# EDGAR Filing Document

**Accession Number:** 0000772129
**File Stem:** 0001410368-26-041699
**Filing Date:** 2026-4
**Character Count:** 525821
**Document Hash:** cb5102e0e950e8e8992f2852e34814aa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-041699.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0001410368-26-041699

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260429

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GMO TRUST
- **CENTRAL INDEX KEY:** 0000772129

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04347
- **FILM NUMBER:** 26911165

**BUSINESS ADDRESS:**
- **STREET 1:** 53 STATE STREET
- **STREET 2:** FLOOR 33
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 6173467646

**MAIL ADDRESS:**
- **STREET 1:** 53 STATE STREET
- **STREET 2:** FLOOR 33
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GMO CORE TRUST
- **DATE OF NAME CHANGE:** 19900927

## Series and Classes Contracts Data

### GMO Alternative Allocation Fund (Series ID: S000065268)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000211299 | Class VI     | GAAVX           |
| C000213405 | Class R6     | GAAKX           |
| C000213406 | Class I      | GAAGX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** GMO TRUST

- **b. Investment Company Act file number:** 811-04347

- **c. CIK number of Registrant:** 0000772129

- **d. LEI of Registrant:** 549300Y2Q6TQD4HU5C66

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

  - **Street Address 1:** 53 State Street, 33rd Floor

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 617-346-7646

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

- **a. Name of Series:** GMO Alternative Allocation Fund

- **b. EDGAR series identifier (if any):** S000065268

- **c. LEI of Series:** 549300NEZ72NVUM4S865

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

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2026-02-28

**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:** $1562478516.86

**Total Liabilities:** $749450287.49

**Net Assets:** $813028229.37

**Amount of Assets Invested in Other Investment Companies:** $45614359.60

**Delayed Delivery Securities:** $255068.08

**Cash Not Reported:** $4302564.66

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 123.84000000 | **1-Year:** 84.90000000 | **5-Year:** -201.97000000 | **10-Year:** -187.73000000 | **30-Year:** 0.00000000

