# EDGAR Filing Document

**Accession Number:** 0000772129
**File Stem:** 0001410368-25-019476
**Filing Date:** 2025-10
**Character Count:** 524954
**Document Hash:** 82c882c885d8d5c7d0c8bb47bc560e66
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-019476.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0001410368-25-019476

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**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:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04347
- **FILM NUMBER:** 251428515

**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:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1394419519.37

**Total Liabilities:** $687436665.62

**Net Assets:** $706982853.75

**Amount of Assets Invested in Other Investment Companies:** $41545473.06

**Cash Not Reported:** $6129273.28

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -8.76000000 | **1-Year:** 465.78000000 | **5-Year:** -93.52000000 | **10-Year:** -18.03000000 | **30-Year:** 0.00000000

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

- **3-Month:** -154.41000000 | **1-Year:** -7025.04000000 | **5-Year:** -94616.21000000 | **10-Year:** 68424.15000000 | **30-Year:** 35183.68000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000213405 | 1.12%                | 1.02%                | 2.33%                |
| Class ID C000211299 | 1.13%                | 1.01%                | 2.34%                |
| Class ID C000213406 | 1.14%                | 0.96%                | 2.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4490559.29             | $15237265.10                               |
| Month 2  | $23672365.22             | $-19966886.46                              |
| Month 3  | $2729229.52              | $11322695.72                               |

### 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                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -9 | NC      | $-86400.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-58672.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SCB X PCL                                        | SCB X PCL                                             | CUSIP: 000000000<br>LEI: 254900TG41KIWX7VDO42 | Long             | EC               | CORP              | TH        |      129300 | NS      | $513070.90    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 0.604500 17-SEP-2035 SAR                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2000000 | OU      | $-27053.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 1.762000 17-SEP-2027 EST                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    28600000 | OU      | $-45656.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Amplifon SpA                                     | Amplifon SpA                                          | CUSIP: 000000000<br>LEI: ZYXJDNVM2JI3VBM8G556 | Short            | EC               | CORP              | IT        |      -13555 | NS      | $-246877.29   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: SEK 2.632500 17-SEP-2035 3M                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    19000000 | OU      | $-8802.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-8248.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius AG                                     | Sartorius AG                                          | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Short            | EP               | CORP              | DE        |       -6480 | NS      | $-1505300.20  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| APA Group                                        | APA Group                                             | CUSIP: 000000000<br>LEI: 549300T9RBSX164T8H40 | Short            | EC               | CORP              | AU        |     -142901 | NS      | $-822981.28   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| HMM Co Ltd                                       | HMM Co Ltd                                            | CUSIP: 000000000<br>LEI: 988400M8Q35QDZ4XXW80 | Long             | EC               | CORP              | KR        |       38235 | NS      | $607260.56    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp                               | Union Pacific Corp                                    | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Short            | EC               | CORP              | US        |      -29547 | NS      | $-6605822.79  | -0.93%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                           | COTTON NO.2 FUTR DEC25                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         306 | NC      | $-196295.97   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co                                | U-Haul Holding Co                                     | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Short            | EC               | CORP              | US        |      -14178 | NS      | $-740658.72   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| EXEO Group Inc                                   | EXEO Group Inc                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       10400 | NS      | $153419.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SUNOCO LP                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        1531 | NC      | $719570.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD ZAR                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-695.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avantor Inc                                      | Avantor Inc                                           | CUSIP: 05352A100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -49083 | NS      | $-661148.01   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD CAD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-13515.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Guardant Health Inc                              | Guardant Health Inc                                   | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Short            | EC               | CORP              | US        |       -8400 | NS      | $-566328.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.776000 17-SEP-2035 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1400000 | OU      | $10346.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EPAM Systems Inc                                 | EPAM Systems Inc                                      | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |        1631 | NS      | $287643.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS -0.075000 17-SEP-2027 SA                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7000000 | OU      | $569.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -23 | NC      | $-1955.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                            | Micron Technology Inc                                 | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Short            | EC               | CORP              | US        |       -4230 | NS      | $-503412.30   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                                         | Alcon AG                                              | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Short            | EC               | CORP              | CH        |       -2540 | NS      | $-202420.08   | -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      | $1998617.68   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                   | Kingfisher PLC                                        | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |      342487 | NS      | $1192918.18   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Barratt Redrow PLC                               | Barratt Redrow PLC                                    | CUSIP: 000000000<br>LEI: 2138006R85VEOF5YNK29 | Short            | EC               | CORP              | GB        |      -27323 | NS      | $-132832.47   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                        | Shell PLC                                             | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |       11442 | NS      | $845334.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Orsted AS                                        | Orsted AS                                             | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Short            | EC               | CORP              | DK        |      -16819 | NS      | $-509976.22   | -0.07%            |  |  |  | Yes           |                  2 | On Loan: No      |
| BASF SE                                          | BASF SE                                               | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Short            | EC               | CORP              | DE        |      -12788 | NS      | $-679310.65   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                | Cisco Systems Inc                                     | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |        9823 | NS      | $678671.07    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp                                   | Open Text Corp                                        | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |       57302 | NS      | $1894977.14   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Bank Co Ltd                           | Japan Post Bank Co Ltd                                | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Short            | EC               | CORP              | JP        |      -61400 | NS      | $-771806.46   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                           | OMV AG                                                | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |       12408 | NS      | $683427.70    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                                   | Salesforce Inc                                        | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       15853 | NS      | $4062331.25   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc                           | Penn Entertainment Inc                                | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       53100 | NS      | $1074213.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Dynatrace Inc                                    | Dynatrace Inc                                         | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |       14827 | NS      | $750246.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeroports de Paris SA                            | Aeroports de Paris SA                                 | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Short            | EC               | CORP              | FR        |      -15857 | NS      | $-2087107.45  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                  | Mitsubishi Corp                                       | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Short            | EC               | CORP              | JP        |      -23100 | NS      | $-521525.63   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Amano Corp                                       | Amano Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        7800 | NS      | $222816.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD JPY                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $94117.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                         | Bio-Rad Laboratories Inc                              | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Short            | EC               | CORP              | US        |        -500 | NS      | $-148940.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                          | Essential Utilities Inc                               | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Short            | EC               | CORP              | US        |       -2900 | NS      | $-114579.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Sankyu Inc                                       | Sankyu Inc                                            | CUSIP: 000000000<br>LEI: 529900QWTXZZEM1T5G75 | Long             | EC               | CORP              | JP        |        6900 | NS      | $383363.97    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BT Group PLC                                     | BT Group PLC                                          | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |      873145 | NS      | $2556384.70   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Link REIT                                        | Link REIT                                             | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Short            | EC               |  | HK        |      -11000 | NS      | $-58752.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                   | NU Holdings Ltd/Cayman Islands                        | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Short            | EC               | CORP              | KY        |     -186231 | NS      | $-2756218.80  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                 | CUSIP: 01F060691<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    47800000 | PA      | $48830742.95  | 6.91%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                        | United Parcel Service Inc                             | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       23062 | NS      | $2016541.28   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                        | Nokia Oyj                                             | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |      441373 | NS      | $1900083.88   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Akeso Inc                                        | Akeso Inc                                             | CUSIP: 000000000<br>LEI: 254900ECWYGR3QW5GF30 | Short            | EC               | CORP              | KY        |      -10000 | NS      | $-201415.54   | -0.03%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CSX CORP                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2357 | NC      | $-271055.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.711500 17-SEP-2027 SON                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3000000 | OU      | $2186.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                           | Diamondback Energy Inc                                | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Short            | EC               | CORP              | US        |       -3700 | NS      | $-550412.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corp                                      | ITOCHU Corp                                           | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |        5900 | NS      | $333283.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                    | Accenture PLC                                         | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |       13952 | NS      | $3627101.44   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                               | PURCHASED HUF / SOLD USD                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | HU        |           1 | NC      | $-6696.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exact Sciences Corp                              | Exact Sciences Corp                                   | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Short            | EC               | CORP              | US        |      -34265 | NS      | $-1624846.30  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Italia SpA/Milano                        | Telecom Italia SpA/Milano                             | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |     3427828 | NS      | $1643959.80   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK Inc                                       | AMETEK Inc                                            | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |         763 | NS      | $141002.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc                  | Fidelity National Financial Inc                       | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |       10871 | NS      | $650846.77    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                   | American Electric Power Co Inc                        | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |        6718 | NS      | $745832.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.874500 17-SEP-2035 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3200000 | OU      | $-50107.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Floating Rate Notes                     | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    66100000 | PA      | $66083552.34  | 9.35%             | 2027-07-31      | Floating      | 4.30%                 | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: CNY 1.460000 17-SEP-2030 CNR                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    49990000 | OU      | $56863.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shift4 Payments Inc                              | Shift4 Payments Inc                                   | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3000 | NS      | $-271290.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                | General Motors Co                                     | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       40292 | NS      | $2360708.28   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd                                      | Wix.com Ltd                                           | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Short            | EC               | CORP              | IL        |      -13902 | NS      | $-1961294.16  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                              | Coinbase Global Inc                                   | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Short            | EC               | CORP              | US        |       -8130 | NS      | $-2475910.20  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| MAG Silver Corp                                  | MAG Silver Corp                                       | CUSIP: 55903Q104<br>LEI: 254900LGL904N7F3EL14 | Long             | EC               | CORP              | CA        |      801728 | NS      | $19658370.56  | 2.78%             |  |  |  | No            |                  1 | On Loan: No      |
