, Inc.                                                        | AGC, Inc.                                                                              | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Short            | EC               | CORP              | JP        |      -26700 | NS      | $-783263.03   | -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      | $-3836.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           7 | NC      | $16894.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           4 | NC      | $-7082.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials, Inc.                                  | Martin Marietta Materials, Inc.                                                        | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Short            | EC               | CORP              | US        |       -4096 | NS      | $-2248540.16  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          13 | NC      | $46535.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          16 | NC      | $15472.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Severn Trent plc                                                 | Severn Trent plc                                                                       | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Short            | EC               | CORP              | GB        |      -10216 | NS      | $-383837.52   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -12 | NC      | $-4287.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pearson plc                                                      | Pearson plc                                                                            | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |       17892 | NS      | $263567.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| First Financial Bankshares, Inc.                                 | First Financial Bankshares, Inc.                                                       | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Short            | EC               | CORP              | US        |      -12147 | NS      | $-437049.06   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    93000000 | PA      | $-51599.80    | -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      | $198.19       | 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      | $-20721.92    | -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      | $-46363.78    | -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      | $445.35       | 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      | $-18687.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          32 | NC      | $24889.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          38 | NC      | $50723.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                                        | WESCO International, Inc.                                                              | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |        6860 | NS      | $1270472.00   | 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      | $-846.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Finning International, Inc.                                      | Finning International, Inc.                                                            | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |       18751 | NS      | $801676.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                                           | Booking Holdings, Inc.                                                                 | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         327 | NS      | $1893081.48   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                                       | Occidental Petroleum Corp.                                                             | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Short            | EC               | CORP              | US        |       -7395 | NS      | $-310663.95   | -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      | $2374.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   521600000 | PA      | $31821.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -20 | NC      | $-9059.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3100000 | PA      | $-3777.65     | -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      | $54.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                     | NetApp, Inc.                                                                           | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        8095 | NS      | $862522.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets, Inc.                                           | Tradeweb Markets, Inc., Class A                                                        | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4303 | NS      | $629959.20    | 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      | $1304.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIDEC Corp.                                                      | NIDEC Corp.                                                                            | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Short            | EC               | CORP              | JP        |      -32300 | NS      | $-627689.11   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      700000 | PA      | $-8464.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | Intercontinental Exchange, Inc.                                                        | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Short            | EC               | CORP              | US        |       -6491 | NS      | $-1190903.77  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Atco Ltd.                                                        | Atco Ltd., Class I                                                                     | CUSIP: 046789400<br>LEI: 5299005SPZ1QYL51JD25 | Long             | EC               | CORP              | CA        |        6918 | NS      | $257973.96    | 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      | $3440.61      | 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      | $3053.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      800000 | PA      | $-4922.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          12 | NC      | $-76736.76    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Moncler SpA                                                      | Moncler SpA                                                                            | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Short            | EC               | CORP              | IT        |      -16172 | NS      | $-922475.42   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Allison Transmission Holdings, Inc.                              | Allison Transmission Holdings, Inc.                                                    | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |       11774 | NS      | $1118412.26   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   324000000 | PA      | $131890.37    | 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      | $-33486.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                                | Nintendo Co. Ltd.                                                                      | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Short            | EC               | CORP              | JP        |      -16500 | NS      | $-1584492.38  | -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      | $2397.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -21 | NC      | $-30169.29    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $3335.43      | 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      | $-28947.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Astera Labs, Inc.                                                | Astera Labs, Inc.                                                                      | CUSIP: 04626A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4156 | NS      | $375785.52    | 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      | $-4571.99     | -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      | $-18481.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                   | NNN REIT, Inc.                                                                         | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Short            | EC               | CORP              | US        |       -2568 | NS      | $-110886.24   | -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      | $-368870.02   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    19800000 | PA      | $-12535.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PTC, Inc.                                                        | PTC, Inc.                                                                              | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Short            | EC               | CORP              | US        |       -3991 | NS      | $-687808.94   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co.                                           | Becton Dickinson & Co.                                                                 | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Short            | EC               | CORP              | US        |       -3568 | NS      | $-614588.00   | -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      | $4918.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 90-Day Australian Bank Bill                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         299 | NC      | $116266.84    | 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      | $-476.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Lean Hogs                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          99 | NC      | $-182783.89   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                                              | Lithia Motors, Inc., Class A                                                           | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Short            | EC               | CORP              | US        |       -1273 | NS      | $-430044.86   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Yamazaki Baking Co. Ltd.                                         | Yamazaki Baking Co. Ltd.                                                               | CUSIP: 984632109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       31600 | NS      | $707367.65    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SGH Ltd.                                                         | SGH Ltd.                                                                               | CUSIP: N/A<br>LEI: 254900DME8O9GCK94794       | Long             | EC               | CORP              | AU        |        6805 | NS      | $242354.16    | 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      | $-1657.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    27000000 | PA      | $58699.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd.                                       | Kawasaki Kisen Kaisha Ltd.                                                             | CUSIP: N/A<br>LEI: 353800FL04R73DS5P870       | Short            | EC               | CORP              | JP        |      -22500 | NS      | $-318646.43   | -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      | $2438.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Italian Base Electricity                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | DE        |           1 | NC      | $-33480.99    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                                 | Deutsche Post AG                                                                       | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Short            | EC               | CORP              | DE        |      -20215 | NS      | $-936355.92   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -2 | NC      | $-2977.03     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           6 | NC      | $36719.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Ltd.                                                     | Fujitsu Ltd.                                                                           | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |       22000 | NS      | $533706.41    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                           | Amkor Technology, Inc.                                                                 | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Short            | EC               | CORP              | US        |      -42510 | NS      | $-892284.90   | -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      | $-1611.58     | -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      | $299671.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                        | Partners Group Holding AG                                                              | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Short            | EC               | CORP              | CH        |       -1940 | NS      | $-2538153.13  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10880.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                                                     | AltaGas Ltd.                                                                           | CUSIP: 021361100<br>LEI: 2549008X5V70MOS4HM10 | Long             | EC               | CORP              | CA        |        3166 | NS      | $91905.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                               | American International Group, Inc.                                                     | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       24548 | NS      | $2101063.32   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Everus Construction Group, Inc.                                  | Everus Construction Group, Inc.                                                        | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |        6751 | NS      | $428891.03    | 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      | $54115.96     | 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      | $-1700.63     | -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      | $18625.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                          | Heidelberg Materials AG                                                                | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |        3025 | NS      | $712377.83    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                              | EOG Resources, Inc.                                                                    | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        4872 | NS      | $582739.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3500000 | PA      | $-3944.99     | -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      | $3956.71      | 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      | $-49822.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          17 | NC      | $50128.92     | 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      | $60726.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                | Duke Energy Corp.                                                                      | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       15682 | NS      | $1850476.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co.                                                      | Carvana Co., Class A                                                                   | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Short            | EC               | CORP              | US        |       -2205 | NS      | $-742996.80   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Teleperformance SE                                               | Teleperformance SE                                                                     | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Short            | EC               | CORP              | FR        |       -1788 | NS      | $-173663.68   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Zoom Communications, Inc.                                        | Zoom Communications, Inc., Class A                                                     | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       11776 | NS      | $918292.48    | 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      | $-2515.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Croda International plc                                          | Croda International plc                                                                | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Short            | EC               | CORP              | GB        |       -2818 | NS      | $-113137.08   | -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      | $-1967.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          26 | NC      | $785906.42    | 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      | $9122.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yaskawa Electric Corp.                                           | Yaskawa Electric Corp.                                                                 | CUSIP: N/A<br>LEI: 3538003K39GR98R0CK58       | Short            | EC               | CORP              | JP        |     -137000 | NS      | $-3098009.49  | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $354.93       | 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      | $1093.59      | 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      | $59362.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jacobs Solutions, Inc.                                           | Jacobs Solutions, Inc.                                                                 | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5634 | NS      | $740589.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant, Inc.                                                   | Assurant, Inc.                                                                         | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Short            | EC               | CORP              | US        |       -4204 | NS      | $-830247.96   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co.                                               | General Motors Co.                                                                     | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       43033 | NS      | $2117653.93   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp.                                       | Carpenter Technology Corp.                                                             | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |        2589 | NS      | $715547.82    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Givaudan SA                                                      | Givaudan SA (Registered)                                                               | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |         614 | NS      | $2977609.69   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12647.44    | -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      | $-131449.74   | -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      | $-1857.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      300000 | PA      | $311.94       | 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      | $16137.47     | 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      | $3000.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Canadian Imperial Bank of Commerce                                                     | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Short            | EC               | CORP              | CA        |       -9175 | NS      | $-651261.61   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Moderna, Inc.                                                    | Moderna, Inc.                                                                          | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Short            | EC               | CORP              | US        |      -40203 | NS      | $-1109200.77  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| CACI International, Inc.                                         | CACI International, Inc., Class A                                                      | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |        2536 | NS      | $1208911.20   | 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      | $4640.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AAK AB                                                           | AAK AB                                                                                 | CUSIP: N/A<br>LEI: 549300GK4LGIDDWJWL07       | Long             | EC               | CORP              | SE        |        5422 | NS      | $142461.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                    | Entergy Corp.                                                                          | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Short            | EC               | CORP              | US        |      -24650 | NS      | $-2048908.00  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co. Ltd.                                                  | Empire Co. Ltd., Class A                                                               | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |       18901 | NS      | $784355.07    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                                   | TopBuild Corp.                                                                         | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Short            | EC               | CORP              | US        |       -1882 | NS      | $-609278.68   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Hang Seng Index                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |         171 | NC      | $-159284.42   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -309 | NC      | $-1005040.70  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                                     | CaixaBank SA                                                                           | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |       79187 | NS      | $686140.30    | 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      | $-349.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                              | Deutsche Telekom AG (Registered)                                                       | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |       35173 | NS      | $1287458.44   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                             | Alliant Energy Corp.                                                                   | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Short            | EC               | CORP              | US        |      -41782 | NS      | $-2526557.54  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp.                                                      | FedEx Corp.                                                                            | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        4234 | NS      | $962430.54    | 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      | $-13888.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3600000 | PA      | $388.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                             | Kimberly-Clark Corp.                                                                   | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Short            | EC               | CORP              | US        |      -13366 | NS      | $-1723144.72  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -30 | NC      | $-46694.70    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Salmar ASA                                                       | Salmar ASA                                                                             | CUSIP: N/A<br>LEI: 5967007LIEEXZXGDBK67       | Short            | EC               | CORP              | NO        |       -3364 | NS      | $-145782.01   | -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      | $43406.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wayfair, Inc.                                                    | Wayfair, Inc., Class A                                                                 | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |       27450 | NS      | $1403793.00   | 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      | $-41749.20    | -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      | $185.49       | 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      | $-1255.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commvault Systems, Inc.                                          | Commvault Systems, Inc.                                                                | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |        7791 | NS      | $1358205.03   | 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      | $-59350.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Euronet Worldwide, Inc.                                          | Euronet Worldwide, Inc.                                                                | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |        3788 | NS      | $384027.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Canada                                          | National Bank of Canada                                                                | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Short            | EC               | CORP              | CA        |       -5709 | NS      | $-589115.98   | -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      | $-28519.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                    | Murata Manufacturing Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Short            | EC               | CORP              | JP        |     -166600 | NS      | $-2462462.87  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Soybean Oil                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         147 | NC      | $404336.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| New Fortress Energy, Inc.                                        | New Fortress Energy, Inc.                                                              | CUSIP: 644393100<br>LEI: 254900EICTYTCHA5X705 | Long             | EC               | CORP              | US        |       35591 | NS      | $118162.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                      | Novartis AG (Registered)                                                               | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |       40620 | NS      | $4930338.17   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $670.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dover Corp.                                                      | Dover Corp.                                                                            | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       10419 | NS      | $1909073.37   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -29 | NC      | $-996718.42   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| UWM Holdings Corp.                                               | UWM Holdings Corp., Class A                                                            | CUSIP: 91823B109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -28745 | NS      | $-119004.30   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -98 | NC      | $-475406.47   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals, Inc.                                    | Apellis Pharmaceuticals, Inc.                                                          | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |       11367 | NS      | $196762.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI, Inc.                                                        | CGI, Inc.                                                                              | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Short            | EC               | CORP              | CA        |      -15338 | NS      | $-1610785.67  | -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      | $-10369.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7987.16      | 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        |      -13980 | NS      | $-1090859.40  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                                        | Prosus NV                                                                              | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |       28841 | NS      | $1618167.71   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                      | Brighthouse Financial, Inc.                                                            | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |        8333 | NS      | $448065.41    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          19 | NC      | $611345.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris, Inc.                                                   | Entegris, Inc.                                                                         | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Short            | EC               | CORP              | US        |      -25722 | NS      | $-2074479.30  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        | 13836987500 | PA      | $804577.80    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| TFI International, Inc.                                          | TFI International, Inc.                                                                | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Short            | EC               | CORP              | CA        |       -5516 | NS      | $-495153.91   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp.                                                     | Incyte Corp.                                                                           | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       24632 | NS      | $1677439.20   | 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      | $1555.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MongoDB, Inc.                                                    | MongoDB, Inc., Class A                                                                 | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |        3745 | NS      | $786412.55    | 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      | $52571.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RLI Corp.                                                        | RLI Corp.                                                                              | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Short            | EC               | CORP              | US        |      -14606 | NS      | $-1054845.32  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust, Inc.                                   | Medical Properties Trust, Inc.                                                         | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |       24506 | NS      | $105620.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amrize Ltd.                                                      | Amrize Ltd.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |       27025 | NS      | $1348099.44   | 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      | $-15415.77    | -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      | $-14943.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Land Co. Ltd.                                           | Oriental Land Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 353800PIFKBZ6KTU5994       | Short            | EC               | CORP              | JP        |     -121100 | NS      | $-2789148.04  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                                      | Swedish Orphan Biovitrum AB                                                            | CUSIP: N/A<br>LEI: 549300124Y3MQI87PT35       | Long             | EC               | CORP              | SE        |       12477 | NS      | $379739.36    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | TOPIX Index                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         -59 | NC      | $-289421.66   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | DJIA CBOT E-Mini Index                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          36 | NC      | $243764.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP plc                                                          | WPP plc                                                                                | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Short            | EC               | CORP              | JE        |      -59538 | NS      | $-419206.46   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                         | Advance Auto Parts, Inc.                                                               | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Short            | EC               | CORP              | US        |       -4044 | NS      | $-188005.56   | -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      | $-75728.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                              | Amadeus IT Group SA                                                                    | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Short            | EC               | CORP              | ES        |      -21993 | NS      | $-1858035.46  | -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      | $8198.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd.                                             | BlueScope Steel Ltd.                                                                   | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               | CORP              | AU        |       29280 | NS      | $446184.36    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Holdings, Inc.                                             | Crown Holdings, Inc.                                                                   | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       19080 | NS      | $1964858.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp.                                                    | Fortive Corp.                                                                          | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Short            | EC               | CORP              | US        |      -12719 | NS      | $-663041.47   | -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      | $3621.61      | 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      | $-90.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                                        | Illinois Tool Works, Inc.                                                              | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        5255 | NS      | $1299298.75   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyocera Corp.                                                    | Kyocera Corp.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -91000 | NS      | $-1092942.58  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd.                                               | Sekisui House Ltd.                                                                     | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Short            | EC               | CORP              | JP        |      -70900 | NS      | $-1560462.39  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| STAG Industrial, Inc.                                            | STAG Industrial, Inc.                                                                  | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |       14142 | NS      | $513071.76    | 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      | $69975.30     | 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      | $-9105.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eisai Co. Ltd.                                                   | Eisai Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 353800HDEE0ZYEX4QV91       | Short            | EC               | CORP              | JP        |      -74800 | NS      | $-2148287.21  | -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      | $17720.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                      | Nucor Corp.                                                                            | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Short            | EC               | CORP              | US        |       -4027 | NS      | $-521657.58   | -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      | $4371.02      | 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      | $-297.93      | -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      | $5589.57      | 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      | $6168.30      | 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        |       -8300 | NS      | $-698694.00   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp.                                          | Permian Resources Corp., Class A                                                       | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Short            | EC               | CORP              | US        |      -48920 | NS      | $-666290.40   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5900000 | PA      | $30910.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    26800000 | PA      | $-127246.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Hoshizaki Corp.                                                  | Hoshizaki Corp.                                                                        | CUSIP: N/A<br>LEI: 5299001QAMLGU3SRBG20       | Short            | EC               | CORP              | JP        |       -5900 | NS      | $-203302.53   | -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      | $25244.42     | 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      | $9750.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla, Inc.                                                      | Tesla, Inc.                                                                            | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Short            | EC               | CORP              | US        |       -4574 | NS      | $-1452976.84  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software, Inc.                                     | Constellation Software, Inc.                                                           | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |         354 | NS      | $1298030.33   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Nitto Denko Corp.                                                | Nitto Denko Corp.                                                                      | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Short            | EC               | CORP              | JP        |       -9300 | NS      | $-179596.70   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -9 | NC      | $-192321.66   | -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      | $-360681.69   | -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      | $280.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAE, Inc.                                                        | CAE, Inc.                                                                              | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Short            | EC               | CORP              | CA        |      -14609 | NS      | $-428158.76   | -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      | $-11352.05    | -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      | $9629.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                                                     | GE Aerospace                                                                           | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       10935 | NS      | $2814559.65   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp.                                             | Carrier Global Corp.                                                                   | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Short            | EC               | CORP              | US        |      -15280 | NS      | $-1118343.20  | -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      | $-8417.44     | -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        |      -18409 | NS      | $-1446645.18  | -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      | $-44390.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          30 | NC      | $55977.67     | 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      | $431662.89    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd.                          | Singapore Technologies Engineering Ltd.                                                | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |      106000 | NS      | $649958.76    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -30 | NC      | $-111065.92   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                                            | Texas Roadhouse, Inc., Class A                                                         | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |       11659 | NS      | $2185013.19   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara, Inc.                                                    | Certara, Inc.                                                                          | CUSIP: 15687V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -43833 | NS      | $-512846.10   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           8 | NC      | $32414.96     | 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      | $2070.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3500000 | PA      | $-1789.98     | -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        |       -3500 | NS      | $-79240.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                                         | Alcon AG                                                                               | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Short            | EC               | CORP              | CH        |      -21704 | NS      | $-1924775.40  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $1807.29      | 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      | $9524.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNB Corp.                                                        | FNB Corp.                                                                              | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Short            | EC               | CORP              | US        |      -60267 | NS      | $-878692.86   | -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      | $-2120.78     | -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      | $5994.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                                            | Leidos Holdings, Inc.                                                                  | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |        6429 | NS      | $1014239.04   | 0.16%             |  |  |  | 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        |       16354 | NS      | $1125161.38   | 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      | $-1058.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Co. (The)                                            | Kraft Heinz Co. (The)                                                                  | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Short            | EC               | CORP              | US        |      -38137 | NS      | $-984697.34   | -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      | $6520.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIG Group AG                                                     | SIG Group AG                                                                           | CUSIP: N/A<br>LEI: 5493004Z6P7TSVB1L042       | Short            | EC               | CORP              | CH        |      -74109 | NS      | $-1370797.54  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -4 | NC      | $-30618.74    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                                      | Ionis Pharmaceuticals, Inc.                                                            | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Short            | EC               | CORP              | US        |      -57926 | NS      | $-2288656.26  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Terumo Corp.                                                     | Terumo Corp.                                                                           | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Short            | EC               | CORP              | JP        |      -85800 | NS      | $-1574591.37  | -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      | $-12482.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Saia, Inc.                                                       | Saia, Inc.                                                                             | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Short            | EC               | CORP              | US        |       -3964 | NS      | $-1086096.36  | -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      | $1036.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LPL Financial Holdings, Inc.                                     | LPL Financial Holdings, Inc.                                                           | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Short            | EC               | CORP              | US        |       -4728 | NS      | $-1772858.16  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                                | Yum! Brands, Inc.                                                                      | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        5220 | NS      | $773499.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          20 | NC      | $8195.22      | 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        |       -5135 | NS      | $-643786.60   | -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      | $81797.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                           | Waste Management, Inc.                                                                 | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Short            | EC               | CORP              | US        |      -15037 | NS      | $-3440766.34  | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| Swatch Group AG (The)                                            | Swatch Group AG (The)                                                                  | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Short            | EC               | CORP              | CH        |      -10156 | NS      | $-1658078.09  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IFSC NIFTY 50 Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IN        |         195 | NC      | $115760.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Melrose Industries plc                                           | Melrose Industries plc                                                                 | CUSIP: N/A<br>LEI: 213800RGNXXZY2M7TR85       | Short            | EC               | CORP              | GB        |      -25226 | NS      | $-183725.65   | -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      | $760.81       | 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      | $7574.25      | 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      | $-2387.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                                     | Charter Communications, Inc., Class A                                                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |         211 | NS      | $86258.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Galp Energia SGPS SA                                             | Galp Energia SGPS SA                                                                   | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Short            | EC               | CORP              | PT        |      -26113 | NS      | $-478020.58   | -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      | $14323.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                     | Capgemini SE                                                                           | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Short            | EC               | CORP              | FR        |      -12903 | NS      | $-2209463.25  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          24 | NC      | $58707.24     | 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      | $-373.82      | -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      | $-397.11      | -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      | $-7813.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -19 | NC      | $-596044.24   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |           0 | PA      | $0.43         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Kikkoman Corp.                                                   | Kikkoman Corp.                                                                         | CUSIP: N/A<br>LEI: 529900T9K5UH9HXOND47       | Short            | EC               | CORP              | JP        |     -219900 | NS      | $-2039757.54  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2300000 | PA      | $17157.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                            | Targa Resources Corp.                                                                  | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |        2855 | NS      | $496998.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    22500000 | PA      | $473.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          13 | NC      | $9183.72      | 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      | $-471.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                                      | RenaissanceRe Holdings Ltd.                                                            | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Short            | EC               | CORP              | BM        |       -2715 | NS      | $-659473.50   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797PE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     4098000 | PA      | $4090459.68   | 0.64%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Crane Co.                                                        | Crane Co.                                                                              | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |        1820 | NS      | $345599.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -8 | NC      | $20133.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                                            | Thor Industries, Inc.                                                                  | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Short            | EC               | CORP              | US        |       -6311 | NS      | $-560479.91   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                                          | Bath & Body Works, Inc.                                                                | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |       35197 | NS      | $1054502.12   | 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      | $11.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Range Resources Corp.                                            | Range Resources Corp.                                                                  | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Short            | EC               | CORP              | US        |      -10059 | NS      | $-409099.53   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Group Holdings Ltd.                                        | Asahi Group Holdings Ltd.                                                              | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |       53600 | NS      | $716478.66    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv plc                                                        | Aptiv plc                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |        8322 | NS      | $567726.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                                     | Sprouts Farmers Market, Inc.                                                           | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |        7018 | NS      | $1155443.52   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SGX FTSE China A50 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |        2209 | NC      | $-317168.52   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Fortum OYJ                                                       | Fortum OYJ                                                                             | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               | CORP              | FI        |        8269 | NS      | $155058.65    | 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      | $1631.01      | 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      | $2068.86      | 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      | $-3552.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                 | GE HealthCare Technologies, Inc.                                                       | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Short            | EC               | CORP              | US        |       -6401 | NS      | $-474122.07   | -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      | $57260.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                   | ConocoPhillips                                                                         | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Short            | EC               | CORP              | US        |      -10324 | NS      | $-926475.76   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          52 | NC      | $23719.81     | 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      | $4219.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTO Ltd.                                                        | TOTO Ltd.                                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -26100 | NS      | $-657222.94   | -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      | $-9786.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                            | Dominion Energy, Inc.                                                                  | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       15288 | NS      | $864077.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -15 | NC      | $58913.67     | 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      | $9616.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corp.                                                      | Disco Corp.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1700 | NS      | $503613.84    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Schroders plc                                                    | Schroders plc                                                                          | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Short            | EC               | CORP              | GB        |      -77715 | NS      | $-386486.20   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           4 | NC      | $6448.48      | 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      | $42108.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $1130.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    33700000 | PA      | $3405.96      | 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      | $-368955.77   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -10 | NC      | $-44152.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          28 | NC      | $101612.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy, Inc.                                             | Enphase Energy, Inc.                                                                   | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Short            | EC               | CORP              | US        |      -23058 | NS      | $-914249.70   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -5 | NC      | $-93185.91    | -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      | $-2119.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Skylark Holdings Co. Ltd.                                        | Skylark Holdings Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 353800P64XSC0Q9CEB70       | Long             | EC               | CORP              | JP        |        7900 | NS      | $165398.76    | 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      | $346.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orica Ltd.                                                       | Orica Ltd.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       67434 | NS      | $865883.80    | 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      | $2655.97      | 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      | $35267.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Mining Ltd.                                            | Evolution Mining Ltd.                                                                  | CUSIP: N/A<br>LEI: 254900BCFW5QO5LW8F27       | Long             | EC               | CORP              | AU        |      473174 | NS      | $2463483.82   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13553.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -205 | NC      | $-422871.18   | -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      | $-4119.42     | -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      | $-93545.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG Holdings Co. Ltd.                                             | SG Holdings Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |     -107300 | NS      | $-1195106.79  | -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      | $23287.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -4 | NC      | $-23272.96    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Airlines Ltd.                                          | Singapore Airlines Ltd.                                                                | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Short            | EC               | CORP              | SG        |      -37900 | NS      | $-207872.22   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Seiko Epson Corp.                                                | Seiko Epson Corp.                                                                      | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               | CORP              | JP        |       29100 | NS      | $382450.75    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Pool Corp.                                                       | Pool Corp.                                                                             | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Short            | EC               | CORP              | US        |       -3994 | NS      | $-1164171.12  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    35600000 | PA      | $-102086.92   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Konami Group Corp.                                               | Konami Group Corp.                                                                     | CUSIP: N/A<br>LEI: 353800FC4A5QCMIZFV94       | Long             | EC               | CORP              | JP        |        4600 | NS      | $727268.04    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Dell Technologies, Inc.                                          | Dell Technologies, Inc., Class C                                                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       14036 | NS      | $1720813.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp.                                                       | AGCO Corp.                                                                             | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Short            | EC               | CORP              | US        |       -8740 | NS      | $-901618.40   | -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      | $-8766.26     | -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      | $36487.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Electric Co. Ltd.                                           | Fuji Electric Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 5299000HVNGZZTYYM906       | Short            | EC               | CORP              | JP        |       -8300 | NS      | $-382230.84   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     8600000 | PA      | $12362.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     7500000 | PA      | $2214.55      | 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      | $9558.28      | 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        |       43389 | NS      | $2428916.22   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts, Inc.                                            | Electronic Arts, Inc.                                                                  | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        3627 | NS      | $579231.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp.                                               | Kinross Gold Corp.                                                                     | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |       26047 | NS      | $407035.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp.                                                   | Westlake Corp.                                                                         | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Short            | EC               | CORP              | US        |      -10971 | NS      | $-833028.03   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          22 | NC      | $106917.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                                         | Motorola Solutions, Inc.                                                               | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Short            | EC               | CORP              | US        |       -3735 | NS      | $-1570418.10  | -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      | $4222.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     7200000 | PA      | $-26143.58    | -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      | $-43264.81    | -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      | $10493.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger NV                                                  | Schlumberger NV                                                                        | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Short            | EC               | CORP              | CW        |      -12422 | NS      | $-419863.60   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp.                                               | Suzuki Motor Corp.                                                                     | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |       79400 | NS      | $957264.72    | 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      | $-1656.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown-Forman Corp.                                               | Brown-Forman Corp., Class B                                                            | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Short            | EC               | CORP              | US        |      -49745 | NS      | $-1338637.95  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                                     | MasTec, Inc.                                                                           | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |        4293 | NS      | $731655.99    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon plc                                                       | Haleon plc                                                                             | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Short            | EC               | CORP              | GB        |     -470088 | NS      | $-2416079.21  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd.                                           | Daikin Industries Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Short            | EC               | CORP              | JP        |      -17800 | NS      | $-2089430.93  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                                        | Alstom SA                                                                              | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Short            | EC               | CORP              | FR        |      -26918 | NS      | $-628291.36   | -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      | $-10995.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                          | DBS Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Short            | EC               | CORP              | SG        |      -21100 | NS      | $-744873.93   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Sugar No. 11                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         634 | NC      | $-447463.74   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                                          | Webster Financial Corp.                                                                | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |       10221 | NS      | $558066.60    | 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      | $-6096.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sarepta Therapeutics, Inc.                                       | Sarepta Therapeutics, Inc.                                                             | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Short            | EC               | CORP              | US        |      -17337 | NS      | $-296462.70   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ASR Nederland NV                                                 | ASR Nederland NV                                                                       | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Short            | EC               | CORP              | NL        |       -5368 | NS      | $-356679.86   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp.                                                       | KDDI Corp.                                                                             | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Short            | EC               | CORP              | JP        |     -128000 | NS      | $-2197835.04  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $65667.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                              | Regal Rexnord Corp.                                                                    | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Short            | EC               | CORP              | US        |       -7527 | NS      | $-1091113.92  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex, Inc.                                                   | Teleflex, Inc.                                                                         | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Short            | EC               | CORP              | US        |       -4559 | NS      | $-539603.24   | -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      | $3733.01      | 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      | $2571.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIS, Inc.                                                        | TIS, Inc.                                                                              | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Short            | EC               | CORP              | JP        |      -22000 | NS      | $-737212.82   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -25 | NC      | $31225.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month CORRA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         119 | NC      | $-28070.24    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kering SA                                                        | Kering SA                                                                              | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Short            | EC               | CORP              | FR        |      -11599 | NS      | $-2526907.42  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 90-Day Australian Bank Bill                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         184 | NC      | $20105.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wacker Chemie AG                                                 | Wacker Chemie AG                                                                       | CUSIP: N/A<br>LEI: 0NURKC5Q3CJYZPPK5046       | Short            | EC               | CORP              | DE        |       -2143 | NS      | $-157146.17   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Celanese Corp.                                                   | Celanese Corp., Class A                                                                | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Short            | EC               | CORP              | US        |      -13828 | NS      | $-765103.24   | -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      | $10042.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodward, Inc.                                                   | Woodward, Inc.                                                                         | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |        4757 | NS      | $1165893.13   | 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      | $-441.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd.                              | Norwegian Cruise Line Holdings Ltd.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       14784 | NS      | $299819.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   107700000 | PA      | $-1654.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Holdings, Inc.                                         | Sirius XM Holdings, Inc.                                                               | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       39777 | NS      | $913677.69    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -28 | NC      | $-66989.56    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co.                                        | Molson Coors Beverage Co., Class B                                                     | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Short            | EC               | CORP              | US        |       -8168 | NS      | $-392799.12   | -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      | $-76349.06    | -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      | $8034.24      | 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      | $-440.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           9 | NC      | $195778.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -12 | NC      | $-54150.56    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -7 | NC      | $22592.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                                        | Linde plc                                                                              | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Short            | EC               | CORP              | IE        |       -4084 | NS      | $-1916131.12  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings, Inc.                                           | Labcorp Holdings, Inc.                                                                 | CUSIP: 504922105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3260 | NS      | $-855782.60   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                                  | Nordea Bank Abp                                                                        | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |       57751 | NS      | $856892.66    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                | FirstEnergy Corp.                                                                      | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Short            | EC               | CORP              | US        |      -16818 | NS      | $-677092.68   | -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      | $-9966.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     3489000 | PA      | $41991.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                                           | UCB SA                                                                                 | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |        3576 | NS      | $703606.00    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      700000 | PA      | $-4397.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rambus, Inc.                                                     | Rambus, Inc.                                                                           | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |       16032 | NS      | $1026368.64   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                                                | Caterpillar, Inc.                                                                      | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Short            | EC               | CORP              | US        |       -3348 | NS      | $-1299727.08  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp.                                                  | TD SYNNEX Corp.                                                                        | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Short            | EC               | CORP              | US        |       -4676 | NS      | $-634533.20   | -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      | $-1571.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                       | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |         970 | NS      | $155762.60    | 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      | $-7054.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                     | DaVita, Inc.                                                                           | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Short            | EC               | CORP              | US        |       -2112 | NS      | $-300854.40   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| NOV, Inc.                                                        | NOV, Inc.                                                                              | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Short            | EC               | CORP              | US        |      -15857 | NS      | $-197102.51   | -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      | $15563.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                 | Mosaic Co. (The)                                                                       | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       12395 | NS      | $452169.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental AG                                                   | Continental AG                                                                         | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |        9790 | NS      | $854449.10    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CVC Capital Partners plc                                         | CVC Capital Partners plc                                                               | CUSIP: N/A<br>LEI: 213800E8UQS1KA32YD39       | Long             | EC               | CORP              | JE        |       12343 | NS      | $253789.83    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           2 | NC      | $2913.24      | 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      | $2775.32      | 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      | $116.58       | 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      | $-4837.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corp.                                                    | Centene Corp.                                                                          | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       30318 | NS      | $1645661.04   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Reece Ltd.                                                       | Reece Ltd.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | AU        |      -58366 | NS      | $-551509.15   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    11000000 | PA      | $20116.36     | 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      | $79904.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                             | American Tower Corp.                                                                   | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |        5646 | NS      | $1247878.92   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp.                                        | Pan American Silver Corp.                                                              | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |       18114 | NS      | $513989.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                   | Hewlett Packard Enterprise Co.                                                         | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Short            | EC               | CORP              | US        |      -84101 | NS      | $-1719865.45  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl plc                                                        | Bunzl plc                                                                              | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Short            | EC               | CORP              | GB        |      -43139 | NS      | $-1374688.44  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| TMX Group Ltd.                                                   | TMX Group Ltd.                                                                         | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |        7511 | NS      | $318366.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                                    | Accenture plc, Class A                                                                 | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Short            | EC               | CORP              | IE        |       -3593 | NS      | $-1073911.77  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797PP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     3000000 | PA      | $2981647.08   | 0.47%             | 2025-08-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3553.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Chemicals, Inc.                                           | Mitsui Chemicals, Inc.                                                                 | CUSIP: N/A<br>LEI: 353800H2UB5ZEZRZQC02       | Short            | EC               | CORP              | JP        |       -6900 | NS      | $-159532.92   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd.                                          | Agnico Eagle Mines Ltd.                                                                | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |        8433 | NS      | $1004714.46   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora, Inc.                                                    | Cencora, Inc.                                                                          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        4434 | NS      | $1329534.90   | 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      | $2438.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEB SA                                                           | SEB SA                                                                                 | CUSIP: N/A<br>LEI: 969500WP61NBK098AC47       | Short            | EC               | CORP              | FR        |       -2554 | NS      | $-241445.93   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                   | Ford Motor Co.                                                                         | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |       53484 | NS      | $580301.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                     | Scotts Miracle-Gro Co. (The)                                                           | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |       10775 | NS      | $710719.00    | 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      | $13418.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    26000000 | PA      | $-115736.71   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5800000 | PA      | $30386.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Canada 10 Year Bond                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         128 | NC      | $63472.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co.                                               | Erie Indemnity Co., Class A                                                            | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Short            | EC               | CORP              | US        |       -5009 | NS      | $-1737071.11  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| RENK Group AG                                                    | RENK Group AG                                                                          | CUSIP: N/A<br>LEI: 894500H8CNSZ53EI6K63       | Long             | EC               | CORP              | DE        |        1003 | NS      | $80230.61     | 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      | $8088.71      | 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      | $22301.58     | 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      | $-125067.57   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    29800000 | PA      | $-25412.14    | -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      | $391.31       | 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      | $32713.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Metro, Inc.                                                      | Metro, Inc., Class A                                                                   | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |        7179 | NS      | $563934.37    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    18500000 | PA      | $7771.90      | 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      | $-41151.86    | -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      | $-59335.57    | -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      | $12050.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corp.                                                      | Denso Corp.                                                                            | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Short            | EC               | CORP              | JP        |      -69100 | NS      | $-932524.45   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -11 | NC      | $46200.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $13448.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud, Inc.                                                  | Blackbaud, Inc.                                                                        | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Short            | EC               | CORP              | US        |      -14075 | NS      | $-903755.75   | -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      | $-667.64      | -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      | $54123.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           4 | NC      | $33148.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reddit, Inc.                                                     | Reddit, Inc., Class A                                                                  | CUSIP: 75734B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7190 | NS      | $1082598.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp.                                                  | Flowserve Corp.                                                                        | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |       17458 | NS      | $913926.30    | 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      | $-1517.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9950.79     | -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      | $5070.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UFP Industries, Inc.                                             | UFP Industries, Inc.                                                                   | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Short            | EC               | CORP              | US        |       -7427 | NS      | $-737946.72   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Cleanaway Waste Management Ltd.                                  | Cleanaway Waste Management Ltd.                                                        | CUSIP: N/A<br>LEI: 549300D5C72CV6CIBS66       | Short            | EC               | CORP              | AU        |     -149547 | NS      | $-267975.38   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                         | Bristol-Myers Squibb Co.                                                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Short            | EC               | CORP              | US        |       -9221 | NS      | $-426840.09   | -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      | $1554.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                                      | Bouygues SA                                                                            | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |        4622 | NS      | $209028.66    | 0.03%             |  |  |  | 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        |      -13020 | NS      | $-1052016.00  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Kyowa Kirin Co. Ltd.                                             | Kyowa Kirin Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Short            | EC               | CORP              | JP        |      -37200 | NS      | $-636762.87   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4500000 | PA      | $-5094.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle, Inc.                                         | Jones Lang LaSalle, Inc.                                                               | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Short            | EC               | CORP              | US        |       -2480 | NS      | $-634334.40   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Northland Power, Inc.                                            | Northland Power, Inc.                                                                  | CUSIP: 666511100<br>LEI: 8945002IJ77NEBK48M81 | Short            | EC               | CORP              | CA        |      -11974 | NS      | $-187908.49   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy, Inc.                                              | Suncor Energy, Inc.                                                                    | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |        7643 | NS      | $286300.30    | 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      | $-33474.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797QF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    10518000 | PA      | $10386950.35  | 1.63%             | 2025-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brixmor Property Group, Inc.                                     | Brixmor Property Group, Inc.                                                           | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |       17611 | NS      | $458590.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeon Co. Ltd.                                                    | Aeon Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Short            | EC               | CORP              | JP        |      -27500 | NS      | $-842951.97   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3600000 | PA      | $-4070.70     | -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      | $-198155.78   | -0.03%            |  |  |  | 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        |       -5057 | NS      | $-429946.14   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp. of America                                       | Packaging Corp. of America                                                             | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        1550 | NS      | $292097.50    | 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      | $-2144.06     | -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      | $5095.69      | 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      | $8040.81      | 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      | $7418.56      | 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      | $-2036.54     | -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      | $-41897.42    | -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      | $-11696.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                | NatWest Group plc                                                                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |      232790 | NS      | $1634873.49   | 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      | $5982.29      | 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      | $-15417.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IMI plc                                                          | IMI plc                                                                                | CUSIP: N/A<br>LEI: 2138002W9Q21PF751R30       | Long             | EC               | CORP              | GB        |       11803 | NS      | $339633.06    | 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      | $-18684.95    | -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      | $6352.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   214300000 | PA      | $434101.34    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                                                | National Grid plc                                                                      | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Short            | EC               | CORP              | GB        |      -68791 | NS      | $-1009759.91  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Docusign, Inc.                                                   | Docusign, Inc., Class A                                                                | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Short            | EC               | CORP              | US        |      -10247 | NS      | $-798138.83   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  1217100000 | PA      | $1255.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flughafen Zurich AG                                              | Flughafen Zurich AG (Registered)                                                       | CUSIP: N/A<br>LEI: 529900PFO97GCN5SYB55       | Long             | EC               | CORP              | CH        |        3310 | NS      | $943761.16    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group, Inc.                                                | EMCOR Group, Inc.                                                                      | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |        3347 | NS      | $1790276.83   | 0.28%             |  |  |  | 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        |       -4201 | NS      | $-553607.78   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Gold, Inc.                                                | Lundin Gold, Inc.                                                                      | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |       24149 | NS      | $1275060.11   | 0.20%             |  |  |  | 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        |        5576 | NS      | $580628.88    | 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      | $5705.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Antofagasta plc                                                  | Antofagasta plc                                                                        | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Short            | EC               | CORP              | GB        |      -21230 | NS      | $-527839.11   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -6 | NC      | $18675.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Re AG                                                      | Swiss Re AG                                                                            | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |        9146 | NS      | $1582140.08   | 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      | $-90.88       | -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      | $-2926.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings, Inc.                                     | Floor & Decor Holdings, Inc., Class A                                                  | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Short            | EC               | CORP              | US        |      -13959 | NS      | $-1060325.64  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CBOE Volatility Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -87 | NC      | $136337.11    | 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      | $-8171.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp.                                          | FUJIFILM Holdings Corp.                                                                | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Short            | EC               | CORP              | JP        |     -125300 | NS      | $-2713445.15  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-473.02      | -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      | $18624.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Investment Ltd.                                       | CapitaLand Investment Ltd.                                                             | CUSIP: N/A<br>LEI: 254900AT4UQDU7SNXX49       | Short            | EC               | CORP              | SG        |     -582100 | NS      | $-1213481.96  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Globus Medical, Inc.                                             | Globus Medical, Inc., Class A                                                          | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Short            | EC               | CORP              | US        |       -8591 | NS      | $-507040.82   | -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      | $-9671.68     | -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      | $-10303.32    | -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      | $-1744.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Orsted A/S                                                       | Orsted A/S                                                                             | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Short            | EC               | CORP              | DK        |      -20248 | NS      | $-872255.99   | -0.14%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Salesforce, Inc.                                                 | Salesforce, Inc.                                                                       | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |         571 | NS      | $155705.99    | 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      | $471.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TripAdvisor, Inc.                                                | TripAdvisor, Inc.                                                                      | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Short            | EC               | CORP              | US        |      -35338 | NS      | $-461160.90   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group plc                                | InterContinental Hotels Group plc                                                      | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |        6766 | NS      | $773591.88    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                                         | Rolls-Royce Holdings plc                                                               | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |      154825 | NS      | $2051841.19   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $40656.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM Corp.                                                        | SLM Corp.                                                                              | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       23496 | NS      | $770433.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 10811800000 | PA      | $464.02       | 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      | $36471.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                  | Air Lease Corp., Class A                                                               | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |        2256 | NS      | $131953.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          23 | NC      | $-7877.73     | -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      | $-136.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dow, Inc.                                                        | Dow, Inc.                                                                              | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Short            | EC               | CORP              | US        |      -39188 | NS      | $-1037698.24  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Chewy, Inc.                                                      | Chewy, Inc., Class A                                                                   | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |       32499 | NS      | $1385107.38   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   285300000 | PA      | $-7085.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp.                                        | Mitsubishi Electric Corp.                                                              | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |       52900 | NS      | $1137824.78   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Extra Space Storage, Inc.                                        | Extra Space Storage, Inc.                                                              | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10025 | NS      | $1478086.00   | 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      | $-1018.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd.                                                      | Garmin Ltd.                                                                            | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |        3850 | NS      | $803572.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp.                                   | Element Fleet Management Corp.                                                         | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Short            | EC               | CORP              | CA        |       -9222 | NS      | $-230998.66   | -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      | $24.75        | 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      | $34879.65     | 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      | $-18464.34    | -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      | $13119.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                          | DSV A/S                                                                                | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Short            | EC               | CORP              | DK        |        -449 | NS      | $-107694.60   | -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      | $11164.65     | 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      | $11352.65     | 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      | $-80448.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| National Storage Affiliates Trust                                | National Storage Affiliates Trust                                                      | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Short            | EC               | CORP              | US        |      -22410 | NS      | $-716895.90   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -17 | NC      | $-49244.77    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   156400000 | PA      | $1226.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                    | Workday, Inc., Class A                                                                 | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        4246 | NS      | $1019040.00   | 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      | $-22495.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Xero Ltd.                                                        | Xero Ltd.                                                                              | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | NZ        |        6973 | NS      | $825109.96    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Align Technology, Inc.                                           | Align Technology, Inc.                                                                 | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        3043 | NS      | $576131.19    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Legal & General Group plc                                        | Legal & General Group plc                                                              | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Short            | EC               | CORP              | GB        |     -356730 | NS      | $-1248176.49  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Tetra Tech, Inc.                                                 | Tetra Tech, Inc.                                                                       | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Short            | EC               | CORP              | US        |       -9113 | NS      | $-327703.48   | -0.05%            |  |  |  | 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        |      -58700 | NS      | $-1219501.50  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp.                                         | Panasonic Holdings Corp.                                                               | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Short            | EC               | CORP              | JP        |      -53300 | NS      | $-570273.93   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     6829000 | PA      | $153457.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Globant SA                                                       | Globant SA                                                                             | CUSIP: N/A<br>LEI: 2221008DCMSPYS42DS88       | Short            | EC               | CORP              | LU        |       -4893 | NS      | $-444480.12   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   105000000 | PA      | $873.92       | 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      | $-76986.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                  | Solventum Corp.                                                                        | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Short            | EC               | CORP              | US        |       -6710 | NS      | $-508886.40   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co.                                            | National Fuel Gas Co.                                                                  | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |        4537 | NS      | $384329.27    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Long Gilt                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          24 | NC      | $12364.57     | 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      | $3426.38      | 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      | $-49399.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UPM-Kymmene OYJ                                                  | UPM-Kymmene OYJ                                                                        | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Short            | EC               | CORP              | FI        |      -36114 | NS      | $-986201.82   | -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      | $79928.85     | 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      | $-106231.33   | -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      | $107.86       | 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      | $-80.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lamar Advertising Co.                                            | Lamar Advertising Co., Class A                                                         | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       22306 | NS      | $2707056.16   | 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      | $24.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon Ltd.                                                       | Aegon Ltd.                                                                             | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Short            | EC               | CORP              | BM        |     -128481 | NS      | $-931065.09   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Graham Holdings Co.                                              | Graham Holdings Co., Class B                                                           | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |         532 | NS      | $503362.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Makita Corp.                                                     | Makita Corp.                                                                           | CUSIP: N/A<br>LEI: 529900CDR9E94BCM6294       | Long             | EC               | CORP              | JP        |       11500 | NS      | $354176.61    | 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      | $2473.24      | 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      | $-62.98       | -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      | $-2507.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Natural Gas                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -5 | NC      | $38802.