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

- **3-Month:** 1017.11000000 | **1-Year:** -4713.36000000 | **5-Year:** -138848.79000000 | **10-Year:** 140490.76000000 | **30-Year:** 61752.42000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000213405 | 1.79%                | 1.45%                | 2.49%                |
| Class ID C000211299 | 1.78%                | 1.53%                | 2.47%                |
| Class ID C000213406 | 1.78%                | 1.49%                | 2.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2931937.03              | $8923913.41                                |
| Month 2  | $9698101.77              | $16759120.60                               |
| Month 3  | $9076782.19              | $15881665.97                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Morgan Stanley & Co. LLC                         | RUSSELL 2000 INDEX                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -28 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCB X PCL                                        | SCB X PCL                                             | CUSIP: 000000000<br>LEI: 254900TG41KIWX7VDO42 | Long             | EC               | CORP              | TH        |       48300 | NS      | $230615.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD SEK                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $21521.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius AG                                     | Sartorius AG                                          | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Short            | EP               | CORP              | DE        |       -7007 | NS      | $-1983339.77  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| APA Group                                        | APA Group                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | AU        |     -169018 | NS      | $-1106210.68  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| HMM Co Ltd                                       | HMM Co Ltd                                            | CUSIP: 000000000<br>LEI: 988400M8Q35QDZ4XXW80 | Long             | EC               | CORP              | KR        |       38235 | NS      | $566721.09    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                            | GFL Environmental Inc                                 | CUSIP: 36168Q104<br>LEI: 894500E7NLBY9VZRT696 | Short            | EC               | CORP              | CA        |      -23167 | NS      | $-1023749.73  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                               | Union Pacific Corp                                    | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Short            | EC               | CORP              | US        |      -24975 | NS      | $-6617875.50  | -0.81%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CORTEVA INC                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -118 | NC      | $-247800.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp Japan                                | Oracle Corp Japan                                     | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Short            | EC               | CORP              | JP        |       -2200 | NS      | $-132807.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| EXEO Group Inc                                   | EXEO Group Inc                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       10400 | NS      | $199282.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD KRW                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-5628.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD AUD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-4220.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                      | GOLD 100 OZ FUTR APR26                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          17 | NC      | $583064.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                              | SPI 200 FUTURES MAR26                                 | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |          -3 | NC      | $-18698.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Ltd                   | CK Infrastructure Holdings Ltd                        | CUSIP: 000000000<br>LEI: 5299005U11RQ1C27MR12 | Short            | EC               | CORP              | BM        |      -44500 | NS      | $-377345.93   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                    | Martin Marietta Materials Inc                         | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Short            | EC               | CORP              | US        |        -114 | NS      | $-77128.98    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd               | Credo Technology Group Holding Ltd                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |      -11845 | NS      | $-1329838.15  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                     | Nordson Corp                                          | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |        2593 | NS      | $760889.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                             | Labcorp Holdings Inc                                  | CUSIP: 504922105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1108 | NS      | $-320344.96   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc                              | Guardant Health Inc                                   | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Short            | EC               | CORP              | US        |       -3900 | NS      | $-366210.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Stora Enso Oyj                                   | Stora Enso Oyj                                        | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Short            | EC               | CORP              | FI        |      -75468 | NS      | $-1023697.72  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED CZK / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |           1 | NC      | $2767.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EPAM Systems Inc                                 | EPAM Systems Inc                                      | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |        4849 | NS      | $683709.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Alcon AG                                         | Alcon AG                                              | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Short            | EC               | CORP              | CH        |       -3044 | NS      | $-263879.30   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE              | LVMH Moet Hennessy Louis Vuitton SE                   | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |        3385 | NS      | $2163083.76   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED IDR / SOLD USD                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ID        |           1 | NC      | $-100.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CHF / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |           1 | NC      | $3785.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                   | Kingfisher PLC                                        | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |      392253 | NS      | $1973043.71   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                        | Shell PLC                                             | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |        7311 | NS      | $610541.61    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Orsted AS                                        | Orsted AS                                             | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Short            | EC               | CORP              | DK        |      -65890 | NS      | $-1552287.48  | -0.19%            |  |  |  | Yes           |                  2 | On Loan: No      |
| BASF SE                                          | BASF SE                                               | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Short            | EC               | CORP              | DE        |      -21757 | NS      | $-1246244.11  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                | Cisco Systems Inc                                     | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |        4544 | NS      | $361066.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Onestream Inc                                    | Onestream Inc                                         | CUSIP: 68278B107<br>LEI: 254900CRBCHIYDC37W82 | Long             | EC               | CORP              | US        |      703928 | NS      | $16605661.52  | 2.04%             |  |  |  | No            |                  1 | On Loan: —       |
| LCH Ltd.                                         | FSWP: NZD 4.230000 18-MAR-2036 3M                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    14900000 | OU      | $212143.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Open Text Corp                                   | Open Text Corp                                        | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |       48300 | NS      | $1196391.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Bank Co Ltd                           | Japan Post Bank Co Ltd                                | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Short            | EC               | CORP              | JP        |      -70900 | NS      | $-1388012.96  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                           | OMV AG                                                | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |       14873 | NS      | $963475.58    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                                   | Salesforce Inc                                        | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       18603 | NS      | $3623678.37   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Penn Entertainment Inc                           | Penn Entertainment Inc                                | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       93500 | NS      | $1462340.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Aeroports de Paris SA                            | Aeroports de Paris SA                                 | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Short            | EC               | CORP              | FR        |      -14764 | NS      | $-2060078.99  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Pegatron Corp                                    | Pegatron Corp                                         | CUSIP: 000000000<br>LEI: 529900M87JQS8TUO0L66 | Long             | EC               | CORP              | TW        |       25000 | NS      | $58514.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TFI INTERNATIONAL INC                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |         -69 | NC      | $-266340.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group PLC                      | Reckitt Benckiser Group PLC                           | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Short            | EC               | CORP              | GB        |       -9456 | NS      | $-833063.28   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp                          | Zebra Technologies Corp                               | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |         981 | NS      | $219704.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Warner Bros Discovery Inc                        | Warner Bros Discovery Inc                             | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      874242 | NS      | $24627397.14  | 3.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sankyu Inc                                       | Sankyu Inc                                            | CUSIP: 000000000<br>LEI: 529900QWTXZZEM1T5G75 | Long             | EC               | CORP              | JP        |        7000 | NS      | $450258.69    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BT Group PLC                                     | BT Group PLC                                          | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |      897114 | NS      | $2614726.70   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Link REIT                                        | Link REIT                                             | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Short            | EC               |  | HK        |      -94200 | NS      | $-465713.88   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                   | NU Holdings Ltd/Cayman Islands                        | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Short            | EC               | CORP              | KY        |     -139741 | NS      | $-2093320.18  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                        | United Parcel Service Inc                             | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       23536 | NS      | $2729234.56   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Nokia Oyj                                        | Nokia Oyj                                             | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |      357949 | NS      | $2747264.81   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                              | Dollar General Corp                                   | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        3930 | NS      | $614023.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Akeso Inc                                        | Akeso Inc                                             | CUSIP: 000000000<br>LEI: 254900ECWYGR3QW5GF30 | Short            | EC               | CORP              | KY        |      -10000 | NS      | $-136236.63   | -0.02%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Banco Comercial Portugues SA                     | Banco Comercial Portugues SA                          | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | EC               | CORP              | PT        |      279459 | NS      | $293527.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                           | Diamondback Energy Inc                                | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Short            | EC               | CORP              | US        |       -7112 | NS      | $-1238056.96  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                    | Accenture PLC                                         | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |       16174 | NS      | $3375837.28   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| L'Oreal SA                                       | L'Oreal SA                                            | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |         282 | NS      | $132130.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                        | Telecom Italia SpA/Milano                             | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |     4313726 | NS      | $3236846.57   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) JUN26                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          36 | NC      | $22640.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD ZAR                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-329.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                   | American Electric Power Co Inc                        | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |        8018 | NS      | $1072968.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLIC OF PARAGUAY                             | Paraguay Government International Bond                | CUSIP: 699149CC2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  1660000000 | PA      | $257111.32    | 0.03%             | 2038-04-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Floating Rate Notes                     | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    62100000 | PA      | $62174645.44  | 7.65%             | 2027-07-31      | Floating      | 3.78%                 | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                              | Shift4 Payments Inc                                   | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1500 | NS      | $-66105.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                | General Motors Co                                     | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       35366 | NS      | $2783657.86   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd                                      | Wix.com Ltd                                           | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Short            | EC               | CORP              | IL        |      -35785 | NS      | $-2521411.10  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                              | Coinbase Global Inc                                   | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Short            | EC               | CORP              | US        |      -12421 | NS      | $-2184232.85  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| SGH Ltd                                          | SGH Ltd                                               | CUSIP: 000000000<br>LEI: 254900DME8O9GCK94794 | Short            | EC               | CORP              | AU        |      -27121 | NS      | $-899990.68   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                             | Verisk Analytics Inc                                  | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Short            | EC               | CORP              | US        |       -1384 | NS      | $-287276.88   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                       | Boliden AB                                            | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |       18819 | NS      | $1491739.02   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| DSM-Firmenich AG                                 | DSM-Firmenich AG                                      | CUSIP: 000000000<br>LEI: 506700G44V67MPM4BI12 | Short            | EC               | CORP              | CH        |       -2396 | NS      | $-171121.59   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TechnipFMC PLC                                   | TechnipFMC PLC                                        | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Short            | EC               | CORP              | GB        |       -7000 | NS      | $-464170.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Shiseido Co Ltd                                  | Shiseido Co Ltd                                       | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Short            | EC               | CORP              | JP        |     -124100 | NS      | $-2620323.28  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LAMB WESTON HOLDINGS INC                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -92 | NC      | $-7820.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Amundi SA                                        | Amundi SA                                             | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |       13071 | NS      | $1246880.50   | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                      | Alnylam Pharmaceuticals Inc                           | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Short            | EC               | CORP              | US        |       -8535 | NS      | $-2841472.20  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                               | PURCHASED EUR / SOLD USD                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |           1 | NC      | $1226.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AECOM                                            | AECOM                                                 | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Short            | EC               | CORP              | US        |       -3012 | NS      | $-295115.76   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc       | Expeditors International of Washington Inc            | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |        2960 | NS      | $429288.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Marzetti Company/The                             | Marzetti Company/The                                  | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       12510 | NS      | $2055893.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Ferrari NV                                       | Ferrari NV                                            | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Short            | EC               | CORP              | NL        |      -10447 | NS      | $-3947109.10  | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co Ltd                              | Yamaha Motor Co Ltd                                   | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |       78900 | NS      | $627410.31    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SKF AB                                           | SKF AB                                                | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |       58360 | NS      | $1668203.02   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 2.052000 18-MAR-2031 SOR                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8899000 | OU      | $-160355.46   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | XAV HEALTH CARE MAR26                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          66 | NC      | $347693.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                 | CUSIP: 01F060634<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -11500000 | PA      | $-11799008.86 | -1.45%            | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                             | Progressive Corp/The                                  | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        5439 | NS      | $1162096.74   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Jack Henry & Associates Inc                      | Jack Henry & Associates Inc                           | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       19928 | NS      | $3237502.88   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| KeyCorp                                          | KeyCorp                                               | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Short            | EC               | CORP              | US        |       -3000 | NS      | $-62220.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                           | Liberty Broadband Corp                                | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      223025 | NS      | $12179395.25  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | TRSWAP: NDUGEAFE INDEX                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    21064676 | OU      | $850545.89    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TFI International Inc                            | TFI International Inc                                 | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |        6900 | NS      | $826068.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Energy Ltd                              | Meridian Energy Ltd                                   | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Short            | EC               | CORP              | NZ        |      -68214 | NS      | $-231269.17   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Canada, Inc.                         | CANOLA FUTR (WCE) MAY26                               | CUSIP: 000000000<br>LEI: 549300QVU6WVGZWEYS03 | N/A              | DCO              |  | CA        |        -206 | NC      | $-38707.09    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Skanska AB                                       | Skanska AB                                            | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |       21539 | NS      | $660318.17    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                           | Aristocrat Leisure Ltd                                | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |       33658 | NS      | $1150655.11   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Trex Co Inc                                      | Trex Co Inc                                           | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       40660 | NS      | $1684137.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                | Johnson & Johnson                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       27163 | NS      | $6748104.09   | 0.83%             |  |  |  | No            |                  1 | On Loan: —       |
| Robinhood Markets Inc                            | Robinhood Markets Inc                                 | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Short            | EC               | CORP              | US        |      -40076 | NS      | $-3039764.60  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                 | CUSIP: 01F052433<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15000000 | PA      | $15388379.70  | 1.89%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BMO59ETF0 GMODUB                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |   -45000000 | NC      | $-22172.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                      | Northern Star Resources Ltd                           | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Short            | EC               | CORP              | AU        |       -3012 | NS      | $-66022.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KIMBERLY-CLARK CORP                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -55 | NC      | $-60720.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                       | NetApp Inc                                            | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        1560 | NS      | $154486.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Keppel Ltd                                       | Keppel Ltd                                            | CUSIP: 000000000<br>LEI: 254900SQ7IPDOY6IDW33 | Short            | EC               | CORP              | SG        |     -158300 | NS      | $-1635018.74  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Preformed Line Products Co                       | Preformed Line Products Co                            | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |        2649 | NS      | $671918.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Maruichi Steel Tube Ltd                          | Maruichi Steel Tube Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       25200 | NS      | $262192.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Oklo Inc                                         | Oklo Inc                                              | CUSIP: 02156V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -17332 | NS      | $-1091049.40  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | WHEAT FUTURE(CBT) MAY26                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -194 | NC      | $-478817.22   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                           | UnitedHealth Group Inc                                | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       14503 | NS      | $4253294.81   | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| Snam SpA                                         | Snam SpA                                              | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |       33819 | NS      | $262597.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MongoDB Inc                                      | MongoDB Inc                                           | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Short            | EC               | CORP              | US        |       -8816 | NS      | $-2895791.52  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                              | Exact Sciences Corp                                   | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      159782 | NS      | $16518263.16  | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPPAN Holdings Inc                              | TOPPAN Holdings Inc                                   | CUSIP: 000000000<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |       13500 | NS      | $462438.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED GBP / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |           1 | NC      | $-21253.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PTT PCL                                          | PTT PCL                                               | CUSIP: 000000000<br>LEI: 549300QOGMPTKB6W7G56 | Long             | EC               | CORP              | TH        |       98600 | NS      | $117347.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Bearings Inc                                 | RBC Bearings Inc                                      | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4287 | NS      | $2468969.04   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Melrose Industries PLC                           | Melrose Industries PLC                                | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Short            | EC               | CORP              | GB        |     -101318 | NS      | $-770952.90   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                  | ASML Holding NV                                       | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |         974 | NS      | $1416593.54   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED CAD / SOLD USD                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |           1 | NC      | $3330.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Interactive Brokers Group Inc                    | Interactive Brokers Group Inc                         | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Short            | EC               | CORP              | US        |       -1900 | NS      | $-135261.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                               | United Rentals Inc                                    | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |         364 | NS      | $305760.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Manulife Financial Corp                          | Manulife Financial Corp                               | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |       37520 | NS      | $1333460.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                                       | Natera Inc                                            | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Short            | EC               | CORP              | US        |      -14796 | NS      | $-3078159.84  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Lasertec Corp                                    | Lasertec Corp                                         | CUSIP: 000000000<br>LEI: 5299008UY0JUHZ3SAQ87 | Short            | EC               | CORP              | JP        |        -700 | NS      | $-150922.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp                                         | Kia Corp                                              | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |       24419 | NS      | $3486729.71   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -6 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimano Inc                                      | Shimano Inc                                           | CUSIP: 000000000<br>LEI: 529900L32YT3P9DECR10 | Short            | EC               | CORP              | JP        |       -5024 | NS      | $-536340.74   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                         | Svenska Cellulosa AB SCA                              | CUSIP: 000000000<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |       14403 | NS      | $195532.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED BRL / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $11021.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                  | Nigeria OMO Bill                                      | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  1500000000 | PA      | $1013938.51   | 0.12%             | 2026-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp             | International Business Machines Corp                  | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |         757 | NS      | $181838.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Citibank NA                                      | PURCHASED CZK / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |           1 | NC      | $-2039.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Qube Holdings Ltd                                | Qube Holdings Ltd                                     | CUSIP: 000000000<br>LEI: 391200RT2MUFEO3RFW25 | Long             | EC               | CORP              | AU        |     2665794 | NS      | $9494401.04   | 1.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Pentair PLC                                      | Pentair PLC                                           | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |       10592 | NS      | $1050620.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                               | Banco Santander SA                                    | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Short            | EC               | CORP              | ES        |     -172234 | NS      | $-2172226.25  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                  | Nordea Bank Abp                                       | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Short            | EC               | CORP              | FI        |      -62067 | NS      | $-1201029.56  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                       | Coca-Cola Consolidated Inc                            | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |        7180 | NS      | $1453232.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED MXN / SOLD USD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |           1 | NC      | $154551.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED BRL / SOLD USD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $66447.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBALFOUNDRIES Inc                              | GLOBALFOUNDRIES Inc                                   | CUSIP: 000000000<br>LEI: 549300BA76VK784VMX48 | Long             | EC               | CORP              | KY        |       20800 | NS      | $989040.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Valero Energy Corp                               | Valero Energy Corp                                    | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        6387 | NS      | $1307035.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                    | Amphenol Corp                                         | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        8814 | NS      | $1287372.84   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                 | Wells Fargo & Co                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       10597 | NS      | $863125.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Barclays Bank PLC                                | PURCHASED BRL / SOLD USD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |           1 | NC      | $21793.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD PLN                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $2442.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                  | Nigeria OMO Bill                                      | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   600000000 | PA      | $430655.92    | 0.05%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SEK                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $3290.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED MXN / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |           1 | NC      | $3645.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: OIS 7.890000 12-MAR-2031 TII                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   195900000 | OU      | $347390.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc               | Mitsubishi UFJ Financial Group Inc                    | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |       21200 | NS      | $393556.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD NOK                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-144811.84   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd                                    | REA Group Ltd                                         | CUSIP: 000000000<br>LEI: 894500KA4UBDATOFPN36 | Short            | EC               | CORP              | AU        |       -4195 | NS      | $-496299.92   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD EUR                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-77.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                             | Cleveland-Cliffs Inc                                  | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Short            | EC               | CORP              | US        |       -9400 | NS      | $-100204.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                   | GE Vernova Inc                                        | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Short            | EC               | CORP              | US        |       -1691 | NS      | $-1477257.60  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN FUTURE MAY26                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         -54 | NC      | $-103636.38   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Turk Hava Yollari AO                             | Turk Hava Yollari AO                                  | CUSIP: 000000000<br>LEI: 789000EV8M3BL7ZPFB03 | Long             | EC               | CORP              | TR        |      129508 | NS      | $907777.36    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HealthEquity Inc                                 | HealthEquity Inc                                      | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Short            | EC               | CORP              | US        |       -1900 | NS      | $-145331.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                    | Hilton Worldwide Holdings Inc                         | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |        8908 | NS      | $2777336.24   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Take-Two Interactive Software Inc                | Take-Two Interactive Software Inc                     | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Short            | EC               | CORP              | US        |       -8637 | NS      | $-1826552.76  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                      | Vistra Corp                                           | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Short            | EC               | CORP              | US        |      -22158 | NS      | $-3853054.62  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Hensoldt AG                                      | Hensoldt AG                                           | CUSIP: 000000000<br>LEI: 894500686FYLLZD3M624 | Short            | EC               | CORP              | DE        |      -31684 | NS      | $-2779468.69  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CLP / SOLD USD                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CL        |           1 | NC      | $-2414.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| H.U. Group Holdings Inc                          | H.U. Group Holdings Inc                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       28100 | NS      | $604398.79    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| General Mills Inc                                | General Mills Inc                                     | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       31099 | NS      | $1406607.77   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| DR Horton Inc                                    | DR Horton Inc                                         | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       13340 | NS      | $2139602.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Fiserv Inc                                       | Fiserv Inc                                            | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Short            | EC               | CORP              | US        |      -25587 | NS      | $-1593814.23  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc                    | Interactive Brokers Group Inc                         | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |        4287 | NS      | $305191.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental AG                                   | Continental AG                                        | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |        9564 | NS      | $824167.80    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CAD / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |           1 | NC      | $36798.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Terex Corp                                       | Terex Corp                                            | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |       25100 | NS      | $1726629.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Goldman Sachs International                      | PURCHASED IDR / SOLD USD                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ID        |           1 | NC      | $190.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                | Iron Mountain Inc                                     | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Short            | EC               |  | US        |       -2200 | NS      | $-238326.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED SEK / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |           1 | NC      | $3352.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                          | Arthur J Gallagher & Co                               | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Short            | EC               | CORP              | US        |      -15026 | NS      | $-3428933.20  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Sibanye Stillwater Ltd                           | Sibanye Stillwater Ltd                                | CUSIP: 82575P107<br>LEI: 378900F238434B74D281 | Short            | EC               | CORP              | ZA        |      -16048 | NS      | $-284210.08   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                    | Universal Health Services Inc                         | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       10490 | NS      | $2161989.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| American Water Works Co Inc                      | American Water Works Co Inc                           | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Short            | EC               | CORP              | US        |      -93325 | NS      | $-12694999.75 | -1.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                           | Palo Alto Networks Inc                                | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Short            | EC               | CORP              | US        |       -4233 | NS      | $-630378.36   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD KRW                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-4507.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GameStop Corp                                    | GameStop Corp                                         | CUSIP: 36467W117<br>LEI: 549300505KLOET039L77 | N/A              | DE               |  | US        |       -1710 | NS      | $-7353.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ESCROW ALTEGRITY INC                             | ESCROW ALTEGRITY INC                                  | CUSIP: 021ESC017<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     9856086 | NS      | $12812911.80  | 1.58%             |  |  |  | No            |                  3 | On Loan: No      |