| SGH Ltd                                          | SGH Ltd                                               | CUSIP: 000000000<br>LEI: 254900DME8O9GCK94794 | Short            | EC               | CORP              | AU        |      -16651 | NS      | $-548308.94   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                             | Verisk Analytics Inc                                  | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Short            | EC               | CORP              | US        |       -1693 | NS      | $-453927.16   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SEK / SOLD USD                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |           1 | NC      | $7105.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: AUD 4.138500 17-SEP-2035 AUD                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4700000 | OU      | $-8536.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CoStar Group Inc                                 | CoStar Group Inc                                      | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Short            | EC               | CORP              | US        |       -3796 | NS      | $-339704.04   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -9 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DSM-Firmenich AG                                 | DSM-Firmenich AG                                      | CUSIP: 000000000<br>LEI: 506700G44V67MPM4BI12 | Short            | EC               | CORP              | CH        |       -2396 | NS      | $-234438.71   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | LIVE CATTLE FUTR OCT25                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         -45 | NC      | $-384483.21   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.104000 17-SEP-2035 CAD                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2900000 | OU      | $6787.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DICK'S SPORTING GOODS INC                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -194 | NC      | $-145500.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                          | Kite Realty Group Trust                               | CUSIP: 49803T300<br>LEI: N/A                  | Short            | EC               |  | US        |      -10200 | NS      | $-232764.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                   | TechnipFMC PLC                                        | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Short            | EC               | CORP              | GB        |      -11400 | NS      | $-419064.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Shiseido Co Ltd                                  | Shiseido Co Ltd                                       | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Short            | EC               | CORP              | JP        |     -104100 | NS      | $-1689463.02  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                        | Amundi SA                                             | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |        6167 | NS      | $455863.01    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Euronext NV                                      | CAC40 10 EURO FUT SEP25                               | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |         -12 | NC      | $13052.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | SWAP/CDSWAP/ICE: (ITRAXX.EUR.43.V1)                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   119565000 | OU      | $3111390.27   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                      | Alnylam Pharmaceuticals Inc                           | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Short            | EC               | CORP              | US        |       -8664 | NS      | $-3868562.64  | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CZK                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2253.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marzetti Company/The                             | Marzetti Company/The                                  | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       12260 | NS      | $2238676.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED EGP / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |           1 | NC      | $30587.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                     | KBC Group NV                                          | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |        1203 | NS      | $141801.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD NZD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-10158.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED KRW / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KR        |           1 | NC      | $-35639.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                       | Ferrari NV                                            | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Short            | EC               | CORP              | NL        |       -4342 | NS      | $-2066304.52  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co Ltd                              | Yamaha Motor Co Ltd                                   | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |      156400 | NS      | $1133457.47   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SKF AB                                           | SKF AB                                                | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |       19453 | NS      | $499485.02    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Howard Hughes Holdings Inc                       | Howard Hughes Holdings Inc                            | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Long             | EC               | CORP              | US        |        8000 | NS      | $610160.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Volvo AB                                         | Volvo AB                                              | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |        2072 | NS      | $63751.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MR COOPER GROUP INC                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -70 | NC      | $-589400.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 4.021500 17-SEP-2035 SON                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1200000 | OU      | $22486.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-449.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                             | Progressive Corp/The                                  | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        2833 | NS      | $699920.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -9 | NC      | $-30870.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                    | Rio Tinto PLC                                         | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |       16542 | NS      | $1037514.24   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                      | Jack Henry & Associates Inc                           | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       15864 | NS      | $2589956.64   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED ZAR / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $7515.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $8572.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Broadband Corp                           | Liberty Broadband Corp                                | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      349966 | NS      | $21298930.76  | 3.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Parkland Corp                                    | Parkland Corp                                         | CUSIP: 70137W108<br>LEI: 549300UY5C6HUV0XLS53 | Long             | EC               | CORP              | CA        |      811729 | NS      | $22968499.61  | 3.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TFI International Inc                            | TFI International Inc                                 | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |       13200 | NS      | $1251492.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: NZD 3.947000 17-SEP-2035 3M                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3700000 | OU      | $-11905.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp                               | Union Pacific Corp                                    | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        6200 | NS      | $1386134.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Skanska AB                                       | Skanska AB                                            | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |       11643 | NS      | $289143.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                           | Aristocrat Leisure Ltd                                | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |       15819 | NS      | $750082.38    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Trex Co Inc                                      | Trex Co Inc                                           | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       31012 | NS      | $1911269.56   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                | Johnson & Johnson                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       27163 | NS      | $4812468.71   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                            | Robinhood Markets Inc                                 | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Short            | EC               | CORP              | US        |      -37638 | NS      | $-3915481.14  | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Resources Ltd                      | Northern Star Resources Ltd                           | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Short            | EC               | CORP              | AU        |     -231063 | NS      | $-2883612.33  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Ltd                                       | Keppel Ltd                                            | CUSIP: 000000000<br>LEI: 254900SQ7IPDOY6IDW33 | Short            | EC               | CORP              | SG        |     -132000 | NS      | $-899582.11   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Preformed Line Products Co                       | Preformed Line Products Co                            | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |        3294 | NS      | $629384.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Intercontinental Exchange, Inc.                  | SWAP/CDSWAP/ICE: (CDX.NA.IG.44.V1)                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    90056000 | OU      | $2126562.37   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED SEK / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |           1 | NC      | $57634.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruichi Steel Tube Ltd                          | Maruichi Steel Tube Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        8400 | NS      | $216361.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                           | UnitedHealth Group Inc                                | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       14375 | NS      | $4454381.25   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                      | MongoDB Inc                                           | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Short            | EC               | CORP              | US        |      -19423 | NS      | $-6130093.03  | -0.87%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Canada, Inc.                         | CANOLA FUTR (WCE) NOV25                               | CUSIP: 000000000<br>LEI: 549300QVU6WVGZWEYS03 | N/A              | DCO              |  | CA        |        -339 | NC      | $342609.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN TREASURY DISC BILL                         | Japan Treasury Discount Bill                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        |  2000000000 | PA      | $13605110.41  | 1.92%             | 2025-09-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Anglo American PLC                               | Anglo American PLC                                    | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Short            | EC               | CORP              | GB        |      -15917 | NS      | $-490162.77   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Rational AG                                      | Rational AG                                           | CUSIP: 000000000<br>LEI: 529900K139N6UFJ1A758 | Short            | EC               | CORP              | DE        |         -97 | NS      | $-72305.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TOPPAN Holdings Inc                              | TOPPAN Holdings Inc                                   | CUSIP: 000000000<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |       11300 | NS      | $291328.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT PCL                                          | PTT PCL                                               | CUSIP: 000000000<br>LEI: 549300QOGMPTKB6W7G56 | Long             | EC               | CORP              | TH        |       98600 | NS      | $94408.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Bearings Inc                                 | RBC Bearings Inc                                      | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4518 | NS      | $1761839.28   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CAD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-4637.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Melrose Industries PLC                           | Melrose Industries PLC                                | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Short            | EC               | CORP              | GB        |     -280926 | NS      | $-2230835.64  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                         | Molson Coors Beverage Co                              | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |       13280 | NS      | $670507.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                  | ASML Holding NV                                       | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |        2355 | NS      | $1748805.36   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Interactive Brokers Group Inc                    | Interactive Brokers Group Inc                         | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Short            | EC               | CORP              | US        |       -3600 | NS      | $-224064.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                               | United Rentals Inc                                    | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |         800 | NS      | $765072.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp                          | Manulife Financial Corp                               | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |       53527 | NS      | $1645955.25   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                                       | Natera Inc                                            | CUSIP: 632307104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -15687 | NS      | $-2639337.75  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Lasertec Corp                                    | Lasertec Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | JP        |       -7800 | NS      | $-809798.17   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp                                         | Kia Corp                                              | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |       27526 | NS      | $2082712.32   | 0.29%             |  |  |  | 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      | $6283.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicharm Corp                                    | Unicharm Corp                                         | CUSIP: 000000000<br>LEI: 353800UQ4BZIJTAQEG85 | Short            | EC               | CORP              | JP        |      -23300 | NS      | $-155487.11   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Shimano Inc                                      | Shimano Inc                                           | CUSIP: 000000000<br>LEI: 529900L32YT3P9DECR10 | Short            | EC               | CORP              | JP        |       -2300 | NS      | $-255053.57   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| International Business Machines Corp             | International Business Machines Corp                  | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |        6051 | NS      | $1473357.99   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                      | Pentair PLC                                           | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |        6376 | NS      | $685611.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                  | Nordea Bank Abp                                       | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Short            | EC               | CORP              | FI        |      -47602 | NS      | $-726419.31   | -0.10%            |  |  |  | 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      | $5870.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 1.832000 17-SEP-2030 SOR                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11600000 | OU      | $-177130.51   | -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      | $149908.