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                                      | Service Corp. International                                                            | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |       13655 | NS      | $1111517.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                                         | Valmont Industries, Inc.                                                               | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |         243 | NS      | $79356.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace, Inc.                                                  | Dynatrace, Inc.                                                                        | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Short            | EC               | CORP              | US        |       -7884 | NS      | $-435275.64   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                                                   | Teradyne, Inc.                                                                         | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Short            | EC               | CORP              | US        |      -12683 | NS      | $-1140455.36  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Whitbread plc                                                    | Whitbread plc                                                                          | CUSIP: N/A<br>LEI: 21380099VMZKRMN3EX36       | Short            | EC               | CORP              | GB        |      -14623 | NS      | $-567460.54   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                       | Visa, Inc., Class A                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Short            | EC               | CORP              | US        |       -3479 | NS      | $-1235218.95  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings, Inc.                                         | Equitable Holdings, Inc.                                                               | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Short            | EC               | CORP              | US        |      -11543 | NS      | $-647562.30   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Viatris, Inc.                                                    | Viatris, Inc.                                                                          | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Short            | EC               | CORP              | US        |     -106178 | NS      | $-948169.54   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2900000 | PA      | $5992.50      | 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      | $-67935.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| nCino, Inc.                                                      | nCino, Inc.                                                                            | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Short            | EC               | CORP              | US        |      -40045 | NS      | $-1120058.65  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co.                                                    | Crane NXT Co.                                                                          | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Short            | EC               | CORP              | US        |      -15481 | NS      | $-834425.90   | -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      | $-9128.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iridium Communications, Inc.                                     | Iridium Communications, Inc.                                                           | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |        4322 | NS      | $130394.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -48 | NC      | $-51984.64    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -12 | NC      | $-50648.95    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -23 | NC      | $-749.06      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TeamViewer SE                                                    | TeamViewer SE                                                                          | CUSIP: N/A<br>LEI: 3912000FZ0R0KEK9JS42       | Long             | EC               | CORP              | DE        |       19842 | NS      | $223924.88    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                                     | Chipotle Mexican Grill, Inc., Class A                                                  | CUSIP: 169656105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3016 | NS      | $-169348.40   | -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      | $-25786.19    | -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      | $-2321.98     | -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      | $-40449.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cabot Corp.                                                      | Cabot Corp.                                                                            | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |        8101 | NS      | $607575.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku, Inc.                                                       | Roku, Inc., Class A                                                                    | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |        4878 | NS      | $428727.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazley plc                                                      | Beazley plc                                                                            | CUSIP: N/A<br>LEI: 213800VTOMUWD41GIT12       | Long             | EC               | CORP              | GB        |       11507 | NS      | $147750.10    | 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      | $-77087.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kemper Corp.                                                     | Kemper Corp.                                                                           | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |        1545 | NS      | $99714.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  2000000000 | PA      | $-1644.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    17000000 | PA      | $-3360.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Comercial Portugues SA                                     | Banco Comercial Portugues SA, Class R                                                  | CUSIP: N/A<br>LEI: JU1U6S0DG9YLT7N8ZV32       | Long             | EC               | CORP              | PT        |      370969 | NS      | $288998.02    | 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      | $-265.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cloudflare, Inc.                                                 | Cloudflare, Inc., Class A                                                              | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |        5138 | NS      | $1006174.54   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviva plc                                                        | Aviva plc                                                                              | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |       27279 | NS      | $231918.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co. Ltd.                                          | Idemitsu Kosan Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Short            | EC               | CORP              | JP        |     -212900 | NS      | $-1291107.23  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                     | Zoetis, Inc., Class A                                                                  | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       14378 | NS      | $2242249.10   | 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      | $-23372.44    | -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      | $-1986.10     | -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      | $-110914.48   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PotlatchDeltic Corp.                                             | PotlatchDeltic Corp.                                                                   | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |        6932 | NS      | $265980.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    32400000 | PA      | $28121.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks, Inc.                                         | Palo Alto Networks, Inc.                                                               | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        5438 | NS      | $1112832.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG (Registered)                                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |       57827 | NS      | $1714306.39   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Industrial Technologies, Inc.                            | Applied Industrial Technologies, Inc.                                                  | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |        2964 | NS      | $688981.80    | 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      | $185.17       | 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      | $-41092.35    | -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      | $1904.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                    | Equinix, Inc.                                                                          | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        1631 | NS      | $1297411.57   | 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      | $90950.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     9900000 | PA      | $410.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                      | Sysco Corp.                                                                            | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Short            | EC               | CORP              | US        |      -18106 | NS      | $-1371348.44  | -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      | $3194.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Celestica, Inc.                                                  | Celestica, Inc.                                                                        | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |       13286 | NS      | $2075806.40   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International, Inc.                                   | Somnigroup International, Inc.                                                         | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Short            | EC               | CORP              | US        |       -1887 | NS      | $-128410.35   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co.                                                | Sotera Health Co.                                                                      | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7167 | NS      | $79697.04     | 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      | $2586.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cintas Corp.                                                     | Cintas Corp.                                                                           | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6749 | NS      | $1504149.63   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicharm Corp.                                                   | Unicharm Corp.                                                                         | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Short            | EC               | CORP              | JP        |     -108000 | NS      | $-779845.21   | -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      | $30406.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -9 | NC      | $27129.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial, Inc.                                            | Virtu Financial, Inc., Class A                                                         | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |       10445 | NS      | $467831.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         746 | NC      | $-136776.92   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis NV                                                    | Stellantis NV                                                                          | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Short            | EC               | CORP              | NL        |     -177020 | NS      | $-1773056.09  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          12 | NC      | $55412.62     | 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      | $1344.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hensoldt AG                                                      | Hensoldt AG                                                                            | CUSIP: N/A<br>LEI: 894500686FYLLZD3M624       | Long             | EC               | CORP              | DE        |         754 | NS      | $86611.05     | 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      | $-2143.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                  | AstraZeneca plc                                                                        | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Short            | EC               | CORP              | GB        |       -5818 | NS      | $-809686.22   | -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      | $-45870.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -12 | NC      | $72951.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    11154000 | PA      | $-57280.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LKQ Corp.                                                        | LKQ Corp.                                                                              | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Short            | EC               | CORP              | US        |      -20284 | NS      | $-750710.84   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -14 | NC      | $60936.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP, Inc.                                                        | BXP, Inc.                                                                              | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Short            | EC               | CORP              | US        |       -6294 | NS      | $-424656.18   | -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      | $15115.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Best Buy Co., Inc.                                               | Best Buy Co., Inc.                                                                     | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       10726 | NS      | $720036.38    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp.                                             | Avery Dennison Corp.                                                                   | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Short            | EC               | CORP              | US        |       -4505 | NS      | $-790492.35   | -0.12%            |  |  |  | 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