| Glaukos Corp                                     | Glaukos Corp                                          | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Short            | EC               | CORP              | US        |       -1300 | NS      | $-156520.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHARTER COMMUNICATIONS INC                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -44 | NC      | $-128480.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Daiwabo Holdings Co Ltd                          | Daiwabo Holdings Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       19500 | NS      | $398966.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                            | Carlyle Group Inc/The                                 | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Short            | EC               | CORP              | US        |       -4500 | NS      | $-233955.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                   | Morgan Stanley                                        | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Short            | EC               | CORP              | US        |        -500 | NS      | $-83255.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GITLAB INC                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -212 | NC      | $-165360.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                                 | Black Hills Corp                                      | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Short            | EC               | CORP              | US        |     -270680 | NS      | $-19938288.80 | -2.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Auckland International Airport Ltd               | Auckland International Airport Ltd                    | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Short            | EC               | CORP              | NZ        |      -65669 | NS      | $-361223.95   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRSWAP: NDUGEAFE INDEX                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      435861 | OU      | $15243.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd            | Check Point Software Technologies Ltd                 | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |        2629 | NS      | $399792.03    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                   | Air Products and Chemicals Inc                        | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        1600 | NS      | $441072.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -6 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Insurance Co Ltd                      | Japan Post Insurance Co Ltd                           | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |        1800 | NS      | $58753.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China National Building Material Co Ltd          | China National Building Material Co Ltd               | CUSIP: 000000000<br>LEI: 52990085PGF8YEPLBZ26 | Long             | EC               | CORP              | CN        |      250000 | NS      | $216759.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                           | Singapore Exchange Ltd                                | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |       86600 | NS      | $1243629.54   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| China Communications Services Corp Ltd           | China Communications Services Corp Ltd                | CUSIP: 000000000<br>LEI: 529900JCDRVQE6YZKT86 | Long             | EC               | CORP              | CN        |      410000 | NS      | $232745.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                         | Estee Lauder Cos Inc/The                              | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Short            | EC               | CORP              | US        |      -11513 | NS      | $-1260328.11  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                           | SAP SE                                                | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       16658 | NS      | $3346463.79   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                              | Malaysia Government Bond                              | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     7300000 | PA      | $1889857.62   | 0.23%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Tradeweb Markets Inc                             | Tradeweb Markets Inc                                  | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10115 | NS      | $1246724.33   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                             | Ares Management Corp                                  | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Short            | EC               | CORP              | US        |       -9238 | NS      | $-1034748.38  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                              | Amadeus IT Group SA                                   | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |       33900 | NS      | $2096781.19   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                  | Fair Isaac Corp                                       | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Short            | EC               | CORP              | US        |       -2267 | NS      | $-3195019.12  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Evergreen Marine Corp Taiwan Ltd                 | Evergreen Marine Corp Taiwan Ltd                      | CUSIP: 000000000<br>LEI: 254900EIJA0A39C5SO15 | Long             | EC               | CORP              | TW        |      356000 | NS      | $2234164.05   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                 | MercadoLibre Inc                                      | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Short            | EC               | CORP              | US        |       -1720 | NS      | $-3023037.60  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                      | SILVER FUTURE MAY26                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           8 | NC      | $420448.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Floating Rate Notes                     | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    82045000 | PA      | $82142686.88  | 10.10%            | 2027-04-30      | Floating      | 3.78%                 | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD BRL                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-41814.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Annaly Capital Management Inc                    | Annaly Capital Management Inc                         | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Short            | EC               |  | US        |       -9100 | NS      | $-211484.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                   | S&P Global Inc                                        | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Short            | EC               | CORP              | US        |       -2405 | NS      | $-1062721.40  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                     | Thermo Fisher Scientific Inc                          | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        9839 | NS      | $5127201.29   | 0.63%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Chase Bank NA                           | PURCHASED MXN / SOLD USD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $838291.58    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                | Expedia Group Inc                                     | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |        3584 | NS      | $773032.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                                | MP Materials Corp                                     | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Short            | EC               | CORP              | US        |      -16800 | NS      | $-989016.00   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD PEN                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-213.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD NZD                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $14049.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                              | Swiss Prime Site AG                                   | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Short            | EC               | CORP              | CH        |       -7460 | NS      | $-1423515.05  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Everest Group Ltd                                | Everest Group Ltd                                     | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |        4839 | NS      | $1623436.11   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED PHP / SOLD USD                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PH        |           1 | NC      | $137183.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                     | Carrefour SA                                          | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |       20683 | NS      | $392259.99    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MTR Corp Ltd                                     | MTR Corp Ltd                                          | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Short            | EC               | CORP              | HK        |     -276000 | NS      | $-1314422.04  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd                      | Daiwa House Industry Co Ltd                           | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |       29100 | NS      | $1050116.36   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Canada                | Constellation Software Inc/Canada                     | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |         337 | NS      | $622750.21    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                            | Uber Technologies Inc                                 | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       29016 | NS      | $2188386.72   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Brown-Forman Corp                                | Brown-Forman Corp                                     | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       11413 | NS      | $329379.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Teradyne Inc                                     | Teradyne Inc                                          | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |         800 | NS      | $256024.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Unity Software Inc                               | Unity Software Inc                                    | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |      -19700 | NS      | $-359131.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Mobis Co Ltd                             | Hyundai Mobis Co Ltd                                  | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |        8786 | NS      | $3158149.41   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| BKW AG                                           | BKW AG                                                | CUSIP: 000000000<br>LEI: 549300IE30SKTUO98Q38 | Long             | EC               | CORP              | CH        |        6330 | NS      | $1243837.58   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp              | Cognizant Technology Solutions Corp                   | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       60777 | NS      | $3915862.11   | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| Masco Corp                                       | Masco Corp                                            | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |        3534 | NS      | $253105.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -6 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                       | Intel Corp                                            | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Short            | EC               | CORP              | US        |      -42000 | NS      | $-1915620.00  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD ZAR                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $215.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc              | Ollie's Bargain Outlet Holdings Inc                   | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |       20416 | NS      | $2186553.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Italian Derivatives Market                       | FTSE/MIB IDX FUT MAR26                                | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               |  | IT        |         -60 | NC      | $-499313.25   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake Inc                                    | Snowflake Inc                                         | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Short            | EC               | CORP              | US        |      -22832 | NS      | $-3845137.12  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp                               | Toyota Tsusho Corp                                    | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |       82500 | NS      | $3687799.71   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SWAP/CDSWAP/CDS: (ITRAXX.XO.44 35-100%)               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | XX        |    20000000 | OU      | $4758361.42   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -9 | NC      | $-91080.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                         | eBay Inc                                              | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       39148 | NS      | $3556987.28   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| EOG Resources Inc                                | EOG Resources Inc                                     | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       27681 | NS      | $3434658.48   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Arch Capital Group Ltd                           | Arch Capital Group Ltd                                | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |        7437 | NS      | $744815.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Watsco Inc                                       | Watsco Inc                                            | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Short            | EC               | CORP              | US        |       -9504 | NS      | $-3966304.32  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings Inc                                   | DraftKings Inc                                        | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Short            | EC               | CORP              | US        |     -128518 | NS      | $-3063869.12  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Kobe Bussan Co Ltd                               | Kobe Bussan Co Ltd                                    | CUSIP: 000000000<br>LEI: 353800CJIFNHN2DXRD59 | Short            | EC               | CORP              | JP        |      -35900 | NS      | $-854233.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Aramark                                          | Aramark                                               | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |       60203 | NS      | $2519495.55   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Goldman Sachs International                      | PURCHASED USD / SOLD IDR                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-72.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| East Japan Railway Co                            | East Japan Railway Co                                 | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Short            | EC               | CORP              | JP        |      -27200 | NS      | $-671853.33   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                       | Biogen Inc                                            | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Short            | EC               | CORP              | US        |       -4852 | NS      | $-930710.64   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                        | Constellation Energy Corp                             | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Short            | EC               | CORP              | US        |       -5330 | NS      | $-1758260.40  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                      | Nutrien Ltd                                           | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |       30702 | NS      | $2304799.14   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| D-Wave Quantum Inc                               | D-Wave Quantum Inc                                    | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Short            | EC               | CORP              | US        |      -30900 | NS      | $-580302.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                            | Antero Resources Corp                                 | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Short            | EC               | CORP              | US        |      -10100 | NS      | $-371781.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Jeronimo Martins SGPS SA                         | Jeronimo Martins SGPS SA                              | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |        5720 | NS      | $150327.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $725.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VAT Group AG                                     | VAT Group AG                                          | CUSIP: 000000000<br>LEI: 529900MVFK7NVALR7Y83 | Long             | EC               | CORP              | CH        |         246 | NS      | $173500.08    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Renesas Electronics Corp                         | Renesas Electronics Corp                              | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |       91800 | NS      | $1731237.96   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                          | Latam Airlines Group SA                               | CUSIP: 51817R205<br>LEI: 549300HX3UUDPEFTG707 | Short            | EC               | CORP              | CL        |      -18888 | NS      | $-1060750.08  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD AUD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-45602.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PENN ENTERTAINMENT INC                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -531 | NC      | $-172575.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Co Ltd                            | Mitsui Fudosan Co Ltd                                 | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |        7700 | NS      | $103794.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RUSSELL 2000 INDEX                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -26 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD NZD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-17166.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                      | Groupe Bruxelles Lambert NV                           | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Short            | EC               | CORP              | BE        |       -2388 | NS      | $-239612.22   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Magnum Ice Cream Co NV/The                       | Magnum Ice Cream Co NV/The                            | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |       57358 | NS      | $910614.42    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                    | TMX Group Ltd                                         | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |        2053 | NS      | $69248.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                                      | HubSpot Inc                                           | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Short            | EC               | CORP              | US        |      -10295 | NS      | $-2723130.45  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Group Holdings PLC                       | Phoenix Group Holdings PLC                            | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Short            | EC               | CORP              | GB        |     -216957 | NS      | $-2240894.31  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                         | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       29541 | NS      | $3255122.79   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| RTX Corp                                         | RTX Corp                                              | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Short            | EC               | CORP              | US        |       -6963 | NS      | $-1410843.06  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Mining Ltd                             | Evolution Mining Ltd                                  | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |      123871 | NS      | $1469612.17   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                             | Williams Cos Inc/The                                  | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Short            | EC               | CORP              | US        |      -50574 | NS      | $-3778889.28  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank Leumi Le-Israel BM                          | Bank Leumi Le-Israel BM                               | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |       34619 | NS      | $838109.16    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad NV                                      | Randstad NV                                           | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |        7915 | NS      | $260973.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd                                        | Chubb Ltd                                             | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |        3612 | NS      | $1231186.32   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kanematsu Corp                                   | Kanematsu Corp                                        | CUSIP: 000000000<br>LEI: 353800N574WR0FX80I71 | Long             | EC               | CORP              | JP        |       41800 | NS      | $657102.38    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD PEN                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-509.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rational AG                                      | Rational AG                                           | CUSIP: 000000000<br>LEI: 529900K139N6UFJ1A758 | Long             | EC               | CORP              | DE        |        1439 | NS      | $1247194.75   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                | Omnicom Group Inc                                     | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       30106 | NS      | $2567740.74   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD AUD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-89802.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                       | Mizuho Financial Group Inc                            | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Short            | EC               | CORP              | JP        |      -13200 | NS      | $-588904.41   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Cirrus Logic Inc                                 | Cirrus Logic Inc                                      | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       15499 | NS      | $2187218.88   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| GameStop Corp                                    | GameStop Corp                                         | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Short            | EC               | CORP              | US        |      -28300 | NS      | $-680049.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -7 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Inc                               | Cohen & Steers Inc                                    | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |       20787 | NS      | $1390026.69   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| CapitaLand Integrated Commercial Trust           | CapitaLand Integrated Commercial Trust                | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Short            | EC               |  | SG        |      -89383 | NS      | $-172928.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                       | Samsung Electronics Co Ltd                            | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       17340 | NS      | $2595299.62   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Casella Waste Systems Inc                        | Casella Waste Systems Inc                             | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Short            | EC               | CORP              | US        |       -3500 | NS      | $-326060.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                     | ROCKWOOL A/S                                          | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |       60746 | NS      | $2014186.69   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooper Cos Inc/The                               | Cooper Cos Inc/The                                    | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       17500 | NS      | $1464225.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                     | Apollo Global Management Inc                          | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Short            | EC               | CORP              | US        |       -6900 | NS      | $-721740.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                               | PURCHASED JPY / SOLD USD                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |           1 | NC      | $-181098.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                      | National Australia Bank Ltd                           | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Short            | EC               | CORP              | AU        |       -5328 | NS      | $-185694.51   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                      | Northern Star Resources Ltd                           | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |       32116 | NS      | $703974.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                | Toyota Motor Corp                                     | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Short            | EC               | CORP              | JP        |      -55400 | NS      | $-1342250.90  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SGD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $63.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd                        | Kawasaki Kisen Kaisha Ltd                             | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |       51400 | NS      | $826346.46    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Holmen AB                                        | Holmen AB                                             | CUSIP: 000000000<br>LEI: 52990080SH3454F0QE68 | Short            | EC               | CORP              | SE        |      -20087 | NS      | $-790686.76   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED JPY / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $-521730.38   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| OR Royalties Inc                                 | OR Royalties Inc                                      | CUSIP: 68390D106<br>LEI: 549300TJZTXZMPQ6K004 | Short            | EC               | CORP              | CA        |       -1500 | NS      | $-71071.44    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LAMB WESTON HOLDINGS INC                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -102 | NC      | $-20910.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD MXN                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1727.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD SGD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $321.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal         | S+P/TSX 60 IX FUT MAR26                               | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DE               |  | CA        |          20 | NC      | $168476.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                   | Air Products and Chemicals Inc                        | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Short            | EC               | CORP              | US        |       -4316 | NS      | $-1189791.72  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD SGD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $261.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegion plc                                     | Allegion plc                                          | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |       14562 | NS      | $2346666.30   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                       | Tenaris SA                                            | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |       15972 | NS      | $868876.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Comcast Corp                                     | Comcast Corp                                          | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      137658 | NS      | $4261891.68   | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| Upstart Holdings Inc                             | Upstart Holdings Inc                                  | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-32676.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA AKERO THERAPEUT                           | CONTRA AKERO THERAPEUT                                | CUSIP: 009CVR044<br>LEI: 549300SI3KG74LBE2955 | N/A              | DE               |  | US        |      117606 | NS      | $58803.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Guidewire Software Inc                           | Guidewire Software Inc                                | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Short            | EC               | CORP              | US        |       -9900 | NS      | $-1438668.00  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| HOCHTIEF AG                                      | HOCHTIEF AG                                           | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Short            | EC               | CORP              | DE        |       -1613 | NS      | $-778048.92   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| PPG Industries Inc                               | PPG Industries Inc                                    | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |        3169 | NS      | $390642.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Realty Income Corp                               | Realty Income Corp                                    | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Short            | EC               |  | US        |      -27811 | NS      | $-1863337.00  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                        | Toronto-Dominion Bank/The                             | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |       17200 | NS      | $1675551.48   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ICL Group Ltd                                    | ICL Group Ltd                                         | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |       65045 | NS      | $308281.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx AG                                        | Talanx AG                                             | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |        6072 | NS      | $763739.02    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Paychex Inc                                      | Paychex Inc                                           | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Short            | EC               | CORP              | US        |      -13257 | NS      | $-1241518.05  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                      | Nutanix Inc                                           | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Short            | EC               | CORP              | US        |      -47232 | NS      | $-1808040.96  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Qfin Holdings Inc                                | Qfin Holdings Inc                                     | CUSIP: 88557W101<br>LEI: 836800R59NKEPDR6I240 | Long             | EC               | CORP              | KY        |       42456 | NS      | $618159.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| ONEOK Inc                                        | ONEOK Inc                                             | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Short            | EC               | CORP              | US        |      -46391 | NS      | $-3839783.07  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED THB / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $446.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Balchem Corp                                     | Balchem Corp                                          | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |       15137 | NS      | $2746305.91   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc                      | Ryan Specialty Holdings Inc                           | CUSIP: 78351F107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7800 | NS      | $-306930.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Equinox Gold Corp                                | Equinox Gold Corp                                     | CUSIP: 29446Y502<br>LEI: 5493005IN4V1SNP9PN75 | Short            | EC               | CORP              | CA        |       -3900 | NS      | $-73193.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: MYR 3.455000 18-MAR-2031 KLI                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    38100000 | OU      | $21081.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED CAD / SOLD USD                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |           1 | NC      | $2007.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp                                         | Fox Corp                                              | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       18537 | NS      | $1044374.58   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| China Railway Group Ltd                          | China Railway Group Ltd                               | CUSIP: 000000000<br>LEI: 529900TFRLG8UDJ7QA89 | Long             | EC               | CORP              | CN        |     1137000 | NS      | $752406.56    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                       | Vonovia SE                                            | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Short            | EC               | CORP              | DE        |      -45545 | NS      | $-1544316.96  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                 | W R Berkley Corp                                      | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Short            | EC               | CORP              | US        |       -3200 | NS      | $-229440.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                                      | Bruker Corp                                           | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |       20119 | NS      | $806973.09    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Palantir Technologies Inc                        | Palantir Technologies Inc                             | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Short            | EC               | CORP              | US        |      -19912 | NS      | $-2731727.28  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Buzzi SpA                                        | Buzzi SpA                                             | CUSIP: 000000000<br>LEI: 5299003DX5YLKSVJ6K59 | Long             | EC               | CORP              | IT        |       10207 | NS      | $588468.28    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                    | Akzo Nobel NV                                         | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |       17821 | NS      | $1251904.41   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankook Tire & Technology Co Ltd                 | Hankook Tire & Technology Co Ltd                      | CUSIP: 000000000<br>LEI: 9884001BIEVM09M7AH02 | Long             | EC               | CORP              | KR        |       12666 | NS      | $641560.73    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA Group AG                                     | GEA Group AG                                          | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |        4262 | NS      | $330448.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KIMBERLY-CLARK CORP                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -57 | NC      | $-83505.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                                   | Air Lease Corp                                        | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      240413 | NS      | $15588378.92  | 1.92%             |  |  |  | No            |                  1 | On Loan: —       |
| Exelon Corp                                      | Exelon Corp                                           | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       25217 | NS      | $1247484.99   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| ABB Ltd                                          | ABB Ltd                                               | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |       15738 | NS      | $1465777.59   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD PHP                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-818.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                               | Dominican Republic International Bond                 | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   100000000 | PA      | $2076617.14   | 0.26%             | 2033-02-03      | Fixed         | 13.63%                | Yes           |                  2 | On Loan: No      |
| Nucor Corp                                       | Nucor Corp                                            | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       19873 | NS      | $3515136.24   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Jeol Ltd                                         | Jeol Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       12100 | NS      | $531919.84    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CAD / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |           1 | NC      | $1250.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                            | Kongsberg Gruppen ASA                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Short            | EC               | CORP              | NO        |      -63736 | NS      | $-2584580.21  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                             | ASM International NV                                  | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |         974 | NS      | $821459.34    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | LONG GILT FUTURE JUN26                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         173 | NC      | $311094.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Contact Energy Ltd                               | Contact Energy Ltd                                    | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Short            | EC               | CORP              | NZ        |      -84740 | NS      | $-472378.60   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Franco-Nevada Corp                               | Franco-Nevada Corp                                    | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Short            | EC               | CORP              | CA        |       -5666 | NS      | $-1589936.26  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Kraftia Corp                                     | Kraftia Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        3200 | NS      | $216492.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Paycom Software Inc                              | Paycom Software Inc                                   | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        9168 | NS      | $1153609.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| China Overseas Land & Investment Ltd             | China Overseas Land & Investment Ltd                  | CUSIP: 000000000<br>LEI: 529900I6W35GYKRIZ151 | Long             | EC               | CORP              | HK        |      494000 | NS      | $902467.86    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Next PLC                                         | Next PLC                                              | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |        5884 | NS      | $1072297.53   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Corteva Inc                                      | Corteva Inc                                           | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       23581 | NS      | $1889309.72   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                           | Asian Development Bank                                | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   320000000 | PA      | $234779.57    | 0.03%             | 2026-03-27      | Fixed         | 20.00%                | No            |                  2 | On Loan: No      |
| IHI Corp                                         | IHI Corp                                              | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Short            | EC               | CORP              | JP        |     -105300 | NS      | $-2880757.16  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Glovis Co Ltd                            | Hyundai Glovis Co Ltd                                 | CUSIP: 000000000<br>LEI: 988400U6RDXNJ5ZRN304 | Long             | EC               | CORP              | KR        |        2995 | NS      | $603043.60    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                     | Huntington Bancshares Inc/OH                          | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |        6724 | NS      | $112963.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Motorola Solutions Inc                           | Motorola Solutions Inc                                | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Short            | EC               | CORP              | US        |        -843 | NS      | $-406545.18   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| T&D Holdings Inc                                 | T&D Holdings Inc                                      | CUSIP: 000000000<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |       17000 | NS      | $457851.52    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp                                        | PG&E Corp                                             | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Short            | EC               | CORP              | US        |      -42200 | NS      | $-801800.00   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                            | Texas Instruments Inc                                 | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       19577 | NS      | $4152477.47   | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| Dai Nippon Printing Co Ltd                       | Dai Nippon Printing Co Ltd                            | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |       18200 | NS      | $378236.16    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Super Micro Computer Inc                         | Super Micro Computer Inc                              | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |       19741 | NS      | $639410.99    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Citibank NA                                      | PURCHASED ILS / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IL        |           1 | NC      | $-3222.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kesko Oyj                                        | Kesko Oyj                                             | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Short            | EC               | CORP              | FI        |      -10616 | NS      | $-261598.60   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Uranium Energy Corp                              | Uranium Energy Corp                                   | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Short            | EC               | CORP              | US        |       -8400 | NS      | $-128772.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                           | Marvell Technology Inc                                | CUSIP: 573874104<br>LEI: 254900WVU0BM7ZCJ9E93 | Short            | EC               | CORP              | US        |      -42012 | NS      | $-3431960.28  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 0.076000 18-MAR-2028 SAR                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    85400000 | OU      | $402279.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                               | Tokyo Electron Ltd                                    | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |        4500 | NS      | $1266185.58   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                              | PayPal Holdings Inc                                   | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       70427 | NS      | $3254431.67   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Henderson Land Development Co Ltd                | Henderson Land Development Co Ltd                     | CUSIP: 000000000<br>LEI: 529900SYQB7IVR9QGN76 | Short            | EC               | CORP              | HK        |      -15000 | NS      | $-67803.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                         | Marsh & McLennan Cos Inc                              | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Short            | EC               | CORP              | US        |       -1218 | NS      | $-227449.32   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.530000 18-MAR-2028 SON                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    73800000 | OU      | $-357810.43   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                            | Dell Technologies Inc                                 | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       15112 | NS      | $2237784.96   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Alphabet Inc                                     | Alphabet Inc                                          | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       28247 | NS      | $8806284.72   | 1.08%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD KRW                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $777.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hecla Mining Co                                  | Hecla Mining Co                                       | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Short            | EC               | CORP              | US        |      -29000 | NS      | $-722390.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc                                         | Snap Inc                                              | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | EC               | CORP              | US        |     -207231 | NS      | $-1079673.51  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WARNER BROS DISCOVERY INC                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3485 | NC      | $-167280.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Energy Ltd                              | Meridian Energy Ltd                                   | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |       65902 | NS      | $223430.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurora Innovation Inc                            | Aurora Innovation Inc                                 | CUSIP: 051774107<br>LEI: 984500AB2E0D9F7D9D76 | Short            | EC               | CORP              | US        |     -183200 | NS      | $-857376.00   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                         | EQT Corp                                              | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Short            | EC               | CORP              | US        |      -52896 | NS      | $-3248872.32  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB                                         | Tele2 AB                                              | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |       46556 | NS      | $982525.22    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ROBLOX Corp                                      | ROBLOX Corp                                           | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Short            | EC               | CORP              | US        |      -49019 | NS      | $-3365644.54  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| St James's Place PLC                             | St James's Place PLC                                  | CUSIP: 000000000<br>LEI: 213800M993ICXOMBCP87 | Short            | EC               | CORP              | GB        |       -5448 | NS      | $-98648.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Compal Electronics Inc                           | Compal Electronics Inc                                | CUSIP: 000000000<br>LEI: 529900ZPKWFDL21LW166 | Long             | EC               | CORP              | TW        |      219000 | NS      | $219704.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Insmed Inc                                       | Insmed Inc                                            | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Short            | EC               | CORP              | US        |      -13942 | NS      | $-2081958.86  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                | CNH Industrial NV                                     | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |      136607 | NS      | $1680266.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLICA ORIENT URUGUAY                         | Uruguay Government International Bond                 | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    14000000 | PA      | $383948.37    | 0.05%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CTS Eventim AG & Co KGaA                         | CTS Eventim AG & Co KGaA                              | CUSIP: 000000000<br>LEI: 529900FDHSN08UBJII80 | Short            | EC               | CORP              | DE        |       -3747 | NS      | $-303432.37   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co Ltd                  | Daito Trust Construction Co Ltd                       | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |       64400 | NS      | $1482987.69   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Amrize Ltd                                       | Amrize Ltd                                            | CUSIP: 000000000<br>LEI: 529900SLCCO6K43P8146 | Short            | EC               | CORP              | CH        |       -4169 | NS      | $-270943.31   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                       | Genmab A/S                                            | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |       10378 | NS      | $3055557.66   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Cintas Corp                                      | Cintas Corp                                           | CUSIP: 172908105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -10385 | NS      | $-2088735.05  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA CYBERARK SOFTWA                           | CONTRA CYBERARK SOFTWA                                | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |       36865 | NS      | $1658925.00   | 0.20%             |  |  |  | No            |                  3 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                 | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3100000 | PA      | $3179633.64   | 0.39%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                         | Visa Inc                                              | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       10427 | NS      | $3338099.78   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                    | Hewlett Packard Enterprise Co                         | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       97827 | NS      | $2100345.69   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Ageas SA/NV                                      | Ageas SA/NV                                           | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |       42227 | NS      | $3134367.60   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| SoFi Technologies Inc                            | SoFi Technologies Inc                                 | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Short            | EC               | CORP              | US        |     -114124 | NS      | $-2026842.24  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED GBP / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |           1 | NC      | $-6701.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AIR PRODUCTS AND CHEMICALS INC                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -16 | NC      | $-37120.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                               | J M Smucker Co/The                                    | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Short            | EC               | CORP              | US        |       -2266 | NS      | $-262742.70   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Pandora A/S                                      | Pandora A/S                                           | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |        3209 | NS      | $253672.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                        | Orkla ASA                                             | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |       22163 | NS      | $303412.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                               | IQVIA Holdings Inc                                    | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Short            | EC               | CORP              | US        |       -6428 | NS      | $-1149390.68  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                 | Roche Holding AG                                      | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |          59 | NS      | $28078.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                       | Zoetis Inc                                            | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        7223 | NS      | $946935.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                     | Securitas AB                                          | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |        4126 | NS      | $73424.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TRSWAP: SGMDUSER                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DCO              |  | GB        |    20474319 | OU      | $2263668.10   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED COP / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CO        |           1 | NC      | $-298276.76   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UDR Inc                                          | UDR Inc                                               | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Short            | EC               |  | US        |      -41399 | NS      | $-1552462.50  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                           | Boston Scientific Corp                                | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       15744 | NS      | $1209926.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                            | Spotify Technology SA                                 | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Short            | EC               | CORP              | LU        |       -4995 | NS      | $-2572125.30  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| FinecoBank Banca Fineco SpA                      | FinecoBank Banca Fineco SpA                           | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Short            | EC               | CORP              | IT        |      -80557 | NS      | $-1895835.71  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp                                    | EchoStar Corp                                         | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Short            | EC               | CORP              | US        |      -25407 | NS      | $-2935270.71  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) JUN26                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          16 | NC      | $6625.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                            | McCormick & Co Inc/MD                                 | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Short            | EC               | CORP              | US        |      -10700 | NS      | $-760128.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                              | Elevance Health Inc                                   | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       15829 | NS      | $5065280.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: —       |