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Amphenol Corp                                    | Amphenol Corp                                         | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        1080 | NS      | $117568.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                 | Wells Fargo & Co                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       33311 | NS      | $2737497.98   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                               | PURCHASED SGD / SOLD USD                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SG        |           1 | NC      | $821.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc               | Mitsubishi UFJ Financial Group Inc                    | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |        4700 | NS      | $71529.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD INR                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $4180.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd                                    | REA Group Ltd                                         | CUSIP: 000000000<br>LEI: 894500KA4UBDATOFPN36 | Short            | EC               | CORP              | AU        |       -6427 | NS      | $-1052540.44  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED AUD / SOLD USD                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $30913.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | SWAP/CDSWAP/ICE: (CDX.NA.IG.44.V1)                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    39763000 | OU      | $-356267.65   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                             | Cleveland-Cliffs Inc                                  | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Short            | EC               | CORP              | US        |       -7200 | NS      | $-77400.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED NOK / SOLD USD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |           1 | NC      | $138217.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                   | GE Vernova Inc                                        | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Short            | EC               | CORP              | US        |        -215 | NS      | $-131788.55   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED ZAR / SOLD USD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $11525.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Capital Markets America, Inc.              | REPO DAIWA                                            | CUSIP: 000000000<br>LEI: M67H5PRC0NQKM73ZAS82 | Long             | RA               | CORP              | US        |    67025752 | PA      | $67025752.50  | 9.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Turk Hava Yollari AO                             | Turk Hava Yollari AO                                  | CUSIP: 000000000<br>LEI: 789000EV8M3BL7ZPFB03 | Long             | EC               | CORP              | TR        |       67327 | NS      | $548409.67    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HealthEquity Inc                                 | HealthEquity Inc                                      | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Short            | EC               | CORP              | US        |       -2900 | NS      | $-259057.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                    | Hilton Worldwide Holdings Inc                         | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |        8216 | NS      | $2268108.96   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                                     | WP Carey Inc                                          | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |       11271 | NS      | $756284.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc                | Take-Two Interactive Software Inc                     | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Short            | EC               | CORP              | US        |      -14338 | NS      | $-3344625.26  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                      | Vistra Corp                                           | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Short            | EC               | CORP              | US        |      -13894 | NS      | $-2627494.34  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Nemetschek SE                                    | Nemetschek SE                                         | CUSIP: 000000000<br>LEI: 529900R0S2IX1S358J38 | Short            | EC               | CORP              | DE        |        -316 | NS      | $-43655.07    | -0.01%            |  |  |  | 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      | $698796.22    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DR Horton Inc                                    | DR Horton Inc                                         | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       13578 | NS      | $2301199.44   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                       | Fiserv Inc                                            | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Short            | EC               | CORP              | US        |      -10029 | NS      | $-1385807.22  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | LONG GILT FUTURE DEC25                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         142 | NC      | $7087.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                  | HANG SENG IDX FUT SEP25                               | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |        -174 | NC      | $697624.44    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CAE Inc                                          | CAE Inc                                               | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Short            | EC               | CORP              | CA        |       -4100 | NS      | $-110549.39   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Continental AG                                   | Continental AG                                        | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |       15871 | NS      | $1391650.34   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 0.519500 17-SEP-2035 SAR                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1200000 | OU      | $-3369.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                | Iron Mountain Inc                                     | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Short            | EC               |  | US        |       -5100 | NS      | $-470883.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                          | Arthur J Gallagher & Co                               | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Short            | EC               | CORP              | US        |       -8526 | NS      | $-2581246.50  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 2.407500 17-SEP-2035 EST                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1700000 | OU      | $13079.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED EUR / SOLD USD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $133.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                    | Universal Health Services Inc                         | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        7114 | NS      | $1291760.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                      | American Water Works Co Inc                           | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Short            | EC               | CORP              | US        |        -962 | NS      | $-138056.62   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                           | Palo Alto Networks Inc                                | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Short            | EC               | CORP              | US        |      -29125 | NS      | $-5548895.00  | -0.78%            |  |  |  | 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  | 1.81%             |  |  |  | No            |                  3 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN OIL FUTR DEC25                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -687 | NC      | $-1261956.82  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                                     | Glaukos Corp                                          | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Short            | EC               | CORP              | US        |       -3900 | NS      | $-373698.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD JPY                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $864.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwabo Holdings Co Ltd                          | Daiwabo Holdings Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       14800 | NS      | $313789.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: SEK 1.996000 17-SEP-2027 3M                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    60000000 | OU      | $-17.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                            | Carlyle Group Inc/The                                 | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Short            | EC               | CORP              | US        |       -2900 | NS      | $-187224.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                   | Morgan Stanley                                        | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Short            | EC               | CORP              | US        |       -2100 | NS      | $-316008.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD NOK                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-38899.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 0.548500 17-SEP-2035 SAR                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1100000 | OU      | $-7111.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Auckland International Airport Ltd               | Auckland International Airport Ltd                    | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Short            | EC               | CORP              | NZ        |     -125514 | NS      | $-559024.49   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD INR                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $2752.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRSWAP: NDUGEAFE INDEX                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |     3716682 | OU      | $79147.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd            | Check Point Software Technologies Ltd                 | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |        1658 | NS      | $320226.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                     | Unilever PLC                                          | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |       49771 | NS      | $3139805.72   | 0.44%             |  |  |  | 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        |      332000 | NS      | $241237.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                           | Singapore Exchange Ltd                                | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |       57300 | NS      | $739725.63    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED EUR / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $778.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                                | Nippon Steel Corp                                     | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Short            | EC               | CORP              | JP        |      -31400 | NS      | $-661377.54   | -0.09%            |  |  |  | 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      | $244537.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: SEK 2.625000 17-SEP-2035 3M                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    47000000 | OU      | $25060.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                | Sonova Holding AG                                     | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |         645 | NS      | $187880.47    | 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        |       -7616 | NS      | $-698615.68   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                           | SAP SE                                                | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       13216 | NS      | $3597344.27   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Tradeweb Markets Inc                             | Tradeweb Markets Inc                                  | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13321 | NS      | $1643278.56   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                             | Ares Management Corp                                  | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Short            | EC               | CORP              | US        |       -3828 | NS      | $-685977.60   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                              | Amadeus IT Group SA                                   | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |       21278 | NS      | $1784759.57   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                  | Fair Isaac Corp                                       | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Short            | EC               | CORP              | US        |       -1383 | NS      | $-2104428.12  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                        | Pool Corp                                             | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Short            | EC               | CORP              | US        |       -2256 | NS      | $-700961.76   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OMNICOM GROUP INC                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -39 | NC      | $-41730.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RUSSELL 2000 INDEX                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -22 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: AUD 4.126000 17-SEP-2035 AUD                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2400000 | OU      | $5977.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                 | MercadoLibre Inc                                      | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Short            | EC               | CORP              | US        |        -317 | NS      | $-783912.47   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: SEK 2.620000 17-SEP-2035 3M                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    26000000 | OU      | $-15074.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Floating Rate Notes                     | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   106770000 | PA      | $106757001.82 | 15.10%            | 2027-04-30      | Floating      | 4.30%                 | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                    | Annaly Capital Management Inc                         | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Short            | EC               |  | US        |      -12400 | NS      | $-262756.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                   | S&P Global Inc                                        | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Short            | EC               | CORP              | US        |        -387 | NS      | $-212246.28   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                     | Thermo Fisher Scientific Inc                          | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        8762 | NS      | $4317212.64   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                            | Costco Wholesale Corp                                 | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |         516 | NS      | $486753.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | WHEAT FUTURE(CBT) DEC25                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -358 | NC      | $-29877.52    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                | Expedia Group Inc                                     | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11237 | NS      | $2413707.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                                | MP Materials Corp                                     | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Short            | EC               | CORP              | US        |      -14600 | NS      | $-1038644.00  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: OIS 7.812000 11-SEP-2030 TII                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   138570000 | OU      | $108739.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                              | Swiss Prime Site AG                                   | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Short            | EC               | CORP              | CH        |       -3142 | NS      | $-436998.90   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Everest Group Ltd                                | Everest Group Ltd                                     | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |        2950 | NS      | $1008546.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MTR Corp Ltd                                     | MTR Corp Ltd                                          | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Short            | EC               | CORP              | HK        |     -187000 | NS      | $-634000.77   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HOWARD HUGHES HOLDINGS INC                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -80 | NC      | $-99200.