| Lennar Corp                                      | Lennar Corp                                           | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       18234 | NS      | $2085240.24   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Hyundai Motor Co                                 | Hyundai Motor Co                                      | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EC               | CORP              | KR        |        3085 | NS      | $1446322.90   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co Ltd                                 | Tokyo Gas Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |       37900 | NS      | $1860482.33   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                | Lam Research Corp                                     | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       31879 | NS      | $7456179.31   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                      | Goldman Sachs Group Inc/The                           | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Short            | EC               | CORP              | US        |         -80 | NS      | $-68765.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NTT Inc                                          | NTT Inc                                               | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |      250900 | NS      | $245464.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CAD / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |           1 | NC      | $81794.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooper Cos Inc/The                               | Cooper Cos Inc/The                                    | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Short            | EC               | CORP              | US        |       -6272 | NS      | $-524778.24   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD HUF                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2297.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                              | Leidos Holdings Inc                                   | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |        6222 | NS      | $1089472.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Zensho Holdings Co Ltd                           | Zensho Holdings Co Ltd                                | CUSIP: 000000000<br>LEI: 353800DYF3UDM49ITT03 | Short            | EC               | CORP              | JP        |      -14500 | NS      | $-920413.69   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                   | CBRE Group Inc                                        | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |        6968 | NS      | $1028894.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HKT Trust & HKT Ltd                              | HKT Trust & HKT Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      582279 | NS      | $917880.52    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                      | Raymond James Financial Inc                           | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |        3928 | NS      | $601298.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| 3i Group PLC                                     | 3i Group PLC                                          | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |       76913 | NS      | $3436156.20   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Cytokinetics Inc                                 | Cytokinetics Inc                                      | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Short            | EC               | CORP              | US        |       -2700 | NS      | $-167994.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                       | Kadant Inc                                            | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |        5571 | NS      | $1889516.07   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Block Inc                                        | Block Inc                                             | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |        2882 | NS      | $183583.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc                | Gaming and Leisure Properties Inc                     | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |       25711 | NS      | $1257525.01   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| GSK PLC                                          | GSK PLC                                               | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |       41910 | NS      | $2478138.30   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                       | Fiserv Inc                                            | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |        1608 | NS      | $100162.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD KRW                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-4295.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                             | Edison International                                  | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       12797 | NS      | $956447.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Empire Co Ltd                                    | Empire Co Ltd                                         | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |       20795 | NS      | $737555.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | BMO59ETG8 GMODUB                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |    30000000 | NC      | $88729.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                 | TotalEnergies SE                                      | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |        2524 | NS      | $202176.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD MXN                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-3407.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chiba Bank Ltd/The                               | Chiba Bank Ltd/The                                    | CUSIP: 000000000<br>LEI: FGJPAKKCTZVSKZXNBS63 | Short            | EC               | CORP              | JP        |      -45200 | NS      | $-672297.17   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Tire Corp Ltd                           | Canadian Tire Corp Ltd                                | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |       13200 | NS      | $1851512.77   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc               | Johnson Controls International plc                    | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Short            | EC               | CORP              | IE        |        -597 | NS      | $-86147.10    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                 | Novo Nordisk A/S                                      | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       23968 | NS      | $906554.29    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodward Inc                                     | Woodward Inc                                          | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |        3901 | NS      | $1508750.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Bank & Trust Co.                    | PURCHASED AUD / SOLD USD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $2948.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTRA ABIOMED INC                               | CONTRA ABIOMED INC                                    | CUSIP: 003CVR016<br>LEI: N/A                  | N/A              | DE               |  | US        |       13635 | NS      | $21816.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD MXN                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-7290.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp                                | State Street Corp                                     | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       17609 | NS      | $2264869.58   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Teva Pharmaceutical Industries Ltd               | Teva Pharmaceutical Industries Ltd                    | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Short            | EC               | CORP              | IL        |      -38143 | NS      | $-1291521.98  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Edenred SE                                       | Edenred SE                                            | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Short            | EC               | CORP              | FR        |      -20180 | NS      | $-466419.81   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Dolby Laboratories Inc                           | Dolby Laboratories Inc                                | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |       28679 | NS      | $1909161.03   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Power Corp of Canada                             | Power Corp of Canada                                  | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |        9500 | NS      | $477211.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings Inc                              | Affirm Holdings Inc                                   | CUSIP: 00827B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -67458 | NS      | $-3169176.84  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                         | United Therapeutics Corp                              | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |        2474 | NS      | $1246648.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| London Stock Exchange Group PLC                  | London Stock Exchange Group PLC                       | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Short            | EC               | CORP              | GB        |      -16365 | NS      | $-1949782.92  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NOK / SOLD USD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |           1 | NC      | $21010.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                   | Galaxy Entertainment Group Ltd                        | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Short            | EC               | CORP              | HK        |      -28000 | NS      | $-148991.95   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COGNIZANT TECHNOLOGY SOLUTIONS                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -66 | NC      | $-65340.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN TREASURY DISC BILL                         | Japan Treasury Discount Bill                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        |  2000000000 | PA      | $12798670.64  | 1.57%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TARGET CORP                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -104 | NC      | $-171600.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                   | TRSWAP: BNPXCTAE                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCO              |  | US        |    20187120 | OU      | $362617.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                           | AP Moller - Maersk A/S                                | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |         665 | NS      | $1628860.80   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                     | Alimentation Couche-Tard Inc                          | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |       10600 | NS      | $643281.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED BRL / SOLD USD                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $10563.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Digital Corp                             | Western Digital Corp                                  | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               | CORP              | US        |       -8789 | NS      | $-2458283.30  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                         | Hermes International SCA                              | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Short            | EC               | CORP              | FR        |        -773 | NS      | $-1857877.18  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COGNIZANT TECHNOLOGY SOLUTIONS                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -110 | NC      | $-39050.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lifco AB                                         | Lifco AB                                              | CUSIP: 000000000<br>LEI: 549300RTLL4VDQRCTW41 | Short            | EC               | CORP              | SE        |       -2371 | NS      | $-84125.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Inc                                   | Blackstone Inc                                        | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Short            | EC               | CORP              | US        |       -7379 | NS      | $-836557.23   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc                   | Omega Healthcare Investors Inc                        | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Short            | EC               |  | US        |       -3400 | NS      | $-164118.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                      | Cummins Inc                                           | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        2235 | NS      | $1304949.45   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD ILS                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $49767.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                         | AT&T Inc                                              | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Short            | EC               | CORP              | US        |      -45775 | NS      | $-1282157.75  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD MXN                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-8531.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MINEBEA MITSUMI Inc                              | MINEBEA MITSUMI Inc                                   | CUSIP: 000000000<br>LEI: 353800CCB0CZ75YZ4010 | Long             | EC               | CORP              | JP        |       11000 | NS      | $235836.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CZK / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CZ        |           1 | NC      | $-7456.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                            | Norfolk Southern Corp                                 | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       23542 | NS      | $7409609.08   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Kioxia Holdings Corp                             | Kioxia Holdings Corp                                  | CUSIP: 000000000<br>LEI: 35380080RTKRARNH4R73 | Short            | EC               | CORP              | JP        |      -18000 | NS      | $-2432598.55  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                    | AIA Group Ltd                                         | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Short            | EC               | CORP              | HK        |      -98600 | NS      | $-1087708.26  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALTA GS SUPERVAL                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    18509714 | OU      | $-390640.35   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                 | First Citizens BancShares Inc/NC                      | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Short            | EC               | CORP              | US        |        -433 | NS      | $-821898.95   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                   | Microsoft Corp                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       24185 | NS      | $9498416.90   | 1.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Magna International Inc                          | Magna International Inc                               | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |       39959 | NS      | $2519414.95   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Galderma Group AG                                | Galderma Group AG                                     | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Short            | EC               | CORP              | CH        |        -726 | NS      | $-137003.45   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD SEK                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-48643.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp                            | Truist Financial Corp                                 | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Short            | EC               | CORP              | US        |       -1300 | NS      | $-64103.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EQT AB                                           | EQT AB                                                | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Short            | EC               | CORP              | SE        |      -86233 | NS      | $-2657805.22  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc              | Alexandria Real Estate Equities Inc                   | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Short            | EC               |  | US        |       -4200 | NS      | $-226968.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Pembina Pipeline Corp                            | Pembina Pipeline Corp                                 | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Short            | EC               | CORP              | CA        |      -29639 | NS      | $-1303819.61  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Gecina SA                                        | Gecina SA                                             | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Short            | EC               |  | FR        |        -919 | NS      | $-84844.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | ALTA MORD SUPERVAL                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    17413563 | OU      | $-354062.60   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Pacifico SAB de CV       | Grupo Aeroportuario del Pacifico SAB de CV            | CUSIP: 400506101<br>LEI: 4469000001BZ368XFI90 | Short            | EC               | CORP              | MX        |        -511 | NS      | $-133248.36   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALTA GS WMN                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |           1 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                            | Becton Dickinson & Co                                 | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |        4000 | NS      | $705920.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                        | Sampo Oyj                                             | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Short            | EC               | CORP              | FI        |      -51238 | NS      | $-567875.31   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| AviChina Industry & Technology Co Ltd            | AviChina Industry & Technology Co Ltd                 | CUSIP: 000000000<br>LEI: 5299003TVA3JVDKJGF39 | Long             | EC               | CORP              | CN        |     1160000 | NS      | $629899.25    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                               | Vertiv Holdings Co                                    | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |        2930 | NS      | $746827.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Neste Oyj                                        | Neste Oyj                                             | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |       51802 | NS      | $1294472.43   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                   | Commerzbank AG                                        | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Short            | EC               | CORP              | DE        |      -23577 | NS      | $-956509.98   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Comfort Systems USA Inc                          | Comfort Systems USA Inc                               | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |        1080 | NS      | $1543719.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One           | Liberty Media Corp-Liberty Formula One                | CUSIP: 531229755<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -40984 | NS      | $-3753724.56  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED TWD / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |           1 | NC      | $-7766.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Houlihan Lokey Inc                               | Houlihan Lokey Inc                                    | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |        7251 | NS      | $1187496.27   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Applied Materials Inc                            | Applied Materials Inc                                 | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        1887 | NS      | $702530.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Goldman Sachs International                      | PURCHASED USD / SOLD MXN                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-211.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | XAK TECHNOLOGY MAR26                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         -37 | NC      | $416314.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                        | Aptiv PLC                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |       14387 | NS      | $1058019.98   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INTERNATIONAL PAPER CO                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -285 | NC      | $-131100.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                       | Cactus Inc                                            | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |       23675 | NS      | $1278450.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD BRL                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-80670.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                        | Orion Oyj                                             | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |       15128 | NS      | $1211861.72   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED IDR / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ID        |           1 | NC      | $303.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yang Ming Marine Transport Corp                  | Yang Ming Marine Transport Corp                       | CUSIP: 000000000<br>LEI: 254900WG2ACWNVSP6E13 | Long             | EC               | CORP              | TW        |       54000 | NS      | $98906.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD AUD                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-4216.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                      | Royal Caribbean Cruises Ltd                           | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Short            | EC               | CORP              | LR        |        -500 | NS      | $-155480.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                                | Brown & Brown Inc                                     | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Short            | EC               | CORP              | US        |      -12451 | NS      | $-894230.82   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Pearson PLC                                      | Pearson PLC                                           | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |       73801 | NS      | $949768.26    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| China Taiping Insurance Holdings Co Ltd          | China Taiping Insurance Holdings Co Ltd               | CUSIP: 000000000<br>LEI: 529900C2G37NOIADYW07 | Long             | EC               | CORP              | HK        |       58800 | NS      | $171221.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                         | Microchip Technology Inc                              | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Short            | EC               | CORP              | US        |      -16447 | NS      | $-1227604.08  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Wan Hai Lines Ltd                                | Wan Hai Lines Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       78000 | NS      | $190643.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Inc                       | Charter Communications Inc                            | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Short            | EC               | CORP              | US        |      -52642 | NS      | $-12351392.46 | -1.52%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD AUD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-575.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD AUD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-17811.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc                               | POSCO Holdings Inc                                    | CUSIP: 000000000<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |        1150 | NS      | $330050.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                         | Constellation Brands Inc                              | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       15849 | NS      | $2501923.14   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Trimble Inc                                      | Trimble Inc                                           | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       18153 | NS      | $1213891.11   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Bright Horizons Family Solutions Inc             | Bright Horizons Family Solutions Inc                  | CUSIP: 109194100<br>LEI: 2549009BKSVTM7UEYT38 | Short            | EC               | CORP              | US        |       -2400 | NS      | $-178848.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.     | IODEX IO FUT APR26                                    | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |         791 | NC      | $127624.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                        | Occidental Petroleum Corp                             | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Short            | EC               | CORP              | US        |       -8029 | NS      | $-426179.32   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Rentokil Initial PLC                             | Rentokil Initial PLC                                  | CUSIP: 760125104<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |       21600 | NS      | $675648.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: AUD 4.832000 18-MAR-2036 AUD                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9500000 | OU      | $64698.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dow Inc                                          | Dow Inc                                               | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Short            | EC               | CORP              | US        |      -41715 | NS      | $-1281901.95  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                  | Best Buy Co Inc                                       | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       46794 | NS      | $2899824.18   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Williams-Sonoma Inc                              | Williams-Sonoma Inc                                   | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |        5225 | NS      | $1074521.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Northwestern Energy Group Inc                    | Northwestern Energy Group Inc                         | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |      276351 | NS      | $19333515.96  | 2.38%             |  |  |  | No            |                  1 | On Loan: —       |
| FTAI Aviation Ltd                                | FTAI Aviation Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -5100 | NS      | $-1559580.00  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Stockholm AB                              | OMXS30 IND FUTURE MAR26                               | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |        -486 | NC      | $-426257.63   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc                                        | Adobe Inc                                             | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       12312 | NS      | $3230791.92   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Floating Rate Notes                     | CUSIP: 91282CPX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24450000 | PA      | $24448889.24  | 3.01%             | 2028-01-31      | Floating      | 3.72%                 | No            |                  1 | On Loan: No      |
| Citibank NA                                      | SWAP/CDSWAP/CDS: (CMBX.NA.17.BBB-)                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |    10000000 | OU      | $-1338166.67  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                                   | Mastercard Inc                                        | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Short            | EC               | CORP              | US        |       -1918 | NS      | $-992008.78   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                     | Unilever PLC                                          | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |       44240 | NS      | $3250847.11   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Communications Co Ltd                    | Bank of Communications Co Ltd                         | CUSIP: 000000000<br>LEI: 549300AX1UM10U30HK09 | Long             | EC               | CORP              | CN        |       45000 | NS      | $39382.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN OIL FUTR MAY26                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -560 | NC      | $-1447379.79  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Trust Group Inc                  | Sumitomo Mitsui Trust Group Inc                       | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |       17000 | NS      | $592770.99    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Holdings Inc                                 | SBI Holdings Inc                                      | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |       17000 | NS      | $363607.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SWAP/CDSWAP/CDS: (CMBX.NA.15.A)                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |     2222000 | OU      | $90870.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: HUF 6.007500 18-MAR-2031 BUB                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   772000000 | OU      | $-27202.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                          | GSK PLC                                               | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |       30461 | NS      | $905096.40    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $66004.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                              | Axon Enterprise Inc                                   | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Short            | EC               | CORP              | US        |       -7231 | NS      | $-3922094.40  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED IDR / SOLD USD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ID        |           1 | NC      | $1491.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD MXN                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-34457.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rubrik Inc                                       | Rubrik Inc                                            | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Short            | EC               | CORP              | US        |      -20300 | NS      | $-1054788.00  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD EUR                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-73084.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Musashi Seimitsu Industry Co Ltd                 | Musashi Seimitsu Industry Co Ltd                      | CUSIP: 000000000<br>LEI: 353800J742CBBV9MSZ43 | Long             | EC               | CORP              | JP        |        1400 | NS      | $27927.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | SUGAR 11 (WORLD) MAY26                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         697 | NC      | $132094.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BeOne Medicines Ltd                              | BeOne Medicines Ltd                                   | CUSIP: 000000000<br>LEI: 549300JFUK6FRD5MH739 | Short            | EC               | CORP              | CH        |       -7200 | NS      | $-177742.01   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA             | Infrastrutture Wireless Italiane SpA                  | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Short            | EC               | CORP              | IT        |     -188672 | NS      | $-2001869.87  | -0.25%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Koninklijke Philips NV                           | Koninklijke Philips NV                                | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Short            | EC               | CORP              | NL        |      -32788 | NS      | $-1050702.73  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FLUOR CORP                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -265 | NC      | $-384250.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COMCAST CORP                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -94 | NC      | $-26602.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                       | Twilio Inc                                            | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Short            | EC               | CORP              | US        |       -4500 | NS      | $-544320.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                  | Dollar Tree Inc                                       | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Short            | EC               | CORP              | US        |       -7985 | NS      | $-1009942.80  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                              | Otis Worldwide Corp                                   | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Short            | EC               | CORP              | US        |      -44193 | NS      | $-4090504.08  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital Inc                             | Blue Owl Capital Inc                                  | CUSIP: 09581B103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -63400 | NS      | $-668870.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                     | Alphabet Inc                                          | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        1501 | NS      | $467456.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                  | T-Mobile US Inc                                       | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Short            | EC               | CORP              | US        |       -6151 | NS      | $-1335320.59  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                       | Fluor Corp                                            | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |       32700 | NS      | $1710537.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Smiths Group PLC                                 | Smiths Group PLC                                      | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |       22725 | NS      | $840151.71    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Novonesis Novozymes B                            | Novonesis Novozymes B                                 | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Short            | EC               | CORP              | DK        |      -22260 | NS      | $-1323885.07  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group/The                                  | Cigna Group/The                                       | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       16303 | NS      | $4724935.46   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Co Ltd               | SITC International Holdings Co Ltd                    | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |      319000 | NS      | $1360760.12   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                  | Baker Hughes Co                                       | CUSIP: 05722G100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1500 | NS      | $-97890.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                                 | Transurban Group                                      | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Short            | EC               | CORP              | AU        |     -140527 | NS      | $-1432631.06  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Stockland                                        | Stockland                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      189704 | NS      | $689877.73    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                    | M&T Bank Corp                                         | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        1037 | NS      | $225008.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Citibank NA                                      | PURCHASED THB / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $-13908.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THK Co Ltd                                       | THK Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        9300 | NS      | $334795.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                 | DT Midstream Inc                                      | CUSIP: 23345M107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5700 | NS      | $-791388.00   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | LEAN HOGS FUTURE APR26                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         339 | NC      | $505377.17    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Bank of Australia                   | Commonwealth Bank of Australia                        | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Short            | EC               | CORP              | AU        |      -11909 | NS      | $-1477567.41  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: SEK 2.725000 18-MAR-2036 3M                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    18000000 | OU      | $10969.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                               | Cellnex Telecom SA                                    | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Short            | EC               | CORP              | ES        |      -78303 | NS      | $-2975961.72  | -0.37%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Kawasaki Heavy Industries Ltd                    | Kawasaki Heavy Industries Ltd                         | CUSIP: 000000000<br>LEI: 5493008FFSI8SQ74AT93 | Short            | EC               | CORP              | JP        |      -12200 | NS      | $-1418594.84  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                  | CVS Health Corp                                       | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       50778 | NS      | $4057162.20   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                                | Hyatt Hotels Corp                                     | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Short            | EC               | CORP              | US        |      -22951 | NS      | $-3706586.50  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -7 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: SEK 2.031000 18-MAR-2028 3M                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    71200000 | OU      | $-7770.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED BRL / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |           1 | NC      | $757683.36    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group Inc                                  | EMCOR Group Inc                                       | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |        1748 | NS      | $1266635.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -6 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED KRW / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $1670.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                               | Walt Disney Co/The                                    | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |        1047 | NS      | $111023.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sigma Healthcare Ltd                             | Sigma Healthcare Ltd                                  | CUSIP: 000000000<br>LEI: 529900BZSP3BK7GYAO50 | Short            | EC               | CORP              | AU        |    -1030005 | NS      | $-2076143.40  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED MXN / SOLD USD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |           1 | NC      | $4830.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp                                      | Subaru Corp                                           | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |      130600 | NS      | $2449676.99   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $35222.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Target Corp                                      | Target Corp                                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       43077 | NS      | $4901731.83   | 0.60%             |  |  |  | No            |                  1 | On Loan: —       |
| Dick's Sporting Goods Inc                        | Dick's Sporting Goods Inc                             | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |        5204 | NS      | $1059690.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Goldman Sachs & Co. LLC                          | SWAP/CDSWAP/CDS: (CDX.NA.HY.43 25-35%)                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | GB        |     3750000 | OU      | $566042.62    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd                      | Sun Hung Kai Properties Ltd                           | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |       92500 | NS      | $1719633.90   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                    | Principal Financial Group Inc                         | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       13092 | NS      | $1249238.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD MXN                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-111.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD GBP                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-1599.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                | Compass Group PLC                                     | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      119412 | NS      | $3656810.02   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Macnica Holdings Inc                             | Macnica Holdings Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        7400 | NS      | $130784.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Display Corp                           | Universal Display Corp                                | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10921 | NS      | $1165161.49   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Coca-Cola Co/The                                 | Coca-Cola Co/The                                      | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       34617 | NS      | $2823362.52   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Keurig Dr Pepper Inc                             | Keurig Dr Pepper Inc                                  | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Short            | EC               | CORP              | US        |      -23500 | NS      | $-711580.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KEURIG DR PEPPER INC                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -395 | NC      | $-165900.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Tosei Corp                                       | Tosei Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       15600 | NS      | $164730.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED SEK / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |           1 | NC      | $4625.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Strategy Inc                                     | Strategy Inc                                          | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EC               | CORP              | US        |      -14780 | NS      | $-1914010.00  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RUSSELL 2000 INDEX                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -27 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GLOBALFOUNDRIES INC                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |        -208 | NC      | $-272480.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc                 | Reinsurance Group of America Inc                      | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Short            | EC               | CORP              | US        |       -4400 | NS      | $-949212.00   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                     | Enbridge Inc                                          | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Short            | EC               | CORP              | CA        |      -23014 | NS      | $-1222963.96  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| PTT Exploration & Production PCL                 | PTT Exploration & Production PCL                      | CUSIP: 000000000<br>LEI: 2549001O8YYGP5N7Q076 | Long             | EC               | CORP              | TH        |      255800 | NS      | $1131456.37   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Floating Rate Notes                     | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4900000 | PA      | $4901679.52   | 0.60%             | 2027-01-31      | Floating      | 3.72%                 | No            |                  1 | On Loan: No      |