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Concordia Financial Group Ltd                    | Concordia Financial Group Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | JP        |      -15700 | NS      | $-118462.11   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd                      | Daiwa House Industry Co Ltd                           | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |       20700 | NS      | $731387.12    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                            | Uber Technologies Inc                                 | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       23377 | NS      | $2191593.75   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                                | Brown-Forman Corp                                     | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       11190 | NS      | $335028.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Unity Software Inc                               | Unity Software Inc                                    | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |      -23000 | NS      | $-906430.00   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                                        | Toast Inc                                             | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Short            | EC               | CORP              | US        |      -45450 | NS      | $-2049795.00  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 0.537500 17-SEP-2035 SAR                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1300000 | OU      | $6601.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | COCOA FUTURE DEC25                                    | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         -62 | NC      | $411356.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Mobis Co Ltd                             | Hyundai Mobis Co Ltd                                  | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |        9211 | NS      | $2103431.12   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| BKW AG                                           | BKW AG                                                | CUSIP: 000000000<br>LEI: 549300IE30SKTUO98Q38 | Long             | EC               | CORP              | CH        |        3106 | NS      | $646580.37    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp              | Cognizant Technology Solutions Corp                   | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       35031 | NS      | $2530989.75   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -22 | NC      | $-1870.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                       | Intel Corp                                            | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Short            | EC               | CORP              | US        |      -44842 | NS      | $-1091902.70  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALBERTSONS COS INC                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4042 | NC      | $-282940.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc              | Ollie's Bargain Outlet Holdings Inc                   | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |       15785 | NS      | $2002169.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD INR                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $23861.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake Inc                                    | Snowflake Inc                                         | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Short            | EC               | CORP              | US        |      -17721 | NS      | $-4229293.86  | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp                               | Toyota Tsusho Corp                                    | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |       79500 | NS      | $2115923.24   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Temenos AG                                       | Temenos AG                                            | CUSIP: 000000000<br>LEI: 5067007NW6550481FH64 | Short            | EC               | CORP              | CH        |       -4303 | NS      | $-382614.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                 | Bank Hapoalim BM                                      | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |       84901 | NS      | $1659288.87   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| eBay Inc                                         | eBay Inc                                              | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       31244 | NS      | $2831018.84   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                | EOG Resources Inc                                     | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       15084 | NS      | $1882784.88   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD JPY                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $13732.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                           | Arch Capital Group Ltd                                | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |        8395 | NS      | $768394.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED GBP / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $3202.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Watsco Inc                                       | Watsco Inc                                            | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Short            | EC               | CORP              | US        |       -4946 | NS      | $-1990171.48  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings Inc                                   | DraftKings Inc                                        | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Short            | EC               | CORP              | US        |      -62647 | NS      | $-3005803.06  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -23 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kobe Bussan Co Ltd                               | Kobe Bussan Co Ltd                                    | CUSIP: 000000000<br>LEI: 353800CJIFNHN2DXRD59 | Short            | EC               | CORP              | JP        |      -45600 | NS      | $-1282539.06  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Quebecor Inc                                     | Quebecor Inc                                          | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       68400 | NS      | $2078371.86   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                          | Aramark                                               | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |       56966 | NS      | $2227940.26   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| East Japan Railway Co                            | East Japan Railway Co                                 | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Short            | EC               | CORP              | JP        |      -26800 | NS      | $-657550.29   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                       | Biogen Inc                                            | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Short            | EC               | CORP              | US        |       -3000 | NS      | $-396660.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                        | Constellation Energy Corp                             | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Short            | EC               | CORP              | US        |       -2600 | NS      | $-800748.00   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                      | Nutrien Ltd                                           | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |       30129 | NS      | $1736032.98   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                            | Micron Technology Inc                                 | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       14280 | NS      | $1699462.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                            | Antero Resources Corp                                 | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Short            | EC               | CORP              | US        |      -19100 | NS      | $-609672.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Renesas Electronics Corp                         | Renesas Electronics Corp                              | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |       67000 | NS      | $782067.48    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Integrations Inc                           | Power Integrations Inc                                | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |        7621 | NS      | $343707.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Daifuku Co Ltd                                   | Daifuku Co Ltd                                        | CUSIP: 000000000<br>LEI: 3538006FG1W4X3MYHL36 | Long             | EC               | CORP              | JP        |        7300 | NS      | $229762.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                    | TMX Group Ltd                                         | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |        8100 | NS      | $323504.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                                      | HubSpot Inc                                           | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Short            | EC               | CORP              | US        |       -6624 | NS      | $-3200518.08  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| NIDEC CORP                                       | NIDEC CORP                                            | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Short            | EC               | CORP              | JP        |       -2900 | NS      | $-62588.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: NZD 3.953500 17-SEP-2035 3M                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3800000 | OU      | $13452.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                       | Phoenix Group Holdings PLC                            | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Short            | EC               | CORP              | GB        |     -223440 | NS      | $-2058049.28  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc                       | Daiwa Securities Group Inc                            | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Short            | EC               | CORP              | JP        |      -56300 | NS      | $-436457.91   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                         | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       31416 | NS      | $3033843.12   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 4.143000 17-SEP-2035 SON                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1700000 | OU      | $-9240.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp                                         | RTX Corp                                              | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Short            | EC               | CORP              | US        |       -6843 | NS      | $-1085299.80  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                             | Williams Cos Inc/The                                  | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Short            | EC               | CORP              | US        |      -46471 | NS      | $-2689741.48  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank Leumi Le-Israel BM                          | Bank Leumi Le-Israel BM                               | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |      118923 | NS      | $2285349.07   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad NV                                      | Randstad NV                                           | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |        6603 | NS      | $312351.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: NZD 4.205000 17-SEP-2035 3M                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3500000 | OU      | $-56063.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Stockholm AB                              | OMXS30 IND FUTURE SEP25                               | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |         -91 | NC      | $-15451.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                          | Eni SpA                                               | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Short            | EC               | CORP              | IT        |      -18685 | NS      | $-334021.32   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Kanematsu Corp                                   | Kanematsu Corp                                        | CUSIP: 000000000<br>LEI: 353800N574WR0FX80I71 | Long             | EC               | CORP              | JP        |       20900 | NS      | $439874.18    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Capcom Co Ltd                                    | Capcom Co Ltd                                         | CUSIP: 000000000<br>LEI: 529900JJWQKXS3TC8744 | Long             | EC               | CORP              | JP        |        9900 | NS      | $267151.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rational AG                                      | Rational AG                                           | CUSIP: 000000000<br>LEI: 529900K139N6UFJ1A758 | Long             | EC               | CORP              | DE        |         338 | NS      | $251949.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                | Omnicom Group Inc                                     | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       23673 | NS      | $1854306.09   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| West Fraser Timber Co Ltd                        | West Fraser Timber Co Ltd                             | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |       13700 | NS      | $997959.73    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group Inc                       | Mizuho Financial Group Inc                            | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Short            | EC               | CORP              | JP        |       -4500 | NS      | $-148040.45   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                        | QIAGEN NV                                             | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Short            | EC               | CORP              | NL        |        -246 | NS      | $-11462.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cirrus Logic Inc                                 | Cirrus Logic Inc                                      | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       15190 | NS      | $1734546.10   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                                    | GameStop Corp                                         | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Short            | EC               | CORP              | US        |      -17100 | NS      | $-383211.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Inc                               | Cohen & Steers Inc                                    | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |       13778 | NS      | $1017643.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Integrated Commercial Trust           | CapitaLand Integrated Commercial Trust                | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Short            | EC               |  | SG        |      -89383 | NS      | $-158821.46   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                       | Samsung Electronics Co Ltd                            | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       40348 | NS      | $2015777.88   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Casella Waste Systems Inc                        | Casella Waste Systems Inc                             | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Short            | EC               | CORP              | US        |       -3500 | NS      | $-344960.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                     | ROCKWOOL A/S                                          | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |       32367 | NS      | $1223255.86   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Capri Holdings Ltd                               | Capri Holdings Ltd                                    | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |       38000 | NS      | $782420.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Apollo Global Management Inc                     | Apollo Global Management Inc                          | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Short            | EC               | CORP              | US        |       -2800 | NS      | $-381444.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: SEK 2.675000 17-SEP-2035 3M                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    19000000 | OU      | $-1278.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT DEC25                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           1 | NC      | $-693.55      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD NOK                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-53050.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Spotify Technology SA                            | Spotify Technology SA                                 | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |         202 | NS      | $137739.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Ltd                      | National Australia Bank Ltd                           | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Short            | EC               | CORP              | AU        |       -2137 | NS      | $-59640.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: AUD 4.202000 17-SEP-2035 AUD                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    13500000 | OU      | $21717.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                  | Xcel Energy Inc                                       | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |        1898 | NS      | $137396.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD TWD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $3936.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                | Toyota Motor Corp                                     | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Short            | EC               | CORP              | JP        |      -37300 | NS      | $-722218.37   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd                        | Kawasaki Kisen Kaisha Ltd                             | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |      120800 | NS      | $1846086.98   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: CLP 4.736000 17-SEP-2030 CLI                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   760000000 | OU      | $1526.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                              | Egypt Treasury Bills                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    50000000 | PA      | $1021155.03   | 0.14%             | 2025-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: MYR 3.245000 17-SEP-2030 KLI                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    16500000 | OU      | $29366.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegion plc                                     | Allegion plc                                          | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |       15367 | NS      | $2609316.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Tenaris SA                                       | Tenaris SA                                            | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |       15972 | NS      | $578026.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Comcast Corp                                     | Comcast Corp                                          | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       55020 | NS      | $1869029.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings Inc                             | Upstart Holdings Inc                                  | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Short            | EC               | CORP              | US        |       -7100 | NS      | $-520288.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc                           | Guidewire Software Inc                                | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Short            | EC               | CORP              | US        |       -8600 | NS      | $-1866372.00  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                     | Prologis Inc                                          | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Short            | EC               |  | US        |       -9900 | NS      | $-1126422.00  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                               | Realty Income Corp                                    | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Short            | EC               |  | US        |      -13493 | NS      | $-792848.68   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                        | Toronto-Dominion Bank/The                             | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |       17700 | NS      | $1329030.47   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.     | SGX IRON ORE 62 OCT25                                 | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |         667 | NC      | $148721.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                     | Cadence Bank                                          | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Short            | EC               | CORP              | US        |       -6500 | NS      | $-244660.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CHF / SOLD USD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |           1 | NC      | $3764.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICL Group Ltd                                    | ICL Group Ltd                                         | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |       38023 | NS      | $247156.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx AG                                        | Talanx AG                                             | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |        3971 | NS      | $547559.57    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AddTech AB                                       | AddTech AB                                            | CUSIP: 000000000<br>LEI: 549300QZ5U2IDRHPWL60 | Short            | EC               | CORP              | SE        |       -1873 | NS      | $-65681.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WPP PLC                                          | WPP PLC                                               | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Short            | EC               | CORP              | JE        |      -44298 | NS      | $-234895.43   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Paychex Inc                                      | Paychex Inc                                           | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Short            | EC               | CORP              | US        |      -17627 | NS      | $-2458173.29  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| SEEK Ltd                                         | SEEK Ltd                                              | CUSIP: 000000000<br>LEI: 549300209NEKXBC8QO27 | Short            | EC               | CORP              | AU        |       -9244 | NS      | $-167167.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nutanix Inc                                      | Nutanix Inc                                           | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Short            | EC               | CORP              | US        |      -21972 | NS      | $-1476738.12  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HUMANA INC                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -31 | NC      | $-159030.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                        | ONEOK Inc                                             | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Short            | EC               | CORP              | US        |      -29720 | NS      | $-2270013.60  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED PEN / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $3979.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Balchem Corp                                     | Balchem Corp                                          | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |       14832 | NS      | $2404118.88   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD MXN                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-2063.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ryan Specialty Holdings Inc                      | Ryan Specialty Holdings Inc                           | CUSIP: 78351F107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6400 | NS      | $-361792.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 2.425000 17-SEP-2035 EST                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6200000 | OU      | $36322.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Viper Energy Inc                                 | Viper Energy Inc                                      | CUSIP: 64361Q101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -109048 | NS      | $-4345017.56  | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                         | Fox Corp                                              | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       10629 | NS      | $634551.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) DEC25                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -60 | NC      | $-33820.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: CZK 3.608000 17-SEP-2030 PRI                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   174900000 | OU      | $-48158.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| China Railway Group Ltd                          | China Railway Group Ltd                               | CUSIP: 000000000<br>LEI: 529900TFRLG8UDJ7QA89 | Long             | EC               | CORP              | CN        |     1137000 | NS      | $578373.40    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                       | Vonovia SE                                            | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Short            | EC               | CORP              | DE        |      -42195 | NS      | $-1366414.39  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Bruker Corp                                      | Bruker Corp                                           | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |       19716 | NS      | $669949.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                        | Palantir Technologies Inc                             | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Short            | EC               | CORP              | US        |      -16761 | NS      | $-2626616.31  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Akzo Nobel NV                                    | Akzo Nobel NV                                         | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |        9678 | NS      | $668989.14    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankook Tire & Technology Co Ltd                 | Hankook Tire & Technology Co Ltd                      | CUSIP: 000000000<br>LEI: 9884001BIEVM09M7AH02 | Long             | EC               | CORP              | KR        |       10383 | NS      | $299298.07    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp                                      | Exelon Corp                                           | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       15971 | NS      | $697613.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                          | ABB Ltd                                               | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |       11881 | NS      | $797347.01    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                               | Dominican Republic International Bond                 | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   100000000 | PA      | $1897315.76   | 0.27%             | 2033-02-03      | Fixed         | 13.63%                | Yes           |                  2 | On Loan: No      |
| Nucor Corp                                       | Nucor Corp                                            | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       18162 | NS      | $2701234.26   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| UNTRADE.CHINA ZHONGWANG                          | UNTRADE.CHINA ZHONGWANG                               | CUSIP: 000000000<br>LEI: 529900J21TD2P9K4YC63 | Long             | EC               | CORP              | HK        |      308000 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LCH Ltd.                                         | FSWP: NZD 4.202000 17-SEP-2035 3M                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    29600000 | OU      | $469729.61    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                            | Kongsberg Gruppen ASA                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Short            | EC               | CORP              | NO        |      -51936 | NS      | $-1551134.09  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| CAR Group Ltd                                    | CAR Group Ltd                                         | CUSIP: 000000000<br>LEI: 5299009TFWZGH2AN7D11 | Short            | EC               | CORP              | AU        |      -28468 | NS      | $-750927.54   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Towa Corp                                        | Towa Corp                                             | CUSIP: 000000000<br>LEI: 353800HAMO7IT6KBJX75 | Long             | EC               | CORP              | JP        |       14000 | NS      | $163057.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED SEK / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |           1 | NC      | $7133.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                             | ASM International NV                                  | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |         391 | NS      | $187746.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Contact Energy Ltd                               | Contact Energy Ltd                                    | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Short            | EC               | CORP              | NZ        |      -25774 | NS      | $-137312.77   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SUNOCO LP                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         180 | NC      | $95400.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | S+P500 EMINI FUT SEP25                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         218 | NC      | $1699874.35   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD EUR                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-144.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Franco-Nevada Corp                               | Franco-Nevada Corp                                    | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Short            | EC               | CORP              | CA        |      -12141 | NS      | $-2286757.35  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Kyudenko Corp                                    | Kyudenko Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        5200 | NS      | $250280.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MIDDLEBY CORP/THE                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -83 | NC      | $-155210.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                              | Paycom Software Inc                                   | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        2924 | NS      | $664186.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Goldman Sachs International                      | PURCHASED USD / SOLD ILS                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-28553.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp                                       | HEICO Corp                                            | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Short            | EC               | CORP              | US        |        -186 | NS      | $-58035.72    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.721000 17-SEP-2035 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1600000 | OU      | $4436.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Next PLC                                         | Next PLC                                              | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |        4210 | NS      | $680326.09    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DOM REP CB NOTES                                 | Dominican Republic Central Bank Notes                 | CUSIP: 25714PEU8<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |    25000000 | PA      | $401763.30    | 0.06%             | 2026-01-30      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Corteva Inc                                      | Corteva Inc                                           | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |        9781 | NS      | $725652.39    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                 | Exxon Mobil Corp                                      | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Short            | EC               | CORP              | US        |       -1311 | NS      | $-149834.19   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                           | Asian Development Bank                                | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   320000000 | PA      | $207672.96    | 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        |       -3500 | NS      | $-363727.07   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Glovis Co Ltd                            | Hyundai Glovis Co Ltd                                 | CUSIP: 000000000<br>LEI: 988400U6RDXNJ5ZRN304 | Long             | EC               | CORP              | KR        |        3375 | NS      | $446340.78    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DICK'S SPORTING GOODS INC                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         194 | NC      | $105730.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                      | SILVER FUTURE DEC25                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -4 | NC      | $-40738.48    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INTERNATIONAL PAPER CO                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -285 | NC      | $-99180.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                     | Huntington Bancshares Inc/OH                          | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       19375 | NS      | $345068.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | NY HARB ULSD FUT NOV25                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -59 | NC      | $-34051.73    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| T&D Holdings Inc                                 | T&D Holdings Inc                                      | CUSIP: 000000000<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |       12500 | NS      | $323622.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: SEK 2.738000 17-SEP-2035 3M                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    17000000 | OU      | $-8836.