| Southern Copper Corp                             | Southern Copper Corp                                  | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Short            | EC               | CORP              | US        |      -12785 | NS      | $-2791014.62  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CAD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $7304.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co Ltd                     | Techtronic Industries Co Ltd                          | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |       73500 | NS      | $1190382.34   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD PHP                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-28333.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dollarama Inc                                    | Dollarama Inc                                         | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Short            | EC               | CORP              | CA        |       -1900 | NS      | $-279724.35   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                     | Danaher Corp                                          | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Short            | EC               | CORP              | US        |       -4898 | NS      | $-1031714.72  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                          | Magna International Inc                               | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |        1100 | NS      | $69360.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WiseTech Global Ltd                              | WiseTech Global Ltd                                   | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Short            | EC               | CORP              | AU        |      -58019 | NS      | $-1964140.09  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                            | DuPont de Nemours Inc                                 | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Short            | EC               | CORP              | US        |      -22160 | NS      | $-1108886.40  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Nice Ltd                                         | Nice Ltd                                              | CUSIP: 653656108<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       18413 | NS      | $2140511.25   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Chase Bank NA                           | PURCHASED BRL / SOLD USD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $77511.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NOK / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NO        |           1 | NC      | $969049.94    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd                                  | Pro Medicus Ltd                                       | CUSIP: 000000000<br>LEI: 98450085A903D1BMFF27 | Short            | EC               | CORP              | AU        |      -11216 | NS      | $-1035098.43  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED IDR / SOLD USD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ID        |           1 | NC      | $335.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JX Advanced Metals Corp                          | JX Advanced Metals Corp                               | CUSIP: 000000000<br>LEI: 353800NC6NPNKC4JEC58 | Long             | EC               | CORP              | JP        |       68300 | NS      | $1812634.30   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| PACCAR Inc                                       | PACCAR Inc                                            | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |         694 | NS      | $87506.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morinaga & Co Ltd/Japan                          | Morinaga & Co Ltd/Japan                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       12100 | NS      | $224002.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: KRW 3.299000 18-MAR-2031 KRW                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  9100000000 | OU      | $24028.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingspan Group PLC                               | Kingspan Group PLC                                    | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |        3852 | NS      | $381362.18    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                             | Dassault Aviation SA                                  | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Short            | EC               | CORP              | FR        |        -216 | NS      | $-86754.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                        | Nestle SA                                             | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |       22739 | NS      | $2484472.22   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTRA WALGREENS BOOTS                           | CONTRA WALGREENS BOOTS                                | CUSIP: 931CVR013<br>LEI: 549300RPTUOIXG4LIH86 | N/A              | DE               |  | US        |      121981 | NS      | $60990.50     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Doosan Bobcat Inc                                | Doosan Bobcat Inc                                     | CUSIP: 000000000<br>LEI: 9884007K6X0Q0112FX44 | Long             | EC               | CORP              | KR        |       12475 | NS      | $562531.92    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicinity Ltd                                     | Vicinity Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               |  | AU        |      -45170 | NS      | $-78735.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NH Foods Ltd                                     | NH Foods Ltd                                          | CUSIP: 000000000<br>LEI: 353800NLDBIOUQILWU82 | Long             | EC               | CORP              | JP        |       10600 | NS      | $485993.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Innovent Biologics Inc                           | Innovent Biologics Inc                                | CUSIP: 000000000<br>LEI: 25490058ONL9SCIE1R22 | Short            | EC               | CORP              | KY        |      -14000 | NS      | $-152318.25   | -0.02%            |  |  |  | Yes           |                  2 | On Loan: No      |
| CoreWeave Inc                                    | CoreWeave Inc                                         | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Short            | EC               | CORP              | US        |       -5802 | NS      | $-461607.12   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -7 | NC      | $-9842.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Corp                                  | Brookfield Corp                                       | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Short            | EC               | CORP              | CA        |       -1200 | NS      | $-52625.64    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Entertainment Group Ltd                   | Galaxy Entertainment Group Ltd                        | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |       10000 | NS      | $53211.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Metro Co Ltd                               | Tokyo Metro Co Ltd                                    | CUSIP: 000000000<br>LEI: 35380049N9IQPZ74JY58 | Short            | EC               | CORP              | JP        |      -13800 | NS      | $-147682.27   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc                                     | NiSource Inc                                          | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Short            | EC               | CORP              | US        |       -7038 | NS      | $-332897.40   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                     | Moody's Corp                                          | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Short            | EC               | CORP              | US        |       -1639 | NS      | $-782770.01   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | Deutsche Bank AG                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |       31438 | NS      | $1114575.89   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -10 | NC      | $-150500.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JDE Peet's NV                                    | JDE Peet's NV                                         | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |      459686 | NS      | $17233397.35  | 2.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                               | Steel Dynamics Inc                                    | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       14450 | NS      | $2790728.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Eurex Deutschland                                | DAX INDEX FUTURE MAR26                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          -9 | NC      | $-88612.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                | Wolters Kluwer NV                                     | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       15005 | NS      | $1212186.96   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                           | Darden Restaurants Inc                                | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |        2200 | NS      | $470470.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Osaka Gas Co Ltd                                 | Osaka Gas Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |       29400 | NS      | $1227273.60   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Music Group NV                         | Universal Music Group NV                              | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Short            | EC               | CORP              | NL        |     -165710 | NS      | $-3731354.87  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                        | Avolta AG                                             | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Short            | EC               | CORP              | CH        |      -44512 | NS      | $-2926187.10  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Willis Towers Watson PLC                         | Willis Towers Watson PLC                              | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Short            | EC               | CORP              | IE        |       -3558 | NS      | $-1085794.86  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD ZAR                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1558.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD MXN                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-3823.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD THB                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-580.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD SGD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $262.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -7 | NC      | $-8400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sega Sammy Holdings Inc                          | Sega Sammy Holdings Inc                               | CUSIP: 000000000<br>LEI: 5493006B6WMKNQ8QNP51 | Long             | EC               | CORP              | JP        |       26600 | NS      | $445168.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -10 | NC      | $-139800.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD BRL                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-86968.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SWAP/CDSWAP/CDS: (CMBX.NA.15.A)                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | GB        |     2222500 | OU      | $89656.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD BRL                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-69155.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Baxter International Inc                         | Baxter International Inc                              | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Short            | EC               | CORP              | US        |      -59465 | NS      | $-1211302.05  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Denka Co Ltd                                     | Denka Co Ltd                                          | CUSIP: 000000000<br>LEI: 353800Y94EKQEH8MVD43 | Long             | EC               | CORP              | JP        |       14200 | NS      | $334288.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                          | Consolidated Edison Inc                               | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |        7393 | NS      | $831860.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Carlisle Cos Inc                                 | Carlisle Cos Inc                                      | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Short            | EC               | CORP              | US        |       -2323 | NS      | $-917050.71   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Tempus AI Inc                                    | Tempus AI Inc                                         | CUSIP: 88023B103<br>LEI: 2549009LA0KWRAGQBX50 | Short            | EC               | CORP              | US        |       -1500 | NS      | $-79875.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Severn Trent PLC                                 | Severn Trent PLC                                      | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Short            | EC               | CORP              | GB        |      -65320 | NS      | $-2883184.35  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                        | Linde PLC                                             | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Short            | EC               | CORP              | IE        |       -9026 | NS      | $-4585930.08  | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems Inc                              | Bentley Systems Inc                                   | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Short            | EC               | CORP              | US        |        -661 | NS      | $-24159.55    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                               | Vodafone Group PLC                                    | CUSIP: 92857W308<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |      148695 | NS      | $2283955.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | CORN FUTURE MAY26                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         726 | NC      | $392199.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandvik AB                                       | Sandvik AB                                            | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |       14483 | NS      | $638283.11    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                 | Crown Castle Inc                                      | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Short            | EC               |  | US        |       -4481 | NS      | $-401228.74   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                    | Coherent Corp                                         | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Short            | EC               | CORP              | US        |       -9500 | NS      | $-2459835.00  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                            | Lumentum Holdings Inc                                 | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |       -3500 | NS      | $-2453185.00  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD GBP                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-2796.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange LLC                        | CBOE VIX FUTURE MAR26                                 | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |        -138 | NC      | $-22792.02    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Ltd                             | Woolworths Group Ltd                                  | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Short            | EC               | CORP              | AU        |       -1891 | NS      | $-48478.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                | Siemens Energy AG                                     | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Short            | EC               | CORP              | DE        |      -13742 | NS      | $-2661517.81  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD CHF                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-661710.65   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 1.453000 18-MAR-2031 THO                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   199700000 | OU      | $-69682.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED AUD / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |           1 | NC      | $89724.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED PHP / SOLD USD                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PH        |           1 | NC      | $6941.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DSM-Firmenich AG                                 | DSM-Firmenich AG                                      | CUSIP: 000000000<br>LEI: 506700G44V67MPM4BI12 | Long             | EC               | CORP              | CH        |       17491 | NS      | $1249201.90   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                  | TJX Cos Inc/The                                       | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       15607 | NS      | $2523027.62   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| VAT Group AG                                     | VAT Group AG                                          | CUSIP: 000000000<br>LEI: 529900MVFK7NVALR7Y83 | Short            | EC               | CORP              | CH        |        -276 | NS      | $-194658.63   | -0.02%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Nitto Denko Corp                                 | Nitto Denko Corp                                      | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |       55500 | NS      | $1287069.57   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Getlink SE                                       | Getlink SE                                            | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Short            | EC               | CORP              | FR        |      -73117 | NS      | $-1587536.20  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp                                      | Incyte Corp                                           | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       36714 | NS      | $3718026.78   | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Bank & Trust Co.                    | PURCHASED CHF / SOLD USD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |           1 | NC      | $16238.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GITLAB INC                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -165 | NC      | $-4125.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sage Group PLC/The                               | Sage Group PLC/The                                    | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |       51866 | NS      | $570719.82    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan American Silver Corp                         | Pan American Silver Corp                              | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Short            | EC               | CORP              | CA        |      -23227 | NS      | $-1595694.90  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                        | Repsol SA                                             | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |       80993 | NS      | $1832917.78   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | COCOA FUTURE MAY26                                    | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         -73 | NC      | $863573.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                            | Monster Beverage Corp                                 | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       15152 | NS      | $1292465.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Lamb Weston Holdings Inc                         | Lamb Weston Holdings Inc                              | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       19400 | NS      | $934886.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Wartsila OYJ Abp                                 | Wartsila OYJ Abp                                      | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |       32140 | NS      | $1395666.33   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Rigetti Computing Inc                            | Rigetti Computing Inc                                 | CUSIP: 76655K103<br>LEI: 52990024JHY459DH8W71 | Short            | EC               | CORP              | US        |      -16900 | NS      | $-294398.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Beijing Enterprises Holdings Ltd                 | Beijing Enterprises Holdings Ltd                      | CUSIP: 000000000<br>LEI: 529900896ODARUEY2V26 | Long             | EC               | CORP              | HK        |       61000 | NS      | $274342.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Globus Medical Inc                               | Globus Medical Inc                                    | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |       28865 | NS      | $2755452.90   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD AUD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-24773.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                               | Deutsche Boerse AG                                    | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Short            | EC               | CORP              | DE        |        -955 | NS      | $-260994.73   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                      | Nutrien Ltd                                           | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |         500 | NS      | $37604.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                        | Janus Henderson Group PLC                             | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |       20988 | NS      | $1093474.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT Inc                     | American Healthcare REIT Inc                          | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Short            | EC               |  | US        |      -14800 | NS      | $-773152.00   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co Ltd                          | Recruit Holdings Co Ltd                               | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |       22900 | NS      | $996499.62    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co Ltd                   | Shinhan Financial Group Co Ltd                        | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |        3769 | NS      | $253489.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                | LEG Immobilien SE                                     | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Short            | EC               | CORP              | DE        |       -8955 | NS      | $-749151.02   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                   | Atlas Copco AB                                        | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |        1054 | NS      | $22676.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWAP/CDSWAP/CDS: (CMBX.NA.15.AAA)                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |     1727705 | OU      | $-496.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: TWD 2.121000 18-MAR-2031 TAI                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   140500000 | OU      | $9539.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $27249.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD SGD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-251.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Korea Exchange (Futures Market)                  | KOSPI2 INX FUT MAR26                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KR        |        -200 | NC      | $-8213429.83  | -1.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Badger Meter Inc                                 | Badger Meter Inc                                      | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |       11337 | NS      | $1728098.91   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Sea Ltd                                          | Sea Ltd                                               | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Short            | EC               | CORP              | KY        |      -12922 | NS      | $-1401390.90  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                      | Netflix Inc                                           | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       16100 | NS      | $1549464.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Chicago Board of Trade                           | US 10YR ULTRA FUT JUN26                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          22 | NC      | $14657.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED KRW / SOLD USD                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |           1 | NC      | $23083.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                | Kimco Realty Corp                                     | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               |  | US        |       55007 | NS      | $1295414.85   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                               | Koninklijke KPN NV                                    | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |      123484 | NS      | $701959.07    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | SWAP/CDSWAP/ICE: (ITRAXX.XO.44.V1)                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     6560000 | OU      | $855859.33    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                | InterContinental Hotels Group PLC                     | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Short            | EC               | CORP              | GB        |      -16949 | NS      | $-2329135.82  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                                      | Aena SME SA                                           | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |        7107 | NS      | $223999.79    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| EDP Renovaveis SA                                | EDP Renovaveis SA                                     | CUSIP: 000000000<br>LEI: 529900MUFAH07Q1TAX06 | Short            | EC               | CORP              | ES        |      -95176 | NS      | $-1503605.58  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Samsara Inc                                      | Samsara Inc                                           | CUSIP: 79589L106<br>LEI: 529900IE80DQBIFK3M88 | Short            | EC               | CORP              | US        |      -92756 | NS      | $-2680648.40  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab Corp                                  | Rocket Lab Corp                                       | CUSIP: 773121108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -45391 | NS      | $-3136518.10  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD TWD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-334.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                           | Intuitive Surgical Inc                                | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        7295 | NS      | $3673105.45   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Waste Management Inc                             | Waste Management Inc                                  | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Short            | EC               | CORP              | US        |       -3521 | NS      | $-847997.64   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc                                         | IonQ Inc                                              | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Short            | EC               | CORP              | US        |     -139071 | NS      | $-5336154.27  | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| Lotus Bakeries NV                                | Lotus Bakeries NV                                     | CUSIP: 000000000<br>LEI: 5493004C0K34IFI67I03 | Short            | EC               | CORP              | BE        |         -51 | NS      | $-634295.70   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.796000 18-MAR-2036 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    15400000 | OU      | $-334053.81   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| STERIS PLC                                       | STERIS PLC                                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IE        |       -1686 | NS      | $-425462.10   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LKQ CORP                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -331 | NC      | $-129090.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UGANDA GOVERNMENT BOND                           | Republic of Uganda Government Bonds                   | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |   660000000 | PA      | $186083.33    | 0.02%             | 2039-06-23      | Fixed         | 15.80%                | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -7 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adyen NV                                         | Adyen NV                                              | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Short            | EC               | CORP              | NL        |       -1277 | NS      | $-1499616.04  | -0.18%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD BRL                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-8588.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Axcelis Technologies Inc                         | Axcelis Technologies Inc                              | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |       20196 | NS      | $1668391.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                   | Mastercard Inc                                        | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        2518 | NS      | $1302334.78   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: CZK 4.061000 18-MAR-2031 PRI                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   210200000 | OU      | $241028.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED ZAR / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $22163.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED SGD / SOLD USD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |           1 | NC      | $10004.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TRSWAP: S_SGEPSBSH                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    34044071 | OU      | $26592.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | SWAP/CDSWAP/ICE: (CDX.NA.HY.45.V1)                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     5965740 | OU      | $460223.13    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                 | Booz Allen Hamilton Holding Corp                      | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       21812 | NS      | $1719439.96   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Broadcom Inc                                     | Broadcom Inc                                          | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       11236 | NS      | $3590463.80   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| EGYPT TREASURY BILL                              | Egypt Treasury Bills                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    34000000 | PA      | $617559.12    | 0.08%             | 2026-10-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fuji Electric Co Ltd                             | Fuji Electric Co Ltd                                  | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |       16900 | NS      | $1497927.33   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       40652 | NS      | $2025689.16   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                 | CUSIP: 01F022436<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -15000000 | PA      | $-14313522.75 | -1.76%            | 2041-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TRSWAP: SGMDUSER                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DCO              |  | GB        |    18238241 | OU      | $1876195.45   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTDC Ltd                                       | NEXTDC Ltd                                            | CUSIP: 000000000<br>LEI: 529900RTERU3X7G3D672 | Short            | EC               | CORP              | AU        |      -20417 | NS      | $-201479.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc                    | Old Dominion Freight Line Inc                         | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Short            | EC               | CORP              | US        |       -6548 | NS      | $-1329571.40  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| JD Sports Fashion PLC                            | JD Sports Fashion PLC                                 | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |       87849 | NS      | $96776.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                      | Bayerische Motoren Werke AG                           | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |       19293 | NS      | $2021972.55   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Indofood Sukses Makmur Tbk PT                    | Indofood Sukses Makmur Tbk PT                         | CUSIP: 000000000<br>LEI: 529900E61EV2GTYWZ485 | Long             | EC               | CORP              | ID        |      168600 | NS      | $64830.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                           | Equitable Holdings Inc                                | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Short            | EC               | CORP              | US        |       -6372 | NS      | $-256281.84   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD SGD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1084.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -6 | NC      | $-9000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co                                | Erie Indemnity Co                                     | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Short            | EC               | CORP              | US        |       -7900 | NS      | $-2128576.00  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| TDK Corp                                         | TDK Corp                                              | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |       18002 | NS      | $278102.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                    | Volkswagen AG                                         | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |       18063 | NS      | $2147702.31   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD BRL                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-30570.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                      | COPPER FUTURE MAY26                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -76 | NC      | $-146320.96   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALTA JU GS                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     6671929 | OU      | $-111350.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                    | Stellantis NV                                         | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |      291183 | NS      | $2362618.48   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Global SA                                  | Bunge Global SA                                       | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | CH        |        1858 | NS      | $224167.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| US Bancorp                                       | US Bancorp                                            | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      125598 | NS      | $6865186.68   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SOLVENTUM CORP                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -52 | NC      | $-59800.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp                                       | Inpex Corp                                            | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      117700 | NS      | $2873375.92   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon PLC                                          | Aon PLC                                               | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Short            | EC               | CORP              | IE        |        -664 | NS      | $-222752.08   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                      | Rollins Inc                                           | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Short            | EC               | CORP              | US        |      -33745 | NS      | $-2054733.05  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                                     | Entegris Inc                                          | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |       12986 | NS      | $1719995.70   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Seagate Technology Holdings PLC                  | Seagate Technology Holdings PLC                       | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Short            | EC               | CORP              | IE        |       -4834 | NS      | $-1971498.56  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc           | International Flavors & Fragrances Inc                | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Short            | EC               | CORP              | US        |      -37749 | NS      | $-3104100.27  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                     | ING Groep NV                                          | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |       15702 | NS      | $453048.76    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                      | HOCHTIEF AG                                           | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |         538 | NS      | $259510.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Okta Inc                                         | Okta Inc                                              | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Short            | EC               | CORP              | US        |      -53924 | NS      | $-3909490.00  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED MXN / SOLD USD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |           1 | NC      | $2380.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                             | Schindler Holding AG                                  | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |        2761 | NS      | $1006513.22   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                       | Intel Corp                                            | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       21206 | NS      | $967205.66    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                      | Gartner Inc                                           | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Short            | EC               | CORP              | US        |       -3625 | NS      | $-569850.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment PLC                        | Flutter Entertainment PLC                             | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Short            | EC               | CORP              | IE        |       -2200 | NS      | $-233508.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED BRL / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |           1 | NC      | $280371.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                         | Corebridge Financial Inc                              | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |        3572 | NS      | $92300.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wilmar International Ltd                         | Wilmar International Ltd                              | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |       16400 | NS      | $45593.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American International Group Inc                 | American International Group Inc                      | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Short            | EC               | CORP              | US        |      -10096 | NS      | $-812627.04   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                            | Deutsche Lufthansa AG                                 | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Short            | EC               | CORP              | DE        |     -113708 | NS      | $-1214565.92  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                         | Svenska Cellulosa AB SCA                              | CUSIP: 000000000<br>LEI: 549300FW5JDRV1IJ0M67 | Short            | EC               | CORP              | SE        |     -105330 | NS      | $-1429943.17  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| 3M Co                                            | 3M Co                                                 | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Short            | EC               | CORP              | US        |       -7327 | NS      | $-1211299.64  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | S+P500 EMINI FUT MAR26                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         209 | NC      | $-573496.46   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | SWISS MKT IX FUTR MAR26                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -121 | NC      | $-858128.71   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SOLVENTUM CORP                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -101 | NC      | $-69690.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui OSK Lines Ltd                             | Mitsui OSK Lines Ltd                                  | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |       46200 | NS      | $1714232.57   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -7 | NC      | $-8750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                      | Cencora Inc                                           | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Short            | EC               | CORP              | US        |        -671 | NS      | $-249705.94   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Shinhan Financial Group Co Ltd                   | Shinhan Financial Group Co Ltd                        | CUSIP: 824596100<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |        4901 | NS      | $327435.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $46942.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                           | RWE AG                                                | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Short            | EC               | CORP              | DE        |       -4791 | NS      | $-308198.63   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                                        | KDDI Corp                                             | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Short            | EC               | CORP              | JP        |      -15800 | NS      | $-271404.61   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED PEN / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $212.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                              | MTU Aero Engines AG                                   | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Short            | EC               | CORP              | DE        |       -5509 | NS      | $-2374582.54  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                   | Rocket Cos Inc                                        | CUSIP: 77311W101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -73534 | NS      | $-1337583.46  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Galp Energia SGPS SA                             | Galp Energia SGPS SA                                  | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |       57875 | NS      | $1255823.56   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust           | CapitaLand Integrated Commercial Trust                | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               |  | SG        |      278400 | NS      | $538617.28    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal         | CAN 10YR BOND FUT JUN26                               | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |          63 | NC      | $23844.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                    | Boeing Co/The                                         | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Short            | EC               | CORP              | US        |      -22961 | NS      | $-5224316.33  | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| Syensqo SA                                       | Syensqo SA                                            | CUSIP: 000000000<br>LEI: 549300060XNJ90PLNS10 | Short            | EC               | CORP              | BE        |       -5131 | NS      | $-292547.19   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Washington H Soul Pattinson & Co Ltd             | Washington H Soul Pattinson & Co Ltd                  | CUSIP: 000000000<br>LEI: 254900CV4BQYQLH2KI62 | Short            | EC               | CORP              | AU        |      -27193 | NS      | $-739767.53   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED MXN / SOLD USD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |           1 | NC      | $462817.03    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Electronics Inc                               | LG Electronics Inc                                    | CUSIP: 000000000<br>LEI: 988400RMQFTGZIOG0609 | Long             | EC               | CORP              | KR        |       31160 | NS      | $3152308.49   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Ing hc F Porsche AG                           | Dr Ing hc F Porsche AG                                | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Short            | EP               | CORP              | DE        |      -21432 | NS      | $-1044845.14  | -0.13%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Macquarie Group Ltd                              | Macquarie Group Ltd                                   | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Short            | EC               | CORP              | AU        |       -6946 | NS      | $-1054127.36  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                               | Honda Motor Co Ltd                                    | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |      201600 | NS      | $2019516.11   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: NZD 4.229000 18-MAR-2036 3M                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    17600000 | OU      | $-249699.41   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -9 | NC      | $-82008.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DSV A/S                                          | DSV A/S                                               | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Short            | EC               | CORP              | DK        |        -531 | NS      | $-137062.49   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                               | Nibe Industrier AB                                    | CUSIP: 000000000<br>LEI: 549300ZQH0FIF1P0MX67 | Short            | EC               | CORP              | SE        |      -89434 | NS      | $-365433.83   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Evergy Inc                                       | Evergy Inc                                            | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       11875 | NS      | $993462.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley Capital Services LLC              | ALTA MORD WMN                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    10357508 | OU      | $-105464.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD INR                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $9646.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                      | Cie Financiere Richemont SA                           | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Short            | EC               | CORP              | CH        |       -5311 | NS      | $-1082687.95  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                 | ABN AMRO Bank NV                                      | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |       32749 | NS      | $1096854.18   | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Rakuten Group Inc                                | Rakuten Group Inc                                     | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Short            | EC               | CORP              | JP        |     -576600 | NS      | $-3061079.46  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | WTI CRUDE FUTURE MAY26                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          22 | NC      | $53224.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                      | CorVel Corp                                           | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4871 | NS      | $251246.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                    | Koninklijke Ahold Delhaize NV                         | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |       19465 | NS      | $961839.14    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp                                    | SoftBank Corp                                         | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Short            | EC               | CORP              | JP        |    -2830300 | NS      | $-3871291.39  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| Verbund AG                                       | Verbund AG                                            | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |        2620 | NS      | $186554.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| National Stock Exchange Of India                 | IFSC NIFTY 50 FUT MAR26                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |        -169 | NC      | $79818.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AptarGroup Inc                                   | AptarGroup Inc                                        | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       16606 | NS      | $2386448.26   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -7 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                             | Jacobs Solutions Inc                                  | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |       10904 | NS      | $1503225.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Centene Corp                                     | Centene Corp                                          | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Short            | EC               | CORP              | US        |       -4991 | NS      | $-223996.08   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -6 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED SEK / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |           1 | NC      | $-5232.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                              | Abbott Laboratories                                   | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       34015 | NS      | $3957645.25   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| Anheuser-Busch InBev SA/NV                       | Anheuser-Busch InBev SA/NV                            | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Short            | EC               | CORP              | BE        |      -10927 | NS      | $-888531.18   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD AUD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-7197.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp                        | Carpenter Technology Corp                             | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Short            | EC               | CORP              | US        |       -1100 | NS      | $-437877.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Legrand SA                                       | Legrand SA                                            | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |        7526 | NS      | $1363162.58   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SWAP/CDSWAP/CDS: (CMBX.NA.15.AAA)                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | GB        |     4439104 | OU      | $-1274.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp                                       | FedEx Corp                                            | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        3852 | NS      | $1490724.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                      | Fastenal Co                                           | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Short            | EC               | CORP              | US        |      -70854 | NS      | $-3262118.16  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 4.061000 18-MAR-2036 SON                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    20200000 | OU      | $384141.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                         | Uruguay Government International Bond                 | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    13000000 | PA      | $356853.47    | 0.04%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                               | Banco Santander SA                                    | CUSIP: 05964H105<br>LEI: 5493006QMFDDMYWIAM13 | Short            | EC               | CORP              | ES        |     -295497 | NS      | $-3652342.92  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                              | Synchrony Financial                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       53294 | NS      | $3683148.34   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| TXNM Energy Inc                                  | TXNM Energy Inc                                       | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      307877 | NS      | $18170900.54  | 2.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMCO Corp                                       | SUMCO Corp                                            | CUSIP: 000000000<br>LEI: 353800SUSRUOM0V6KU92 | Long             | EC               | CORP              | JP        |       22000 | NS      | $256008.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co                                    | Ford Motor Co                                         | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      203241 | NS      | $2863665.69   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Dutch Bros Inc                                   | Dutch Bros Inc                                        | CUSIP: 26701L100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -9900 | NS      | $-530739.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc                                         | Roku Inc                                              | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Short            | EC               | CORP              | US        |       -5000 | NS      | $-492050.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                                       | Kenvue Inc                                            | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      784174 | NS      | $14993406.88  | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED KRW / SOLD USD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | KR        |           1 | NC      | $-4024.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MSCI Inc                                         | MSCI Inc                                              | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Short            | EC               | CORP              | US        |       -4816 | NS      | $-2753933.28  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                      | Cognex Corp                                           | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |       15400 | NS      | $837760.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Fujikura Ltd                                     | Fujikura Ltd                                          | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Short            | EC               | CORP              | JP        |       -7200 | NS      | $-1229418.18  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED THB / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $386.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD EUR                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $461.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Ltd                                     | Cochlear Ltd                                          | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Short            | EC               | CORP              | AU        |        -289 | NS      | $-40923.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                | Tractor Supply Co                                     | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Short            | EC               | CORP              | US        |      -21672 | NS      | $-1123476.48  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.     | MSCI SING IX ETS MAR26                                | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |        -277 | NC      | $105021.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -7 | NC      | $-9590.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED PEN / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PE        |           1 | NC      | $-19344.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED AUD / SOLD USD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $7689.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED THB / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $981.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Infratil Ltd                                     | Infratil Ltd                                          | CUSIP: 000000000<br>LEI: 529900ITMGRD45OLDY30 | Short            | EC               | CORP              | NZ        |      -33483 | NS      | $-225099.98   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                   | GE HealthCare Technologies Inc                        | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       40895 | NS      | $3446221.65   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| ANA Holdings Inc                                 | ANA Holdings Inc                                      | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Short            | EC               | CORP              | JP        |      -47900 | NS      | $-1044450.13  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                  | Brookfield Asset Management Ltd                       | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Short            | EC               | CORP              | CA        |       -4000 | NS      | $-187000.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                            | Burlington Stores Inc                                 | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Short            | EC               | CORP              | US        |      -12029 | NS      | $-3691339.23  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| LG Corp                                          | LG Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       10353 | NS      | $774705.43    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Corp/Aichi                                  | Fuji Corp/Aichi                                       | CUSIP: 000000000<br>LEI: 353800G4VS3QLM6BSX66 | Long             | EC               | CORP              | JP        |       15700 | NS      | $610404.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Securities Group PLC                        | Land Securities Group PLC                             | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Short            | EC               |  | GB        |      -25022 | NS      | $-217384.63   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 10Y BOND FUT MAR26                               | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |          49 | NC      | $48208.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolution Medicines Inc                         | Revolution Medicines Inc                              | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Short            | EC               | CORP              | US        |       -3500 | NS      | $-357070.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Credit Saison Co Ltd                             | Credit Saison Co Ltd                                  | CUSIP: 000000000<br>LEI: 529900SV58ZWTGRH3A66 | Long             | EC               | CORP              | JP        |       15600 | NS      | $474996.86    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CZK / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CZ        |           1 | NC      | $5113.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.235000 18-MAR-2036 CAD                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11600000 | OU      | $-251754.79   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield                        | Unibail-Rodamco-Westfield                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               |  | XX        |       -1504 | NS      | $-188432.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                   | BE Semiconductor Industries NV                        | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Short            | EC               | CORP              | NL        |      -11803 | NS      | $-2644905.50  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD KRW                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-2241.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp                                       | Asics Corp                                            | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Short            | EC               | CORP              | JP        |      -37300 | NS      | $-1143085.12  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TEREX CORP                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -121 | NC      | $-275880.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies Inc                        | Opendoor Technologies Inc                             | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Short            | EC               | CORP              | US        |      -16000 | NS      | $-86720.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EGYPT TREASURY BILL                              | Egypt Treasury Bills                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    58000000 | PA      | $1075509.91   | 0.13%             | 2026-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED BRL / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |           1 | NC      | $766639.90    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED TRY / SOLD USD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $2101.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COGNEX CORP                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -154 | NC      | $-340340.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SWAP/CDSWAP/CDS: (CMBX.NA.17.BBB-)                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | GB        |     5000000 | OU      | $-669083.33   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                      | Goldman Sachs Group Inc/The                           | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        1279 | NS      | $1099390.03   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TEREX CORP                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -130 | NC      | $-349700.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                       | Ciena Corp                                            | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |        1634 | NS      | $569775.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 2.558000 18-MAR-2028 CAD                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    68600000 | OU      | $270565.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | ALTA JU MORD                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     6547073 | OU      | $-79764.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                 | Coca-Cola HBC AG                                      | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |       18441 | NS      | $1197029.76   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                     | Leonardo SpA                                          | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |       12544 | NS      | $845102.62    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                        | Logitech International SA                             | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |       17417 | NS      | $1597892.33   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD CHF                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-12463.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Co                                       | Carvana Co                                            | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Short            | EC               | CORP              | US        |      -12075 | NS      | $-4034982.00  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                   | Atlas Copco AB                                        | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |       67051 | NS      | $1256981.06   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Wise PLC                                         | Wise PLC                                              | CUSIP: 000000000<br>LEI: 213800LD9XCHIC1C4V71 | Short            | EC               | CORP              | GB        |     -132567 | NS      | $-1536035.64  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                          | Essential Utilities Inc                               | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |      305984 | NS      | $12230180.48  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                         | Ipsen SA                                              | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |        8960 | NS      | $1749014.81   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom Inc                                       | Dexcom Inc                                            | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Short            | EC               | CORP              | US        |      -15662 | NS      | $-1150060.66  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| EGYPT TREASURY BILL                              | Egypt Treasury Bills                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    64000000 | PA      | $1153815.22   | 0.14%             | 2026-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                               | Kraft Heinz Co/The                                    | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Short            | EC               | CORP              | US        |      -48077 | NS      | $-1183174.97  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| South32 Ltd                                      | South32 Ltd                                           | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Short            | EC               | CORP              | AU        |     -431350 | NS      | $-1413051.63  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Nitori Holdings Co Ltd                           | Nitori Holdings Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | JP        |      -49200 | NS      | $-985597.03   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SWAP/CDSWAP/CDS: (CMBX.NA.18.BBB-)                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | GB        |     6500000 | OU      | $523114.58    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: CNY 1.632000 18-MAR-2031 CNR                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    68700000 | OU      | $-33934.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Riot Platforms Inc                               | Riot Platforms Inc                                    | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Short            | EC               | CORP              | US        |      -10000 | NS      | $-162900.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD BRL                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-16894.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kratos Defense & Security Solutions Inc          | Kratos Defense & Security Solutions Inc               | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Short            | EC               | CORP              | US        |       -4400 | NS      | $-379192.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                      | Starwood Property Trust Inc                           | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Short            | EC               |  | US        |       -3400 | NS      | $-60554.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: AUD 4.092000 18-MAR-2028 AUD                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    75700000 | OU      | $102846.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust Inc                      | Healthcare Realty Trust Inc                           | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Short            | EC               |  | US        |      -11000 | NS      | $-202950.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear Inc                            | Gildan Activewear Inc                                 | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |       15485 | NS      | $1055416.19   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM Holdings Corp                           | FUJIFILM Holdings Corp                                | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |       24900 | NS      | $512043.80    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc              | Sumitomo Mitsui Financial Group Inc                   | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |       26000 | NS      | $981124.94    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix Inc                                      | Equinix Inc                                           | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Short            | EC               |  | US        |        -284 | NS      | $-276689.84   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                    | AppLovin Corp                                         | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Short            | EC               | CORP              | US        |       -3686 | NS      | $-1602562.22  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                         | Fabrinet                                              | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |        2947 | NS      | $1607971.61   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD SGD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $444.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Co                           | International Paper Co                                | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Short            | EC               | CORP              | US        |      -28673 | NS      | $-1248709.15  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd            | Yangzijiang Shipbuilding Holdings Ltd                 | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |     1130700 | NS      | $3864698.45   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| James Hardie Industries PLC                      | James Hardie Industries PLC                           | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |       61571 | NS      | $1499253.85   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd                                     | WH Group Ltd                                          | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |     1151500 | NS      | $1447603.91   | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Komatsu Ltd                                      | Komatsu Ltd                                           | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |        2800 | NS      | $134400.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                      | CAC40 10 EURO FUT MAR26                               | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |        -220 | NC      | $-645650.40   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Co                           | International Paper Co                                | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |       28500 | NS      | $1241175.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Astera Labs Inc                                  | Astera Labs Inc                                       | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Short            | EC               | CORP              | US        |       -9397 | NS      | $-1116645.51  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                    | UniCredit SpA                                         | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |        5093 | NS      | $433655.47    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                   | ServiceNow Inc                                        | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Short            | EC               | CORP              | US        |      -25445 | NS      | $-2748314.45  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Co Ltd                              | Nissan Motor Co Ltd                                   | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Short            | EC               | CORP              | JP        |     -481000 | NS      | $-1325131.51  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Trade Desk Inc/The                               | Trade Desk Inc/The                                    | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Short            | EC               | CORP              | US        |       -7193 | NS      | $-171337.26   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                          | Bristol-Myers Squibb Co                               | CUSIP: 110122157<br>LEI: HLYYNH7UQUORYSJQCN42 | N/A              | DE               |  | US        |      195149 | NS      | $585447.00    | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| Suzuki Motor Corp                                | Suzuki Motor Corp                                     | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |       91900 | NS      | $1389837.66   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                     | Madrigal Pharmaceuticals Inc                          | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Short            | EC               | CORP              | US        |        -200 | NS      | $-86400.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PGE Polska Grupa Energetyczna SA                 | PGE Polska Grupa Energetyczna SA                      | CUSIP: 000000000<br>LEI: 259400MP9VXR0E69MJ89 | Long             | EC               | CORP              | PL        |      143893 | NS      | $454434.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co Inc                      | Chubu Electric Power Co Inc                           | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |       28500 | NS      | $481336.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                 | Roche Holding AG                                      | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |         280 | NS      | $138784.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                          | Charles Schwab Corp/The                               | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |        7500 | NS      | $714000.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| AtkinsRealis Group Inc                           | AtkinsRealis Group Inc                                | CUSIP: 04764T104<br>LEI: UL01OYG5OMLM5G6CFM03 | Short            | EC               | CORP              | CA        |       -2700 | NS      | $-187152.23   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                             | Vornado Realty Trust                                  | CUSIP: 929042109<br>LEI: N/A                  | Short            | EC               |  | US        |       -7400 | NS      | $-204092.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Kasikornbank PCL                                 | Kasikornbank PCL                                      | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | EC               | CORP              | TH        |      308200 | NS      | $1992328.65   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijer Ref AB                                    | Beijer Ref AB                                         | CUSIP: 000000000<br>LEI: 549300PZZEUVH08H4G75 | Short            | EC               | CORP              | SE        |      -76019 | NS      | $-1186072.88  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED NOK / SOLD USD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |           1 | NC      | $182993.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED BRL / SOLD USD                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $11295.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | META PLATFORMS INC                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -16 | NC      | $-113520.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Hexagon AB                                       | Hexagon AB                                            | CUSIP: 000000000<br>LEI: 549300WJFW6ILNI4TA80 | Short            | EC               | CORP              | SE        |      -40187 | NS      | $-457176.60   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Informa PLC                                      | Informa PLC                                           | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Short            | EC               | CORP              | GB        |     -217375 | NS      | $-2455091.72  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp                                     | Insulet Corp                                          | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Short            | EC               | CORP              | US        |      -12257 | NS      | $-3022698.77  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                 | Duke Energy Corp                                      | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        8891 | NS      | $1163387.35   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Meta Platforms Inc                               | Meta Platforms Inc                                    | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       15195 | NS      | $9849095.10   | 1.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Pfizer Inc                                       | Pfizer Inc                                            | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       81868 | NS      | $2263650.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoya Corp                                        | Hoya Corp                                             | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |         500 | NS      | $90313.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VeriSign Inc                                     | VeriSign Inc                                          | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        4505 | NS      | $1026869.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Citibank NA                                      | PURCHASED CZK / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |           1 | NC      | $-3054.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                          | E.ON SE                                               | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |       98582 | NS      | $2293095.76   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                  | Ross Stores Inc                                       | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        6259 | NS      | $1287100.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CLP / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CL        |           1 | NC      | $-19794.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD SGD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2504.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD BRL                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-22791.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                          | Lululemon Athletica Inc                               | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |        9515 | NS      | $1761892.55   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Barclays Bank PLC                                | PURCHASED BRL / SOLD USD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |           1 | NC      | $742204.63    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: HKD 2.858500 18-MAR-2031 HKD                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3200000 | OU      | $5697.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                     | UBS Group AG                                          | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |       26030 | NS      | $1081542.36   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.242000 18-MAR-2036 CAD                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    15400000 | OU      | $-341119.88   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 2.739000 18-MAR-2036 EST                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5200000 | OU      | $156094.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                       | Verizon Communications Inc                            | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       74080 | NS      | $3714371.20   | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| BHP Group Ltd                                    | BHP Group Ltd                                         | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |       73116 | NS      | $2966701.04   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 0.678000 18-MAR-2036 SAR                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    17400000 | OU      | $-580695.01   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD TWD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1910.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Block Inc                                        | Block Inc                                             | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Short            | EC               | CORP              | US        |      -11029 | NS      | $-702547.30   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Lonza Group AG                                   | Lonza Group AG                                        | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Short            | EC               | CORP              | CH        |        -187 | NS      | $-130066.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                                | Swire Pacific Ltd                                     | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Short            | EC               | CORP              | HK        |      -78000 | NS      | $-837872.23   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                           | Standard Chartered PLC                                | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |       21735 | NS      | $536146.11    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                     | Experian PLC                                          | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |       22779 | NS      | $857383.06    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NETFLIX INC                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -36 | NC      | $-69840.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Makita Corp                                      | Makita Corp                                           | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |        3100 | NS      | $119949.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED BRL / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $14633.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                        | Edwards Lifesciences Corp                             | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       13346 | NS      | $1154028.62   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Citibank NA                                      | PURCHASED USD / SOLD GBP                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1362.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                   | Fairfax Financial Holdings Ltd                        | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |         600 | NS      | $1032696.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Banque Cantonale Vaudoise                        | Banque Cantonale Vaudoise                             | CUSIP: 000000000<br>LEI: K1MOBB3OPSBBQO554R76 | Short            | EC               | CORP              | CH        |       -6881 | NS      | $-1052694.57  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD JPY                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $40824.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD MXN                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-36239.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Co                                 | Hyundai Motor Co                                      | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EP               | CORP              | KR        |         542 | NS      | $121189.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED JPY / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $-20200.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.736000 18-MAR-2031 SHI                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    28200000 | OU      | $-148632.37   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED SEK / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |           1 | NC      | $-33922.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERSHING SQUARE SPARC HOLDINGS                   | PERSHING SQUARE SPARC HOLDINGS                        | CUSIP: 714920113<br>LEI: U7LC4KOKCTZ0YWGI2G56 | N/A              | DE               |  | US        |       38486 | NS      | $11545.80     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Gitlab Inc                                       | Gitlab Inc                                            | CUSIP: 37637K108<br>LEI: 9845004Y40FACG81ED49 | Long             | EC               | CORP              | US        |       37700 | NS      | $991510.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Regency Centers Corp                             | Regency Centers Corp                                  | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Short            | EC               |  | US        |       -2600 | NS      | $-205400.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 4.086000 18-MAR-2036 SON                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    17300000 | OU      | $376963.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Swatch Group AG/The                              | Swatch Group AG/The                                   | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Short            | EC               | CORP              | CH        |       -3188 | NS      | $-815622.81   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                    | Intercontinental Exchange Inc                         | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Short            | EC               | CORP              | US        |        -700 | NS      | $-114891.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: SEK 2.775500 18-MAR-2036 3M                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    16000000 | OU      | $17650.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                     | Prysmian SpA                                          | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |        8849 | NS      | $1065870.13   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE MAR26                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         198 | NC      | $383485.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD GBP                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-7654.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BioMerieux                                       | BioMerieux                                            | CUSIP: 000000000<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |        7472 | NS      | $883129.11    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWAP/CDSWAP/CDS: (CMBX.NA.17.BBB-)                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | GB        |     5000000 | OU      | $-669083.33   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp                                         | Fox Corp                                              | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        3402 | NS      | $175985.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Delivery Hero SE                                 | Delivery Hero SE                                      | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Short            | EC               | CORP              | DE        |      -60752 | NS      | $-1397289.11  | -0.17%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | SWAP/CDSWAP/ICE: (ITRAXX.EUR.44.V1)                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   135215000 | OU      | $3546733.17   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Life Holding AG                            | Swiss Life Holding AG                                 | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Short            | EC               | CORP              | CH        |         -46 | NS      | $-52677.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD MXN                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-32948.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Maxell Ltd                                       | Maxell Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       13000 | NS      | $190366.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                | Allstate Corp/The                                     | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       10135 | NS      | $2174160.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Landstar System Inc                              | Landstar System Inc                                   | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |        4281 | NS      | $697588.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: AUD 4.844000 18-MAR-2036 AUD                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    18100000 | OU      | $135730.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                         | Rolls-Royce Holdings PLC                              | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Short            | EC               | CORP              | GB        |     -127121 | NS      | $-2285900.37  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Solventum Corp                                   | Solventum Corp                                        | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |       43248 | NS      | $3209001.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| MonotaRO Co Ltd                                  | MonotaRO Co Ltd                                       | CUSIP: 000000000<br>LEI: 5299005JUER5ANXWTC33 | Short            | EC               | CORP              | JP        |     -163800 | NS      | $-2177732.43  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Dover Corp                                       | Dover Corp                                            | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        5920 | NS      | $1334960.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Evonik Industries AG                             | Evonik Industries AG                                  | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Short            | EC               | CORP              | DE        |      -74631 | NS      | $-1297622.25  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| ACV Auctions Inc                                 | ACV Auctions Inc                                      | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       28666 | NS      | $139316.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Malibu Boats Inc                                 | Malibu Boats Inc                                      | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19539 | NS      | $567803.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Sun Communities Inc                              | Sun Communities Inc                                   | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Short            | EC               |  | US        |      -15076 | NS      | $-2057270.96  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                               | SWAP/CDSWAP/CDS: (ITRAXX.EUR.44 12-100%)              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |    50000000 | OU      | $2057121.19   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                          | Heidelberg Materials AG                               | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |        3576 | NS      | $796705.69    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Grab Holdings Ltd                                | Grab Holdings Ltd                                     | CUSIP: 000000000<br>LEI: 549300N4VQX83VPJF439 | Short            | EC               | CORP              | KY        |     -465584 | NS      | $-1964764.48  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Raiffeisen Bank International AG                 | Raiffeisen Bank International AG                      | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |        5483 | NS      | $272394.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                         | Bayer AG                                              | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |       45920 | NS      | $2272159.32   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                | Kinross Gold Corp                                     | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |       25700 | NS      | $949960.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED COP / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CO        |           1 | NC      | $-114268.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD JPY                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $2332.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LPL Financial Holdings Inc                       | LPL Financial Holdings Inc                            | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |        2619 | NS      | $786695.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Devon Energy Corp                                | Devon Energy Corp                                     | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       41356 | NS      | $1800226.68   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| LyondellBasell Industries NV                     | LyondellBasell Industries NV                          | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |       44003 | NS      | $2531052.56   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Aegon Ltd                                        | Aegon Ltd                                             | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | BM        |       28678 | NS      | $218249.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                                 | Isuzu Motors Ltd                                      | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |       24700 | NS      | $460357.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Zillow Group Inc                                 | Zillow Group Inc                                      | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Short            | EC               | CORP              | US        |      -48400 | NS      | $-2159608.00  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Legend Biotech Corp                              | Legend Biotech Corp                                   | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Short            | EC               | CORP              | KY        |       -1300 | NS      | $-24700.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp                         | Mitsubishi Electric Corp                              | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |       56700 | NS      | $2158172.12   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties Inc                              | VICI Properties Inc                                   | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |       41752 | NS      | $1261327.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| LKQ Corp                                         | LKQ Corp                                              | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |       33100 | NS      | $1095941.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Capgemini SE                                     | Capgemini SE                                          | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |        2331 | NS      | $294584.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                | Kimco Realty Corp                                     | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Short            | EC               |  | US        |      -27600 | NS      | $-649980.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                     | KKR & Co Inc                                          | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Short            | EC               | CORP              | US        |      -29458 | NS      | $-2582877.44  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Fastighets AB Balder                             | Fastighets AB Balder                                  | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Short            | EC               | CORP              | SE        |     -167912 | NS      | $-1261742.84  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Camden Property Trust                            | Camden Property Trust                                 | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Short            | EC               |  | US        |       -2300 | NS      | $-249182.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group Inc                         | Japan Exchange Group Inc                              | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Short            | EC               | CORP              | JP        |     -151300 | NS      | $-2059031.47  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                      | Swiss Re AG                                           | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Short            | EC               | CORP              | CH        |       -7273 | NS      | $-1280333.12  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Renewable Corp                        | Brookfield Renewable Corp                             | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Short            | EC               | CORP              | CA        |      -22828 | NS      | $-975440.44   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Sanrio Co Ltd                                    | Sanrio Co Ltd                                         | CUSIP: 000000000<br>LEI: 3538002Q5JQLOMSPH125 | Short            | EC               | CORP              | JP        |      -49000 | NS      | $-1796512.64  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| CME Group Inc                                    | CME Group Inc                                         | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Short            | EC               | CORP              | US        |        -803 | NS      | $-256558.50   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                              | TE Connectivity PLC                                   | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |        4856 | NS      | $1117608.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Citibank NA                                      | SWAP/CDSWAP/CDS: (CMBX.NA.18.BBB-)                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |    13000000 | OU      | $1046229.17   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED HUF / SOLD USD                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |           1 | NC      | $6196.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Floating Rate Notes                     | CUSIP: 91282CPG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8700000 | PA      | $8714148.81   | 1.07%             | 2027-10-31      | Floating      | 3.81%                 | No            |                  1 | On Loan: No      |