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp                                        | PG&E Corp                                             | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Short            | EC               | CORP              | US        |      -35200 | NS      | $-537856.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Holdings Corp                           | WillScot Holdings Corp                                | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      405234 | NS      | $9822872.16   | 1.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Texas Instruments Inc                            | Texas Instruments Inc                                 | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       19577 | NS      | $3963950.96   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai Nippon Printing Co Ltd                       | Dai Nippon Printing Co Ltd                            | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |       10800 | NS      | $180895.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AvidXchange Holdings Inc                         | AvidXchange Holdings Inc                              | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     1692041 | NS      | $16818887.54  | 2.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                           | Marvell Technology Inc                                | CUSIP: 573874104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -37295 | NS      | $-2344550.18  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                              | PayPal Holdings Inc                                   | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       39014 | NS      | $2738392.66   | 0.39%             |  |  |  | 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      | $-52052.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WILLSCOT HOLDINGS CORP                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -820 | NC      | $-311600.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHARTER COMMUNICATIONS INC                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -11 | NC      | $-42130.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                     | Centene Corp                                          | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       61601 | NS      | $1788893.04   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | SWAP/CDSWAP/ICE: (ITRAXX.EUR.43.V1)                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    32234000 | OU      | $-197209.02   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: CZK 3.623000 17-SEP-2030 PRI                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    28200000 | OU      | $-6831.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                            | Dell Technologies Inc                                 | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |        5143 | NS      | $628217.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Renault SA                                       | Renault SA                                            | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |       24648 | NS      | $970039.00    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                     | Alphabet Inc                                          | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       30029 | NS      | $6393474.39   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc                                         | Snap Inc                                              | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | EC               | CORP              | US        |     -150242 | NS      | $-1072727.88  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -21 | NC      | $-5145.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 4.164500 17-SEP-2035 SON                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      700000 | OU      | $-2157.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Ltd                              | Meridian Energy Ltd                                   | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |       65902 | NS      | $221876.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 2.482000 17-SEP-2035 EST                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1200000 | OU      | $143.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CHF                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $222538.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Holdings Inc                               | Crown Holdings Inc                                    | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Short            | EC               | CORP              | US        |       -6314 | NS      | $-627485.32   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Innovation Inc                            | Aurora Innovation Inc                                 | CUSIP: 051774107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -251900 | NS      | $-1418197.00  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | FTSE 100 IDX FUT SEP25                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |          38 | NC      | $-33405.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp                                         | EQT Corp                                              | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Short            | EC               | CORP              | US        |      -38709 | NS      | $-2006674.56  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                                      | ROBLOX Corp                                           | CUSIP: 771049103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -26119 | NS      | $-3254166.21  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                       | Insmed Inc                                            | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Short            | EC               | CORP              | US        |       -6700 | NS      | $-911870.00   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                | CNH Industrial NV                                     | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |      125061 | NS      | $1431948.45   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Eventim AG & Co KGaA                         | CTS Eventim AG & Co KGaA                              | CUSIP: 000000000<br>LEI: 529900FDHSN08UBJII80 | Short            | EC               | CORP              | DE        |       -4826 | NS      | $-452383.44   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co Ltd                  | Daito Trust Construction Co Ltd                       | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |        6300 | NS      | $670394.28    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RUSSELL 2000 INDEX                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -20 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                       | Genmab A/S                                            | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |       11727 | NS      | $2926930.69   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Cintas Corp                                      | Cintas Corp                                           | CUSIP: 172908105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -9383 | NS      | $-1970711.49  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Kubota Corp                                      | Kubota Corp                                           | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |       11900 | NS      | $137588.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                         | Visa Inc                                              | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       10427 | NS      | $3668010.06   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -22 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                    | Hewlett Packard Enterprise Co                         | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      196325 | NS      | $4431055.25   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                                      | Ageas SA/NV                                           | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |       38597 | NS      | $2719458.28   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| SoFi Technologies Inc                            | SoFi Technologies Inc                                 | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Short            | EC               | CORP              | US        |      -41000 | NS      | $-1047140.00  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                        | Orkla ASA                                             | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |       60116 | NS      | $672163.75    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED IDR / SOLD USD                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ID        |           1 | NC      | $-595.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                        | Sodexo SA                                             | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |        7686 | NS      | $461513.03    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                               | IQVIA Holdings Inc                                    | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Short            | EC               | CORP              | US        |       -2232 | NS      | $-425887.92   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                 | Roche Holding AG                                      | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        6497 | NS      | $2118529.84   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | SWAP/CDSWAP/ICE: (ITRAXX.XO.43.V1)                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    15773000 | OU      | $1921767.05   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                       | Zoetis Inc                                            | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        4688 | NS      | $733203.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                              | TRSWAP: SGMDUSER                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DCO              |  | GB        |    18297750 | OU      | $-1002.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Entertainment PLC                        | Flutter Entertainment PLC                             | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Short            | EC               | CORP              | IE        |       -7121 | NS      | $-2186241.11  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc                                     | Enbridge Inc                                          | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Short            | EC               | CORP              | CA        |       -2000 | NS      | $-96770.67    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                          | UDR Inc                                               | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Short            | EC               |  | US        |      -29400 | NS      | $-1163358.00  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                            | Spotify Technology SA                                 | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Short            | EC               | CORP              | LU        |       -2761 | NS      | $-1882670.68  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Futu Holdings Ltd                                | Futu Holdings Ltd                                     | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |        4882 | NS      | $906099.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co Ltd                           | Otsuka Holdings Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        2600 | NS      | $136428.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                      | FinecoBank Banca Fineco SpA                           | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Short            | EC               | CORP              | IT        |      -87647 | NS      | $-1924012.30  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                         | Daimler Truck Holding AG                              | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |       12398 | NS      | $583187.85    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALBERTSONS COS INC                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -824 | NC      | $-32960.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Apartment Properties REIT               | Canadian Apartment Properties REIT                    | CUSIP: 134921105<br>LEI: 549300B1MYVTQEB2DI90 | Short            | EC               |  | CA        |       -2200 | NS      | $-68081.70    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                            | McCormick & Co Inc/MD                                 | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Short            | EC               | CORP              | US        |       -8900 | NS      | $-626293.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED HUF / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |           1 | NC      | $1230.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                              | Elevance Health Inc                                   | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       15737 | NS      | $5014595.05   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                      | Lennar Corp                                           | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       16211 | NS      | $2158332.54   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Motor Co                                 | Hyundai Motor Co                                      | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EC               | CORP              | KR        |        5389 | NS      | $848378.96    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co Ltd                                 | Tokyo Gas Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |       21700 | NS      | $829047.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                | Lam Research Corp                                     | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       47091 | NS      | $4716163.65   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CAPRI HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | VG        |        -380 | NC      | $-245100.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                           | Synovus Financial Corp                                | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Short            | EC               | CORP              | US        |     -179970 | NS      | $-9288251.70  | -1.31%            |  |  |  | No            |                  1 | On Loan: No      |
| NTT Inc                                          | NTT Inc                                               | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |       40300 | NS      | $42624.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED BRL / SOLD USD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $930549.51    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                  | Nigeria OMO Bill                                      | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  1600000000 | PA      | $956847.64    | 0.14%             | 2025-12-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cooper Cos Inc/The                               | Cooper Cos Inc/The                                    | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Short            | EC               | CORP              | US        |       -1569 | NS      | $-105742.76   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Emaar Development PJSC                           | Emaar Development PJSC                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |       11684 | NS      | $46857.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                              | Leidos Holdings Inc                                   | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |        3965 | NS      | $717347.80    | 0.10%             |  |  |  | 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      | $-2135.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zensho Holdings Co Ltd                           | Zensho Holdings Co Ltd                                | CUSIP: 000000000<br>LEI: 353800DYF3UDM49ITT03 | Short            | EC               | CORP              | JP        |      -20500 | NS      | $-1293252.59  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                   | CBRE Group Inc                                        | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       16883 | NS      | $2737071.96   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HKT Trust & HKT Ltd                              | HKT Trust & HKT Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      166000 | NS      | $251805.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Parent Inc               | Frontier Communications Parent Inc                    | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      226578 | NS      | $8401512.24   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: ZAR 7.590000 17-SEP-2030 JIB                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   192300000 | OU      | $218583.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                     | 3i Group PLC                                          | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |       48563 | NS      | $2638365.82   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Cytokinetics Inc                                 | Cytokinetics Inc                                      | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Short            | EC               | CORP              | US        |      -11100 | NS      | $-392163.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                       | Kadant Inc                                            | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |        2620 | NS      | $846993.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Gaming and Leisure Properties Inc                | Gaming and Leisure Properties Inc                     | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |       15071 | NS      | $723558.71    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                          | GSK PLC                                               | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |       51620 | NS      | $2047765.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: AUD 4.146000 17-SEP-2035 AUD                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3300000 | OU      | $4658.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 4.033000 17-SEP-2035 SON                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      900000 | OU      | $15731.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Realty & Development Co Ltd             | Sumitomo Realty & Development Co Ltd                  | CUSIP: 000000000<br>LEI: 353800SO2DCLOI3LNZ64 | Long             | EC               | CORP              | JP        |        2700 | NS      | $110915.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Empire Co Ltd                                    | Empire Co Ltd                                         | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |        5000 | NS      | $194087.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED SGD / SOLD USD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $-2152.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -27 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                 | TotalEnergies SE                                      | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |        7233 | NS      | $454095.28    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 2.426500 17-SEP-2035 EST                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1300000 | OU      | $-7411.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hikari Tsushin Inc                               | Hikari Tsushin Inc                                    | CUSIP: 000000000<br>LEI: 3538001SOIIV8U3OXH94 | Long             | EC               | CORP              | JP        |         500 | NS      | $133143.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chiba Bank Ltd/The                               | Chiba Bank Ltd/The                                    | CUSIP: 000000000<br>LEI: FGJPAKKCTZVSKZXNBS63 | Short            | EC               | CORP              | JP        |      -30200 | NS      | $-308945.57   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                          | Akamai Technologies Inc                               | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       27613 | NS      | $2185016.69   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Tire Corp Ltd                           | Canadian Tire Corp Ltd                                | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |       15500 | NS      | $1932773.87   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV                            | STMicroelectronics NV                                 | CUSIP: 861012102<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |       44494 | NS      | $1200893.06   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                 | Novo Nordisk A/S                                      | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       16858 | NS      | $952635.66    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: AUD 3.199000 17-SEP-2027 AUD                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    51000000 | OU      | $27517.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodward Inc                                     | Woodward Inc                                          | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |        9053 | NS      | $2234461.46   | 0.32%             |  |  |  | No            |                  1 | 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      |
| Morgan Stanley & Co. International PLC           | PURCHASED COP / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CO        |           1 | NC      | $60578.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freshpet Inc                                     | Freshpet Inc                                          | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Short            | EC               | CORP              | US        |       -4400 | NS      | $-245608.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                | State Street Corp                                     | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       13739 | NS      | $1579572.83   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.789000 17-SEP-2035 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1100000 | OU      | $-9329.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd               | Teva Pharmaceutical Industries Ltd                    | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Short            | EC               | CORP              | IL        |      -32200 | NS      | $-591836.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Edenred SE                                       | Edenred SE                                            | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Short            | EC               | CORP              | FR        |      -20180 | NS      | $-583752.93   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | JAMES HARDIE INDUSTRIES PLC                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |        -168 | NC      | $-58800.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                           | Dolby Laboratories Inc                                | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |       28102 | NS      | $2014351.36   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Medibank Pvt Ltd                                 | Medibank Pvt Ltd                                      | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |       81465 | NS      | $271399.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Corp of Canada                             | Power Corp of Canada                                  | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |       49700 | NS      | $2103659.66   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                 | CUSIP: 01F052698<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1113000 | PA      | $1119265.90   | 0.16%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Affirm Holdings Inc                              | Affirm Holdings Inc                                   | CUSIP: 00827B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -14700 | NS      | $-1300362.00  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED RON / SOLD USD                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | RO        |           1 | NC      | $139.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                         | United Therapeutics Corp                              | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |         955 | NS      | $291045.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| London Stock Exchange Group PLC                  | London Stock Exchange Group PLC                       | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Short            | EC               | CORP              | GB        |      -15996 | NS      | $-1982432.33  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                   | Galaxy Entertainment Group Ltd                        | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Short            | EC               | CORP              | HK        |      -41000 | NS      | $-217361.03   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: NZD 4.145000 17-SEP-2035 3M                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3500000 | OU      | $45644.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | NATURAL GAS FUTR NOV25                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -205 | NC      | $91692.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LondonMetric Property PLC                        | LondonMetric Property PLC                             | CUSIP: 000000000<br>LEI: 213800OCERWWPQDURL87 | Short            | EC               |  | GB        |      -54242 | NS      | $-135099.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Hologic Inc                                      | Hologic Inc                                           | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Short            | EC               | CORP              | US        |       -4529 | NS      | $-303986.48   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                           | AP Moller - Maersk A/S                                | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |         582 | NS      | $1196433.14   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Digital Corp                             | Western Digital Corp                                  | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               | CORP              | US        |      -12110 | NS      | $-972917.40   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                         | Hermes International SCA                              | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Short            | EC               | CORP              | FR        |        -773 | NS      | $-1893198.38  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc                               | Albertsons Cos Inc                                    | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      726549 | NS      | $14138643.54  | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                   | Blackstone Inc                                        | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Short            | EC               | CORP              | US        |       -4144 | NS      | $-710281.60   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc                   | Omega Healthcare Investors Inc                        | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Short            | EC               |  | US        |       -1700 | NS      | $-72369.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                      | Cummins Inc                                           | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        6760 | NS      | $2693454.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RUSSELL 2000 INDEX                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -36 | NC      | $-18000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD THB                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1152.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                         | AT&T Inc                                              | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Short            | EC               | CORP              | US        |      -15000 | NS      | $-439350.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Scout24 SE                                       | Scout24 SE                                            | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |        5016 | NS      | $649897.54    | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.098000 17-SEP-2035 CAD                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    13500000 | OU      | $-26498.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                            | Norfolk Southern Corp                                 | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       29547 | NS      | $8272569.06   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: NZD 3.949000 17-SEP-2035 3M                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2300000 | OU      | $-7628.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                    | AIA Group Ltd                                         | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Short            | EC               | CORP              | HK        |      -70600 | NS      | $-671007.53   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd                                     | Fujikura Ltd                                          | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |        2600 | NS      | $220580.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALTA GS SUPERVAL                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    11623704 | OU      | $207955.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                 | First Citizens BancShares Inc/NC                      | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Short            | EC               | CORP              | US        |        -326 | NS      | $-646754.66   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                   | Microsoft Corp                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       21946 | NS      | $11119818.74  | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                          | Magna International Inc                               | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |       46870 | NS      | $2151333.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Galderma Group AG                                | Galderma Group AG                                     | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Short            | EC               | CORP              | CH        |       -1634 | NS      | $-286173.12   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.148000 17-SEP-2035 CAD                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4200000 | OU      | $-21460.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX Ltd                                          | ASX Ltd                                               | CUSIP: 000000000<br>LEI: 549300VSBVYUCBIQKT71 | Short            | EC               | CORP              | AU        |      -10288 | NS      | $-420251.87   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT AB                                           | EQT AB                                                | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Short            | EC               | CORP              | SE        |      -75442 | NS      | $-2713658.42  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                              | Nomura Holdings Inc                                   | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |       58100 | NS      | $413397.10    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.753000 17-SEP-2035 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2400000 | OU      | $-13102.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc              | Alexandria Real Estate Equities Inc                   | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Short            | EC               |  | US        |       -4000 | NS      | $-329760.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.556500 17-SEP-2027 SON                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5000000 | OU      | $23425.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                  | NIGERIA OMO BILL                                      | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   600000000 | PA      | $337614.35    | 0.05%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                            | Pembina Pipeline Corp                                 | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Short            | EC               | CORP              | CA        |      -52001 | NS      | $-1964077.77  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD TRY                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-11658.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gecina SA                                        | Gecina SA                                             | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Short            | EC               |  | FR        |        -919 | NS      | $-90238.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Align Technology Inc                             | Align Technology Inc                                  | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        5958 | NS      | $845797.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | ALTA MORD SUPERVAL                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    10711294 | OU      | $-141465.47   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED RON / SOLD USD                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | RO        |           1 | NC      | $3591.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                  | Tyson Foods Inc                                       | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       11100 | NS      | $630258.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co                            | Becton Dickinson & Co                                 | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |        5600 | NS      | $1080688.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV                            | STMicroelectronics NV                                 | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |       19493 | NS      | $531210.81    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD NZD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $65100.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 10Y BOND FUT SEP25                               | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |          87 | NC      | $-7020.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AviChina Industry & Technology Co Ltd            | AviChina Industry & Technology Co Ltd                 | CUSIP: 000000000<br>LEI: 5299003TVA3JVDKJGF39 | Long             | EC               | CORP              | CN        |      548000 | NS      | $311447.