| Saab AB                                          | Saab AB                                               | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Short            | EC               | CORP              | SE        |       -1754 | NS      | $-128071.81   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                     | Citizens Financial Group Inc                          | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |        3875 | NS      | $233236.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTO Ltd                                         | TOTO Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       15600 | NS      | $607940.37    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                   | Rheinmetall AG                                        | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Short            | EC               | CORP              | DE        |        -158 | NS      | $-312551.42   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Waste Connections Inc                            | Waste Connections Inc                                 | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Short            | EC               | CORP              | CA        |      -15073 | NS      | $-2594515.49  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KRAFT HEINZ CO/THE                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -267 | NC      | $-1068.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 2.529500 18-MAR-2036 EST                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2400000 | OU      | $-18745.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BECTON DICKINSON + CO                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -40 | NC      | $-130000.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp                                   | Open Text Corp                                        | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |       49900 | NS      | $1236113.78   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -10 | NC      | $-127200.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Aegon Ltd                                        | Aegon Ltd                                             | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Short            | EC               | CORP              | BM        |      -56031 | NS      | $-426415.17   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD AUD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-33932.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                               | NextEra Energy Inc                                    | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Short            | EC               | CORP              | US        |      -17422 | NS      | $-1633660.94  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | JACOBS SOLUTIONS INC                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -34 | NC      | $-59500.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                  | Yum! Brands Inc                                       | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        2943 | NS      | $494894.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Magnum Ice Cream Co NV/The                       | Magnum Ice Cream Co NV/The                            | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |        9954 | NS      | $157620.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | GASOLINE RBOB FUT MAY26                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -9 | NC      | $-51259.86    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | LIVE CATTLE FUTR APR26                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        -126 | NC      | $209900.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | SWAP/CDSWAP/ICE: (ITRAXX.EUR.44.V1)                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    67772000 | OU      | $-383559.81   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TransUnion                                       | TransUnion                                            | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Short            | EC               | CORP              | US        |      -13428 | NS      | $-1054769.40  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED CLP / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |           1 | NC      | $-6590.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Genscript Biotech Corp                           | Genscript Biotech Corp                                | CUSIP: 000000000<br>LEI: 529900YIYUOJOXSAE372 | Short            | EC               | CORP              | KY        |      -28000 | NS      | $-42669.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Zoom Communications Inc                          | Zoom Communications Inc                               | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       38427 | NS      | $2841292.38   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                           | AP Moller - Maersk A/S                                | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |         793 | NS      | $1968902.01   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD THB                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-239.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED IDR / SOLD USD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ID        |           1 | NC      | $1153.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD RON                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-20293.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc                            | Qnity Electronics Inc                                 | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |       13507 | NS      | $1712147.32   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Tenaris SA                                       | Tenaris SA                                            | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |       63831 | NS      | $1744749.73   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| NIO Inc                                          | NIO Inc                                               | CUSIP: 62914V106<br>LEI: 549300JBU4TV5OCKJV96 | Short            | EC               | CORP              | KY        |     -214241 | NS      | $-1043353.67  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                       | Zimmer Biomet Holdings Inc                            | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Short            | EC               | CORP              | US        |       -9982 | NS      | $-982628.08   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| XPeng Inc                                        | XPeng Inc                                             | CUSIP: 000000000<br>LEI: 549300TZNMIREMWQU857 | Short            | EC               | CORP              | KY        |      -13000 | NS      | $-113964.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                              | SoftBank Group Corp                                   | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Short            | EC               | CORP              | JP        |      -42000 | NS      | $-1075449.50  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                   | TOPIX INDX FUTR MAR26                                 | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |          56 | NC      | $1098722.46   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COMCAST CORP                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -206 | NC      | $-83430.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                                 | Pure Storage Inc                                      | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Short            | EC               | CORP              | US        |       -5377 | NS      | $-345310.94   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: OIS 10.307000 18-MAR-2031 IB                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 20900000000 | OU      | $-266960.89   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                  | Norsk Hydro ASA                                       | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |      148365 | NS      | $1376593.67   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Straumann Holding AG                             | Straumann Holding AG                                  | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Short            | EC               | CORP              | CH        |       -1975 | NS      | $-236458.16   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                        | CK Hutchison Holdings Ltd                             | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |      241500 | NS      | $1988462.15   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicharm Corp                                    | Unicharm Corp                                         | CUSIP: 000000000<br>LEI: 353800UQ4BZIJTAQEG85 | Long             | EC               | CORP              | JP        |       17000 | NS      | $116325.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp                                     | Newmont Corp                                          | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-156000.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Penta-Ocean Construction Co Ltd                  | Penta-Ocean Construction Co Ltd                       | CUSIP: 000000000<br>LEI: 529900QN42Q9UIW3AS17 | Long             | EC               | CORP              | JP        |       35100 | NS      | $477043.94    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Pacific Land Corp                          | Texas Pacific Land Corp                               | CUSIP: 88262P102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -8777 | NS      | $-4601693.33  | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD NZD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-5837.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CAD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-18361.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                                 | Elia Group SA/NV                                      | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Short            | EC               | CORP              | BE        |       -9696 | NS      | $-1540536.61  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                   | PulteGroup Inc                                        | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16222 | NS      | $2225658.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Saputo Inc                                       | Saputo Inc                                            | CUSIP: 802912105<br>LEI: 549300HH4U1DPY0TBT90 | Short            | EC               | CORP              | CA        |      -30500 | NS      | $-973549.36   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| New Gold Inc                                     | New Gold Inc                                          | CUSIP: 644535106<br>LEI: 5493005G0GNCHP0H6L96 | Long             | EC               | CORP              | CA        |     1440892 | NS      | $19336770.64  | 2.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CZK                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-31581.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                    | Fresnillo PLC                                         | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |       12791 | NS      | $729844.91    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd                                         | Nice Ltd                                              | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |        2253 | NS      | $258009.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Stanley Electric Co Ltd                          | Stanley Electric Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       10000 | NS      | $210877.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AGC Inc                                          | AGC Inc                                               | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |       11000 | NS      | $487861.26    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED CZK / SOLD USD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CZ        |           1 | NC      | $60277.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD GBP                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $16099.16     | 0.00%             |  |  |  | No            |                  2 | 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        |        4572 | NS      | $544525.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Longfor Group Holdings Ltd                       | Longfor Group Holdings Ltd                            | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | EC               | CORP              | KY        |       56000 | NS      | $70901.66     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Fortescue Ltd                                    | Fortescue Ltd                                         | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |      129588 | NS      | $1946569.76   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Vaxcyte Inc                                      | Vaxcyte Inc                                           | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Short            | EC               | CORP              | US        |       -2100 | NS      | $-129654.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                   | Morgan Stanley                                        | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |        6488 | NS      | $1080316.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Realtek Semiconductor Corp                       | Realtek Semiconductor Corp                            | CUSIP: 000000000<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |        8000 | NS      | $122439.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Square Co Ltd                                 | SK Square Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        4286 | NS      | $1923632.96   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                  | Ulta Beauty Inc                                       | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        1879 | NS      | $1286720.41   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lynas Rare Earths Ltd                            | Lynas Rare Earths Ltd                                 | CUSIP: 000000000<br>LEI: 529900SGT9M1FJPXXI35 | Short            | EC               | CORP              | AU        |     -100854 | NS      | $-1336742.89  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                       | United Utilities Group PLC                            | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Short            | EC               | CORP              | GB        |      -52203 | NS      | $-978514.36   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                            | Costco Wholesale Corp                                 | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Short            | EC               | CORP              | US        |        -240 | NS      | $-242589.60   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Xero Ltd                                         | Xero Ltd                                              | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Short            | EC               | CORP              | NZ        |      -45431 | NS      | $-2681830.90  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                              | Nissan Motor Co Ltd                                   | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | EC               | CORP              | JP        |      820700 | NS      | $2260988.42   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia Energetica de Minas Gerais                   | Cia Energetica de Minas Gerais                        | CUSIP: 000000000<br>LEI: 254900W703PXLDSEM056 | Long             | EP               | CORP              | BR        |      122200 | NS      | $287711.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RENTOKIL INITIAL PLC                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        -216 | NC      | $-162000.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                               | Banco Santander SA                                    | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |      316710 | NS      | $3994366.83   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc                           | Tyler Technologies Inc                                | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Short            | EC               | CORP              | US        |       -3501 | NS      | $-1241769.69  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| CVC Capital Partners PLC                         | CVC Capital Partners PLC                              | CUSIP: 000000000<br>LEI: 213800E8UQS1KA32YD39 | Short            | EC               | CORP              | JE        |     -149226 | NS      | $-2129218.80  | -0.26%            |  |  |  | Yes           |                  2 | On Loan: No      |
| FirstService Corp                                | FirstService Corp                                     | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |        3700 | NS      | $583027.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                       | CF Industries Holdings Inc                            | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       16741 | NS      | $1666399.14   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Hong Kong Futures Exchange Ltd.                  | HANG SENG IDX FUT MAR26                               | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |        -149 | NC      | $488429.57    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | COFFEE 'C' FUTURE MAY26                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        -180 | NC      | $844298.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Scentre Group                                    | Scentre Group                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               |  | AU        |      -74097 | NS      | $-201413.59   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services Inc                            | Republic Services Inc                                 | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Short            | EC               | CORP              | US        |       -3812 | NS      | $-872948.00   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                     | Monolithic Power Systems Inc                          | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        1074 | NS      | $1227302.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD EUR                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-87.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COOPER COS INC/THE                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -76 | NC      | $-98800.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Astra International Tbk PT                       | Astra International Tbk PT                            | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |      619100 | NS      | $246338.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                     | QUALCOMM Inc                                          | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       18319 | NS      | $2607892.84   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -6 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken NV                                      | Heineken NV                                           | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Short            | EC               | CORP              | NL        |      -11990 | NS      | $-1110500.04  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CGI Inc                                          | CGI Inc                                               | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |       23900 | NS      | $1747930.06   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrovial SE                                     | Ferrovial SE                                          | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Short            | EC               | CORP              | NL        |      -53143 | NS      | $-3960680.84  | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED PHP / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PH        |           1 | NC      | $2412.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | SWAP/CDSWAP/ICE: (ITRAXX.EUR.42.V1)                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    60000000 | OU      | $-1580253.87  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Diageo PLC                                       | Diageo PLC                                            | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |       72599 | NS      | $1628144.24   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Cava Group Inc                                   | Cava Group Inc                                        | CUSIP: 148929102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5400 | NS      | $-445338.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED BRL / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $69444.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                       | Siemens AG                                            | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |        1832 | NS      | $529711.50    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Generali                                         | Generali                                              | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Short            | EC               | CORP              | IT        |      -23368 | NS      | $-995034.90   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Textron Inc                                      | Textron Inc                                           | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       34622 | NS      | $3415460.30   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Neurocrine Biosciences Inc                       | Neurocrine Biosciences Inc                            | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |        8160 | NS      | $1079160.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Cie Generale des Etablissements Michelin SCA     | Cie Generale des Etablissements Michelin SCA          | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |       28610 | NS      | $1157022.93   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                      | NN Group NV                                           | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |       21235 | NS      | $1741642.51   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventas Inc                                       | Ventas Inc                                            | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Short            | EC               |  | US        |      -37604 | NS      | $-3239960.64  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED BRL / SOLD USD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $29373.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                    | Arrowhead Pharmaceuticals Inc                         | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Short            | EC               | CORP              | US        |       -1300 | NS      | $-82251.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust Inc                       | Americold Realty Trust Inc                            | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Short            | EC               |  | US        |       -6400 | NS      | $-85696.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier Inc                                   | Bombardier Inc                                        | CUSIP: 097751861<br>LEI: W7L3VLU8EHQY34Z36697 | Short            | EC               | CORP              | CA        |        -400 | NS      | $-82662.66    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 2.078000 18-MAR-2028 EST                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    23100000 | OU      | $-100574.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Salmar ASA                                       | Salmar ASA                                            | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGDBK67 | Short            | EC               | CORP              | NO        |      -41982 | NS      | $-2517855.56  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices Inc                               | Analog Devices Inc                                    | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Short            | EC               | CORP              | US        |       -3444 | NS      | $-1225340.76  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                            | ON Semiconductor Corp                                 | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       36388 | NS      | $2419074.24   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Webster Financial Corp                           | Webster Financial Corp                                | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      227628 | NS      | $16418807.64  | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp                          | Panasonic Holdings Corp                               | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |      201926 | NS      | $3256269.48   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                       | Haleon PLC                                            | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |      564805 | NS      | $3100179.90   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AVANTOR INC                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -510 | NC      | $-102000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Yamaha Corp                                      | Yamaha Corp                                           | CUSIP: 000000000<br>LEI: 529900S5TENP3IJS7S02 | Long             | EC               | CORP              | JP        |       35700 | NS      | $276664.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                               | Home Depot Inc/The                                    | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Short            | EC               | CORP              | US        |       -3136 | NS      | $-1193937.92  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co                            | Becton Dickinson & Co                                 | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Short            | EC               | CORP              | US        |       -4322 | NS      | $-762746.56   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | NY HARB ULSD FUT MAY26                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -108 | NC      | $-949587.59   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | SWAP/CDSWAP/ICE: (CDX.NA.IG.45.V1)                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    82819000 | OU      | $-453820.52   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Masimo Corp                                      | Masimo Corp                                           | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       54271 | NS      | $9516419.85   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                         | Silicon Laboratories Inc                              | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |       35053 | NS      | $7169390.09   | 0.88%             |  |  |  | No            |                  1 | On Loan: —       |
| Barclays Bank PLC                                | PURCHASED BRL / SOLD USD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |           1 | NC      | $83360.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED ZAR / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $61391.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                       | Vertex Pharmaceuticals Inc                            | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Short            | EC               | CORP              | US        |        -484 | NS      | $-240465.72   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED BRL / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |           1 | NC      | $18190.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                 | Deutsche Post AG                                      | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |       21379 | NS      | $1258905.11   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexi SpA                                         | Nexi SpA                                              | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Short            | EC               | CORP              | IT        |     -293617 | NS      | $-1199292.79  | -0.15%            |  |  |  | Yes           |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | FTSE 100 IDX FUT MAR26                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |          -1 | NC      | $-7342.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp                                         | KLA Corp                                              | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        1585 | NS      | $2416411.75   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                                      | Avantor Inc                                           | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       51000 | NS      | $461550.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Entain PLC                                       | Entain PLC                                            | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Short            | EC               | CORP              | IM        |      -52326 | NS      | $-405418.96   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                            | Northrop Grumman Corp                                 | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        1681 | NS      | $1217682.78   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Telefonaktiebolaget LM Ericsson                  | Telefonaktiebolaget LM Ericsson                       | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |      161756 | NS      | $1869896.24   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                 | Hartford Insurance Group Inc/The                      | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       12678 | NS      | $1785442.74   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Barclays Bank PLC                                | PURCHASED TRY / SOLD USD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $24119.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD CHF                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-663539.63   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $43345.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                              | Electronic Arts Inc                                   | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       74777 | NS      | $14998022.89  | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp                             | Westpac Banking Corp                                  | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Short            | EC               | CORP              | AU        |       -5183 | NS      | $-156677.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.     | FTSE TAIWAN INDEX MAR26                               | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |        -208 | NC      | $-537881.21   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Lottery Corp Ltd/The                             | Lottery Corp Ltd/The                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | AU        |     -193788 | NS      | $-760031.08   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| SMC Corp                                         | SMC Corp                                              | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Short            | EC               | CORP              | JP        |        -100 | NS      | $-47835.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED CLP / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |           1 | NC      | $-2786.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Illumina Inc                                     | Illumina Inc                                          | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Short            | EC               | CORP              | US        |      -11367 | NS      | $-1528406.82  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                           | Regions Financial Corp                                | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       44887 | NS      | $1249205.21   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley & Co. International PLC           | PURCHASED PEN / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PE        |           1 | NC      | $-6550.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Corpay Inc                                       | Corpay Inc                                            | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Short            | EC               | CORP              | US        |       -2260 | NS      | $-734726.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                       | Humana Inc                                            | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        2213 | NS      | $421665.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Knorr-Bremse AG                                  | Knorr-Bremse AG                                       | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |        5915 | NS      | $774192.18    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -9 | NC      | $-81000.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | TRSWAP: NDUVEAFE INDEX                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    21008595 | OU      | $1265341.35   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Kroger Co/The                                    | Kroger Co/The                                         | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       11401 | NS      | $778004.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Aeon Co Ltd                                      | Aeon Co Ltd                                           | CUSIP: 000000000<br>LEI: 5299009MXFL34SA71416 | Short            | EC               | CORP              | JP        |     -164700 | NS      | $-2344737.05  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD BRL                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-700.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pinterest Inc                                    | Pinterest Inc                                         | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |      168589 | NS      | $2887929.57   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| TIS Inc                                          | TIS Inc                                               | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |       11600 | NS      | $239744.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD ZAR                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-67738.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                         | Development Bank of Kazakhstan JSC                    | CUSIP: 48129VAF3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   183000000 | PA      | $376605.56    | 0.05%             | 2028-10-16      | Fixed         | 18.40%                | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                     | United Airlines Holdings Inc                          | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       27056 | NS      | $2876052.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Chicago Mercantile Exchange                      | FSWP: OIS 12.950000 02-JAN-2031 BZ                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    23603804 | OU      | $16000.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: ZAR 6.652500 18-MAR-2031 JIB                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    76200000 | OU      | $-16667.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings Inc                              | Resona Holdings Inc                                   | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Short            | EC               | CORP              | JP        |      -50600 | NS      | $-617411.83   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| National Storage REIT                            | National Storage REIT                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     5533456 | NS      | $10944680.07  | 1.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                           | Cie de Saint-Gobain SA                                | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |        2298 | NS      | $232883.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD AUD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-44860.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NETFLIX INC                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -48 | NC      | $-76560.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                  | Southern Co/The                                       | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Short            | EC               | CORP              | US        |       -9400 | NS      | $-915372.00   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| IGM Financial Inc                                | IGM Financial Inc                                     | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Long             | EC               | CORP              | CA        |       14169 | NS      | $704892.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                        | Apple Inc                                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       31077 | NS      | $8209921.86   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| InPost SA                                        | InPost SA                                             | CUSIP: 000000000<br>LEI: 2221003M23QLERR89585 | Short            | EC               | CORP              | LU        |      -73069 | NS      | $-1311581.60  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWAP/CDSWAP/CDS: (CMBX.NA.10.AAA)_SGO59X17US04        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |     4610000 | OU      | $6988.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PriceSmart Inc                                   | PriceSmart Inc                                        | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |       18371 | NS      | $2840524.02   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| AbbVie Inc                                       | AbbVie Inc                                            | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Short            | EC               | CORP              | US        |      -14519 | NS      | $-3369569.52  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: NZD 3.144000 18-MAR-2028 3M                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    75400000 | OU      | $148862.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                              | Erste Group Bank AG                                   | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |        8799 | NS      | $1044390.14   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| XPeng Inc                                        | XPeng Inc                                             | CUSIP: 98422D105<br>LEI: 549300TZNMIREMWQU857 | Short            | EC               | CORP              | KY        |      -23919 | NS      | $-420017.64   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| NIO Inc                                          | NIO Inc                                               | CUSIP: 000000000<br>LEI: 549300JBU4TV5OCKJV96 | Short            | EC               | CORP              | KY        |      -25630 | NS      | $-126699.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bloom Energy Corp                                | Bloom Energy Corp                                     | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Short            | EC               | CORP              | US        |      -23265 | NS      | $-3621662.55  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE                             | Dassault Systemes SE                                  | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |       53725 | NS      | $1176510.78   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash Inc                                     | DoorDash Inc                                          | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Short            | EC               | CORP              | US        |      -11568 | NS      | $-2041404.96  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd        | Taiwan Semiconductor Manufacturing Co Ltd             | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      127251 | NS      | $7940228.48   | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co                           | MatsukiyoCocokara & Co                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       61800 | NS      | $1022084.33   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corp                     | Wheaton Precious Metals Corp                          | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Short            | EC               | CORP              | CA        |       -6633 | NS      | $-1085490.45  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | SWAP/CDSWAP/ICE: (CDX.NA.IG.45.V1)                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   164520000 | OU      | $3504056.64   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SGD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-42.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Co                                 | Hyundai Motor Co                                      | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EP               | CORP              | KR        |         492 | NS      | $110640.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG           | Chocoladefabriken Lindt & Spruengli AG                | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Short            | EC               | CORP              | CH        |         -31 | NS      | $-511798.78   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc       | Fidelity National Information Services Inc            | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Short            | EC               | CORP              | US        |      -89905 | NS      | $-4581558.80  | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                               | Poste Italiane SpA                                    | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |       37974 | NS      | $1017321.62   | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                    | Regeneron Pharmaceuticals Inc                         | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        4451 | NS      | $3479213.17   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Insurance Australia Group Ltd                    | Insurance Australia Group Ltd                         | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Short            | EC               | CORP              | AU        |      -27086 | NS      | $-128336.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Restaurant Brands International Inc              | Restaurant Brands International Inc                   | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Short            | EC               | CORP              | CA        |      -17118 | NS      | $-1227531.78  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT JUN26                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           5 | NC      | $5077.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                          | Cboe Global Markets Inc                               | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |          50 | NS      | $14986.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Zenkoku Hosho Co Ltd                             | Zenkoku Hosho Co Ltd                                  | CUSIP: 000000000<br>LEI: 353800VOQEKTSCSL9O03 | Long             | EC               | CORP              | JP        |       14800 | NS      | $304769.78    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                         | Builders FirstSource Inc                              | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       17222 | NS      | $1796082.38   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Vodafone Group PLC                               | Vodafone Group PLC                                    | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |     1068107 | NS      | $1644703.00   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Hongkong Land Holdings Ltd                       | Hongkong Land Holdings Ltd                            | CUSIP: 000000000<br>LEI: 213800XCHYNRPAYGXW28 | Short            | EC               | CORP              | BM        |      -28900 | NS      | $-250210.19   | -0.03%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED ZAR / SOLD USD                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |           1 | NC      | $1567.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWAP/CDSWAP/CDS: (CMBX.NA.18.BBB-)                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | GB        |    10000000 | OU      | $804791.67    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                          | EXOR NV                                               | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |       32701 | NS      | $2869810.64   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| H World Group Ltd                                | H World Group Ltd                                     | CUSIP: 44332N106<br>LEI: 549300Y5ML31FVN83730 | Short            | EC               | CORP              | KY        |        -841 | NS      | $-46086.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED GBP / SOLD USD                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |           1 | NC      | $-22823.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWAP/CDSWAP/CDS: (CDX.NA.HY.43 15-25%)                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | GB        |     3750000 | OU      | $336481.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -8 | NC      | $-9120.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Shionogi & Co Ltd                                | Shionogi & Co Ltd                                     | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |      137900 | NS      | $3256134.52   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp                             | Targa Resources Corp                                  | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Short            | EC               | CORP              | US        |      -16028 | NS      | $-3779402.40  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $143201.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sofina SA                                        | Sofina SA                                             | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | Long             | EC               | CORP              | BE        |         290 | NS      | $86142.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CAD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-5635.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp                                   | Advantest Corp                                        | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Short            | EC               | CORP              | JP        |       -9500 | NS      | $-1645109.21  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | TRSWAP: BNPXCTAE                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCO              |  | US        |    18345641 | OU      | $314367.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Land Co Ltd/Japan                       | Oriental Land Co Ltd/Japan                            | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Short            | EC               | CORP              | JP        |     -228600 | NS      | $-4118531.47  | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -8 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KRAFT HEINZ CO/THE                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -204 | NC      | $-35088.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD KRW                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1661.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Times Co/The                            | New York Times Co/The                                 | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |       35403 | NS      | $2824805.37   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED THB / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $492.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | META PLATFORMS INC                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -8 | NC      | $-69640.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Airlines Ltd                           | Singapore Airlines Ltd                                | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Short            | EC               | CORP              | SG        |     -225200 | NS      | $-1277165.83  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED THB / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $3314.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                 | ArcelorMittal SA                                      | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |       43900 | NS      | $2875840.39   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp                           | Yokogawa Electric Corp                                | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |       18500 | NS      | $737909.14    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | E-MINI RUSS 2000 MAR26                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -399 | NC      | $-682005.16   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD SGD                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-284.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED COP / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-7118.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cameco Corp                                      | Cameco Corp                                           | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Short            | EC               | CORP              | CA        |      -12630 | NS      | $-1495392.00  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                     | State Street Institutional Treasury Money Market Fund | CUSIP: 857492870<br>LEI: 549300Q3FHSMZ70NLT76 | Long             | STIV             | RF                | US        |     5944401 | NS      | $5944401.10   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                             | Bridgebio Pharma Inc                                  | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Short            | EC               | CORP              | US        |       -3700 | NS      | $-245976.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                               | SWAP/CDSWAP/CDS: (ITRAXX.EUR.42 12-100%)              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |   100000000 | OU      | $3692226.85   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                | Clean Harbors Inc                                     | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |        8099 | NS      | $2374626.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Citibank NA                                      | PURCHASED USD / SOLD PEN                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $307.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barry Callebaut AG                               | Barry Callebaut AG                                    | CUSIP: 000000000<br>LEI: 213800Y5RWKLDPUTT265 | Short            | EC               | CORP              | CH        |        -293 | NS      | $-550713.29   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Hikari Tsushin Inc                               | Hikari Tsushin Inc                                    | CUSIP: 000000000<br>LEI: 3538001SOIIV8U3OXH94 | Short            | EC               | CORP              | JP        |       -2100 | NS      | $-593700.85   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| AeroVironment Inc                                | AeroVironment Inc                                     | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Short            | EC               | CORP              | US        |        -880 | NS      | $-221980.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CAD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-4213.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                  | WW Grainger Inc                                       | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        1080 | NS      | $1236308.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Workday Inc                                      | Workday Inc                                           | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Short            | EC               | CORP              | US        |       -2415 | NS      | $-323030.40   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                 | Bank of New York Mellon Corp/The                      | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Short            | EC               | CORP              | US        |       -3800 | NS      | $-452580.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc                                        | Chewy Inc                                             | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Short            | EC               | CORP              | US        |       -5000 | NS      | $-137100.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Helvetia Baloise Holding AG                      | Helvetia Baloise Holding AG                           | CUSIP: 000000000<br>LEI: 529900SUJBXTORH0LT80 | Short            | EC               | CORP              | CH        |        -333 | NS      | $-86473.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Waters Corp                                      | Waters Corp                                           | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Short            | EC               | CORP              | US        |        -585 | NS      | $-186821.97   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD USD                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $561.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                      | Novartis AG                                           | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |        1672 | NS      | $281132.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 0.682000 18-MAR-2036 SAR                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    17500000 | OU      | $-593150.88   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                              | Kimberly-Clark Corp                                   | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       22671 | NS      | $2526456.24   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Investment Ltd/Singapore              | CapitaLand Investment Ltd/Singapore                   | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Short            | EC               | CORP              | SG        |     -594700 | NS      | $-1437124.12  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWAP/CDSWAP/CDS: (CMBX.NA.18.BBB-)                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | GB        |     6500000 | OU      | $523114.58    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Installed Building Products Inc                  | Installed Building Products Inc                       | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |        1236 | NS      | $405111.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Monday.com Ltd                                   | Monday.com Ltd                                        | CUSIP: 000000000<br>LEI: 984500MDAFVD86E3B328 | Short            | EC               | CORP              | IL        |       -2781 | NS      | $-202011.84   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                         | Bayer AG                                              | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Short            | EC               | CORP              | DE        |      -24908 | NS      | $-1232468.30  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Keyera Corp                                      | Keyera Corp                                           | CUSIP: 493271100<br>LEI: 254900LXI62FUHZGH122 | Short            | EC               | CORP              | CA        |      -51000 | NS      | $-1946453.58  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                           | COTTON NO.2 FUTR MAY26                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         332 | NC      | $307506.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                              | Kimberly-Clark Corp                                   | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Short            | EC               | CORP              | US        |     -114687 | NS      | $-12780719.28 | -1.57%            |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                                 | Coeur Mining Inc                                      | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Short            | EC               | CORP              | US        |     -742940 | NS      | $-20170821.00 | -2.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                               | Ingersoll Rand Inc                                    | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Short            | EC               | CORP              | US        |      -13459 | NS      | $-1267030.26  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Electric Industries Ltd                 | Sumitomo Electric Industries Ltd                      | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |       26800 | NS      | $1770922.02   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                            | Travelers Cos Inc/The                                 | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |         670 | NS      | $206788.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD KRW                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $1056.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Inc                       | Charter Communications Inc                            | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        4400 | NS      | $1032372.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                             | Deckers Outdoor Corp                                  | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       10857 | NS      | $1273200.39   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                    | Welltower Inc                                         | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Short            | EC               |  | US        |      -12400 | NS      | $-2568288.00  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corp                                         | NEC Corp                                              | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |        9100 | NS      | $252281.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                               | Kraft Heinz Co/The                                    | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      132471 | NS      | $3260111.31   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                               | Planet Fitness Inc                                    | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Short            | EC               | CORP              | US        |       -2900 | NS      | $-238235.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                          | ATI Inc                                               | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Short            | EC               | CORP              | US        |        -600 | NS      | $-98154.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -7 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP Inc                                          | BXP Inc                                               | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Short            | EC               |  | US        |        -900 | NS      | $-51822.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NETFLIX INC                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -77 | NC      | $-73150.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd                            | CK Asset Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |      353768 | NS      | $2244579.05   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD KRW                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-4405.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial PLC                             | Rentokil Initial PLC                                  | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Short            | EC               | CORP              | GB        |     -142485 | NS      | $-880320.01   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                      | Bayerische Motoren Werke AG                           | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |       18959 | NS      | $1978557.10   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                 | CUSIP: 01F022634<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1500000 | PA      | $1299438.03   | 0.16%             | 2056-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                      | Equifax Inc                                           | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Short            | EC               | CORP              | US        |       -6161 | NS      | $-1287402.56  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                              | Delta Air Lines Inc                                   | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       25482 | NS      | $1674167.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Vicinity Ltd                                     | Vicinity Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      101632 | NS      | $177153.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuno Corp                                      | Mizuno Corp                                           | CUSIP: 000000000<br>LEI: 353800HVH84K5YH37819 | Long             | EC               | CORP              | JP        |       20600 | NS      | $535089.88    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitbread PLC                                    | Whitbread PLC                                         | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Short            | EC               | CORP              | GB        |      -16816 | NS      | $-588756.08   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| GPT Group/The                                    | GPT Group/The                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               |  | AU        |      -38376 | NS      | $-138152.83   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CCL Industries Inc                               | CCL Industries Inc                                    | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |       14200 | NS      | $987717.46    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                                  | Antofagasta PLC                                       | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Short            | EC               | CORP              | GB        |      -11843 | NS      | $-680412.79   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                        | Partners Group Holding AG                             | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Short            | EC               | CORP              | CH        |       -1552 | NS      | $-1724661.65  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| QXO Inc                                          | QXO Inc                                               | CUSIP: 82846H405<br>LEI: 549300HDXQWWCBOYXP31 | Short            | EC               | CORP              | US        |      -16300 | NS      | $-390385.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NOK / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NO        |           1 | NC      | $6504.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloudflare Inc                                   | Cloudflare Inc                                        | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |      -29296 | NS      | $-5044478.24  | -0.62%            |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                          | O'Reilly Automotive Inc                               | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Short            | EC               | CORP              | US        |      -14008 | NS      | $-1315071.04  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIC Ltd                                        | CITIC Ltd                                             | CUSIP: 000000000<br>LEI: 2549006I3Q3M98KHOT11 | Long             | EC               | CORP              | HK        |      791000 | NS      | $1260948.47   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                             | Las Vegas Sands Corp                                  | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       20775 | NS      | $1178358.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED THB / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $-308.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -7 | NC      | $-9037.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                  | Mitsubishi Heavy Industries Ltd                       | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Short            | EC               | CORP              | JP        |       -7800 | NS      | $-248647.51   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Eisai Co Ltd                                     | Eisai Co Ltd                                          | CUSIP: 000000000<br>LEI: 353800HDEE0ZYEX4QV91 | Short            | EC               | CORP              | JP        |      -23300 | NS      | $-784429.62   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD AUD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-96124.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| T Rowe Price Group Inc                           | T Rowe Price Group Inc                                | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       34937 | NS      | $3306088.31   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Goldman Sachs International                      | PURCHASED USD / SOLD PLN                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-396.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                    | Coloplast A/S                                         | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Short            | EC               | CORP              | DK        |      -27266 | NS      | $-2112645.26  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                    | McKesson Corp                                         | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Short            | EC               | CORP              | US        |       -2225 | NS      | $-2196898.25  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                           | Acushnet Holdings Corp                                | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |       13723 | NS      | $1404274.59   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| XPEL Inc                                         | XPEL Inc                                              | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |       14198 | NS      | $605118.76    | 0.07%             |  |  |  | Yes           |                  1 | On Loan: —       |
| Chart Industries Inc                             | Chart Industries Inc                                  | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       80698 | NS      | $16728695.40  | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                             | Keurig Dr Pepper Inc                                  | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       39500 | NS      | $1196060.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN MEAL FUTR MAY26                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         -80 | NC      | $-121067.10   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | SWAP/CDSWAP/CDS: (CMBX.NA.15.AAA)                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |     4439104 | OU      | $-1274.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals Inc                        | Ionis Pharmaceuticals Inc                             | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Short            | EC               | CORP              | US        |       -2100 | NS      | $-170415.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED KRW / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $31835.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                   | Merck & Co Inc                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       56068 | NS      | $6942339.76   | 0.85%             |  |  |  | No            |                  1 | On Loan: —       |
| Safran SA                                        | Safran SA                                             | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |        9045 | NS      | $3642772.08   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| StepStone Group Inc                              | StepStone Group Inc                                   | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       25166 | NS      | $1085661.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyowa Kirin Co Ltd                               | Kyowa Kirin Co Ltd                                    | CUSIP: 000000000<br>LEI: 529900TBXKVTQGYA3582 | Long             | EC               | CORP              | JP        |       42500 | NS      | $789995.40    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Grifols SA                                       | Grifols SA                                            | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Short            | EC               | CORP              | ES        |      -33931 | NS      | $-425697.56   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                    | Live Nation Entertainment Inc                         | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |      -30046 | NS      | $-4871658.44  | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                        | Tesla Inc                                             | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Short            | EC               | CORP              | US        |       -7516 | NS      | $-3025265.16  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA RESOLUTE FOREST                           | CONTRA RESOLUTE FOREST                                | CUSIP: 761CVR042<br>LEI: N/A                  | N/A              | DE               |  | US        |      176256 | NS      | $264384.00    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Nova Ltd                                         | Nova Ltd                                              | CUSIP: 000000000<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               | CORP              | IL        |         332 | NS      | $145813.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ciena Corp                                       | Ciena Corp                                            | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Short            | EC               | CORP              | US        |        -623 | NS      | $-217240.10   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Keyence Corp                                     | Keyence Corp                                          | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Short            | EC               | CORP              | JP        |       -3400 | NS      | $-1432935.12  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                  | Cemex SAB de CV                                       | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |       65583 | NS      | $820443.33    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                            | Quest Diagnostics Inc                                 | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        7476 | NS      | $1584239.16   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| AltaGas Ltd                                      | AltaGas Ltd                                           | CUSIP: 021361100<br>LEI: 2549008X5V70MOS4HM10 | Short            | EC               | CORP              | CA        |      -35300 | NS      | $-1199741.94  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                            | Rivian Automotive Inc                                 | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Short            | EC               | CORP              | US        |     -266336 | NS      | $-4082930.88  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED AUD / SOLD USD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $15454.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD GBP                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $5366.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                         | Agilent Technologies Inc                              | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Short            | EC               | CORP              | US        |       -5300 | NS      | $-643314.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Israel Discount Bank Ltd                         | Israel Discount Bank Ltd                              | CUSIP: 000000000<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |       39317 | NS      | $475852.34    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                              | Dominion Energy Inc                                   | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Short            | EC               | CORP              | US        |      -18213 | NS      | $-1149968.82  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Unipol Assicurazioni SpA                         | Unipol Assicurazioni SpA                              | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |       12321 | NS      | $306527.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                         | Tryg A/S                                              | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Short            | EC               | CORP              | DK        |     -103490 | NS      | $-2562585.78  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                                     | Brambles Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       88032 | NS      | $1569973.14   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Waters Corp                                      | Waters Corp                                           | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |         542 | NS      | $173088.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                   | Eli Lilly & Co                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        2861 | NS      | $3009743.39   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Zealand Pharma A/S                               | Zealand Pharma A/S                                    | CUSIP: 000000000<br>LEI: 549300ITBB1ULBL4CZ12 | Short            | EC               | CORP              | DK        |       -1867 | NS      | $-108071.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| iA Financial Corp Inc                            | iA Financial Corp Inc                                 | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |        4000 | NS      | $454910.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD NOK                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-31963.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co Ltd                                      | Obic Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        5200 | NS      | $140044.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments Inc                              | Global Payments Inc                                   | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |        4727 | NS      | $361426.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Halliburton Co                                   | Halliburton Co                                        | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       34328 | NS      | $1235808.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Amazon.com Inc                                   | Amazon.com Inc                                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       29471 | NS      | $6188910.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: —       |
| Schneider Electric SE                            | Schneider Electric SE                                 | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |        2275 | NS      | $743492.29    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HP Inc                                           | HP Inc                                                | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      168159 | NS      | $3193339.41   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley & Co. LLC                         | FLUOR CORP                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -62 | NC      | $-66960.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                      | Equinor ASA                                           | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |       81436 | NS      | $2440161.45   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -6 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                         | Infineon Technologies AG                              | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |       20504 | NS      | $1105059.51   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Tourmaline Oil Corp                              | Tourmaline Oil Corp                                   | CUSIP: 89156V106<br>LEI: 894500I7AXG91VB3PM28 | Short            | EC               | CORP              | CA        |      -11500 | NS      | $-539906.89   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | NATURAL GAS FUTR MAY26                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           7 | NC      | $-25015.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Atrium Therapeutics Inc                          | Atrium Therapeutics Inc                               | CUSIP: 04965N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9032 | NS      | $133222.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yara International ASA                           | Yara International ASA                                | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |        2721 | NS      | $137743.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA   | Recordati Industria Chimica e Farmaceutica SpA        | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |       16845 | NS      | $962420.45    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Segro PLC                                        | Segro PLC                                             | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Short            | EC               |  | GB        |      -23253 | NS      | $-263232.38   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Amrize Ltd                                       | Amrize Ltd                                            | CUSIP: 000000000<br>LEI: 529900SLCCO6K43P8146 | Short            | EC               | CORP              | CH        |      -17037 | NS      | $-1092874.57  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $22684.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seibu Holdings Inc                               | Seibu Holdings Inc                                    | CUSIP: 000000000<br>LEI: 353800JY9TYV9WTCN620 | Short            | EC               | CORP              | JP        |       -7200 | NS      | $-213739.75   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -7 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD SGD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-435.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Centrica PLC                                     | Centrica PLC                                          | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |      460373 | NS      | $1234602.62   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Starbucks Corp                                   | Starbucks Corp                                        | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Short            | EC               | CORP              | US        |      -24321 | NS      | $-2383944.42  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Yusen KK                                  | Nippon Yusen KK                                       | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |       61900 | NS      | $2125416.73   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corp                                       | Disco Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | JP        |       -6000 | NS      | $-2884832.45  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                           | BP PLC                                                | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Short            | EC               | CORP              | GB        |     -115084 | NS      | $-745906.65   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| AAON Inc                                         | AAON Inc                                              | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       24492 | NS      | $2478590.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| LCH Ltd.                                         | FSWP: PLN 3.926000 18-MAR-2031 WIB                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    26500000 | OU      | $-57895.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Applied Digital Corp                             | Applied Digital Corp                                  | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Short            | EC               | CORP              | US        |      -13100 | NS      | $-357237.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ORLEN SA                                         | ORLEN SA                                              | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |       80643 | NS      | $2597445.43   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE Inc                                         | NIKE Inc                                              | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Short            | EC               | CORP              | US        |      -10718 | NS      | $-666445.24   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| AST SpaceMobile Inc                              | AST SpaceMobile Inc                                   | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Short            | EC               | CORP              | US        |       -8000 | NS      | $-633520.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                           | IDEXX Laboratories Inc                                | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        1863 | NS      | $1223487.99   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Talanx AG                                        | Talanx AG                                             | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Short            | EC               | CORP              | DE        |      -10188 | NS      | $-1281451.44  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Hologic Inc                                      | Hologic Inc                                           | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      314738 | NS      | $23718655.68  | 2.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED IDR / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ID        |           1 | NC      | $862.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                       | Samsung Electronics Co Ltd                            | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |        2532 | NS      | $254312.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FTI Consulting Inc                               | FTI Consulting Inc                                    | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |       12276 | NS      | $2018419.92   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Bristol-Myers Squibb Co                          | Bristol-Myers Squibb Co                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       38946 | NS      | $2429062.02   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley & Co. LLC                         | COOPER COS INC/THE                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -99 | NC      | $-173250.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc              | Public Service Enterprise Group Inc                   | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Short            | EC               | CORP              | US        |       -1600 | NS      | $-137712.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -10 | NC      | $-127600.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                        | CH Robinson Worldwide Inc                             | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |        6585 | NS      | $1219871.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Teleperformance SE                               | Teleperformance SE                                    | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |        3223 | NS      | $194878.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED KRW / SOLD USD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | KR        |           1 | NC      | $1392.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asustek Computer Inc                             | Asustek Computer Inc                                  | CUSIP: 000000000<br>LEI: 254900B3WB4OGRB7HM13 | Long             | EC               | CORP              | TW        |       39000 | NS      | $659025.38    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd                                  | Sands China Ltd                                       | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Short            | EC               | CORP              | KY        |     -422400 | NS      | $-954287.41   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Holdings Ltd/The                           | Wharf Holdings Ltd/The                                | CUSIP: 000000000<br>LEI: 254900JCV4TBBPX9IW91 | Short            | EC               | CORP              | HK        |     -114000 | NS      | $-377204.70   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                         | Digital Realty Trust Inc                              | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Short            | EC               |  | US        |      -18637 | NS      | $-3302476.40  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                           | Mercedes-Benz Group AG                                | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |       29770 | NS      | $2059745.25   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                       | Capital One Financial Corp                            | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       14361 | NS      | $2809586.04   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Mapfre SA                                        | Mapfre SA                                             | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | EC               | CORP              | ES        |      256389 | NS      | $1191718.22   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED KRW / SOLD USD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $31565.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Krung Thai Bank PCL                              | Krung Thai Bank PCL                                   | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | EC               | CORP              | TH        |     2351500 | NS      | $2589442.07   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                      | Investor AB                                           | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |       55902 | NS      | $2331758.99   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Varonis Systems Inc                              | Varonis Systems Inc                                   | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Short            | EC               | CORP              | US        |       -2400 | NS      | $-55440.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                       | Ecolab Inc                                            | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Short            | EC               | CORP              | US        |       -5128 | NS      | $-1581218.80  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                    | Annaly Capital Management Inc                         | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |        7300 | NS      | $169652.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | PLATINUM FUTURE APR26                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          30 | NC      | $1003095.11   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: INR 5.958000 18-MAR-2031 INR                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   263300000 | OU      | $5775.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                              | TransDigm Group Inc                                   | CUSIP: 893641100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -798 | NS      | $-1039626.42  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| POSCO Holdings Inc                               | POSCO Holdings Inc                                    | CUSIP: 693483109<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |        1179 | NS      | $82046.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA               | Banco Bilbao Vizcaya Argentaria SA                    | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |       82668 | NS      | $1914723.17   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | JAMES HARDIE INDUSTRIES PLC                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |        -615 | NC      | $-307500.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Kirin Holdings Co Ltd                            | Kirin Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |       93200 | NS      | $1617739.29   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PENN ENTERTAINMENT INC                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -404 | NC      | $-202404.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Confluent Inc                                    | Confluent Inc                                         | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |      307734 | NS      | $9438201.78   | 1.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Renault SA                                       | Renault SA                                            | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Short            | EC               | CORP              | FR        |      -12760 | NS      | $-482558.93   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Capital Markets America, Inc.              | REPO DAIWA                                            | CUSIP: 000000000<br>LEI: M67H5PRC0NQKM73ZAS82 | Long             | RA               | CORP              | US        |   125060250 | PA      | $125060250.00 | 15.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Zscaler Inc                                      | Zscaler Inc                                           | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Short            | EC               | CORP              | US        |      -21235 | NS      | $-3121332.65  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Tokyu Corp                                       | Tokyu Corp                                            | CUSIP: 000000000<br>LEI: 3538005PGNIBTZYXAE45 | Short            | EC               | CORP              | JP        |      -43800 | NS      | $-559724.63   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $-114943.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED GBP / SOLD USD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-4394.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA              | Banca Monte dei Paschi di Siena SpA                   | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Short            | EC               | CORP              | IT        |      -79340 | NS      | $-774278.37   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| China Construction Bank Corp                     | China Construction Bank Corp                          | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |      569000 | NS      | $578897.02    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEX Corp                                        | IDEX Corp                                             | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Short            | EC               | CORP              | US        |       -1140 | NS      | $-238795.80   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                | HSBC Holdings PLC                                     | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |       59342 | NS      | $1109162.11   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                    | Jefferies Financial Group Inc                         | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Short            | EC               | CORP              | US        |       -1500 | NS      | $-66600.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                        | Healthpeak Properties Inc                             | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Short            | EC               |  | US        |      -63069 | NS      | $-1115059.92  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-13

**Name of Applicant:** GMO TRUST

**Signature:** Betty Maganzini

**Name of Signer:** Betty Maganzini

**Title:** Treasurer