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                        | Argenx SE                                             | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Short            | EC               | CORP              | NL        |       -1797 | NS      | $-1279472.40  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Neste Oyj                                        | Neste Oyj                                             | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |        2662 | NS      | $48923.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED ZAR / SOLD USD                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |           1 | NC      | $3901.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                      | BioMarin Pharmaceutical Inc                           | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Short            | EC               | CORP              | US        |       -9845 | NS      | $-573668.15   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                                   | Commerzbank AG                                        | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Short            | EC               | CORP              | DE        |      -19670 | NS      | $-750775.28   | -0.11%            |  |  |  | No            |                  2 | 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        |      -33246 | NS      | $-3321275.40  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD SEK                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-25081.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italian Derivatives Market                       | FTSE/MIB IDX FUT SEP25                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |         -12 | NC      | $42298.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 0.476500 17-SEP-2035 SAR                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1200000 | OU      | $-3136.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Houlihan Lokey Inc                               | Houlihan Lokey Inc                                    | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |        7107 | NS      | $1416069.75   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                | Veeva Systems Inc                                     | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |        2397 | NS      | $645272.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                            | Applied Materials Inc                                 | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        3567 | NS      | $573430.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: INR 5.730000 17-SEP-2030 INR                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   920100000 | OU      | $24574.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cactus Inc                                       | Cactus Inc                                            | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |       19757 | NS      | $828806.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                      | Moderna Inc                                           | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       17512 | NS      | $421864.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                        | CBOE VIX FUTURE SEP25                                 | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |        -147 | NC      | $190336.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                              | Henkel AG & Co KGaA                                   | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |        5158 | NS      | $396416.51    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                        | Orion Oyj                                             | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |        9134 | NS      | $729681.17    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WILLSCOT HOLDINGS CORP                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3232 | NC      | $-743360.00   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                                        | Kellanova                                             | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      130577 | NS      | $10380871.50  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                      | Royal Caribbean Cruises Ltd                           | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Short            | EC               | CORP              | LR        |        -849 | NS      | $-308373.78   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Pearson PLC                                      | Pearson PLC                                           | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |       46645 | NS      | $678302.62    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                         | Microchip Technology Inc                              | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Short            | EC               | CORP              | US        |      -33340 | NS      | $-2167100.00  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.752500 17-SEP-2035 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1000000 | OU      | $-5417.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                           | Trane Technologies PLC                                | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |        1558 | NS      | $647504.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                       | Charter Communications Inc                            | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Short            | EC               | CORP              | US        |      -82600 | NS      | $-21936908.00 | -3.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $-16552.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc                               | POSCO Holdings Inc                                    | CUSIP: 000000000<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |        1150 | NS      | $234742.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.676000 17-SEP-2027 SON                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    49150000 | OU      | $80362.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                         | Constellation Brands Inc                              | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       15849 | NS      | $2566587.06   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions Inc             | Bright Horizons Family Solutions Inc                  | CUSIP: 109194100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2400 | NS      | $-283296.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                        | Occidental Petroleum Corp                             | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Short            | EC               | CORP              | US        |        -739 | NS      | $-35183.79    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Rentokil Initial PLC                             | Rentokil Initial PLC                                  | CUSIP: 760125104<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |       46300 | NS      | $1143147.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Dow Inc                                          | Dow Inc                                               | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Short            | EC               | CORP              | US        |      -22278 | NS      | $-548707.14   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                  | Best Buy Co Inc                                       | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       16682 | NS      | $1228462.48   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN FUTURE NOV25                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         -16 | NC      | $-17566.49    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                     | Chevron Corp                                          | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6599 | NS      | $1059799.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                              | Williams-Sonoma Inc                                   | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |        3095 | NS      | $582448.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Ltd                                | FTAI Aviation Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -4700 | NS      | $-723095.00   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                        | Adobe Inc                                             | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        2054 | NS      | $732661.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                   | Mastercard Inc                                        | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Short            | EC               | CORP              | US        |       -2685 | NS      | $-1598353.65  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                 | CUSIP: 01F022493<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -15000000 | PA      | $-14086713.30 | -1.99%            | 2040-09-01      | Fixed         | 2.50%                 | 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      | $39018.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group Inc                  | Sumitomo Mitsui Trust Group Inc                       | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |       15100 | NS      | $429730.58    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Verona Pharma PLC                                | Verona Pharma PLC                                     | CUSIP: 925050106<br>LEI: 213800EVI6O6J3TIAL06 | Long             | EC               | CORP              | GB        |      157828 | NS      | $16715563.48  | 2.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | SWAP/CDSWAP/CDS: (CMBX.NA.15.A)                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |     2222000 | OU      | $100113.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                          | GSK PLC                                               | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |       33216 | NS      | $656350.96    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                              | Axon Enterprise Inc                                   | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Short            | EC               | CORP              | US        |       -3365 | NS      | $-2514630.85  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Rubrik Inc                                       | Rubrik Inc                                            | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Short            | EC               | CORP              | US        |      -11200 | NS      | $-1001280.00  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| BeOne Medicines Ltd                              | BeOne Medicines Ltd                                   | CUSIP: 000000000<br>LEI: 549300JFUK6FRD5MH739 | Short            | EC               | CORP              | CH        |       -5400 | NS      | $-128460.52   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA             | Infrastrutture Wireless Italiane SpA                  | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Short            | EC               | CORP              | IT        |     -188421 | NS      | $-2284512.98  | -0.32%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Koninklijke Philips NV                           | Koninklijke Philips NV                                | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Short            | EC               | CORP              | NL        |      -28508 | NS      | $-787362.45   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Twilio Inc                                       | Twilio Inc                                            | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Short            | EC               | CORP              | US        |       -3354 | NS      | $-354215.94   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                  | Dollar Tree Inc                                       | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Short            | EC               | CORP              | US        |       -6685 | NS      | $-729801.45   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                              | Otis Worldwide Corp                                   | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Short            | EC               | CORP              | US        |      -19946 | NS      | $-1722935.48  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                  | Danske Bank A/S                                       | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |        7436 | NS      | $306052.42    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corp                                       | Aisin Corp                                            | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Short            | EC               | CORP              | JP        |      -32700 | NS      | $-538126.67   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Blue Owl Capital Inc                             | Blue Owl Capital Inc                                  | CUSIP: 09581B103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -28800 | NS      | $-533376.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD ZAR                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-1400.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                     | Alphabet Inc                                          | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |         989 | NS      | $211181.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                  | T-Mobile US Inc                                       | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Short            | EC               | CORP              | US        |       -2830 | NS      | $-713131.70   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CLP                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-7822.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                 | Smiths Group PLC                                      | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |       19216 | NS      | $611847.16    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GLOBUS MEDICAL INC                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -46 | NC      | $-26910.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Revvity Inc                                      | Revvity Inc                                           | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Short            | EC               | CORP              | US        |       -1893 | NS      | $-170578.23   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                                  | Cigna Group/The                                       | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       13004 | NS      | $3912513.48   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Co Ltd               | SITC International Holdings Co Ltd                    | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |      211000 | NS      | $745146.84    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: NZD 3.200000 17-SEP-2027 3M                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    15000000 | OU      | $-56477.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                  | Baker Hughes Co                                       | CUSIP: 05722G100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1600 | NS      | $-72640.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HUMANA INC                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -12 | NC      | $-101160.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                                 | Transurban Group                                      | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Short            | EC               | CORP              | AU        |     -111512 | NS      | $-1063611.85  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -24 | NC      | $-1920.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SGD / SOLD USD                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SG        |           1 | NC      | $2953.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland                                        | Stockland                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |       37531 | NS      | $152006.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| THK Co Ltd                                       | THK Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       10100 | NS      | $271650.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                 | DT Midstream Inc                                      | CUSIP: 23345M107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2500 | NS      | $-260450.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.     | FTSE TAIWAN INDEX SEP25                               | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |        -383 | NC      | $255908.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                   | Commonwealth Bank of Australia                        | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Short            | EC               | CORP              | AU        |       -6313 | NS      | $-701677.22   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Korea Exchange (Futures Market)                  | KOSPI2 INX FUT SEP25                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KR        |          21 | NC      | $-3159.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                               | Cellnex Telecom SA                                    | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Short            | EC               | CORP              | ES        |      -75565 | NS      | $-2689894.37  | -0.38%            |  |  |  | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                  | CVS Health Corp                                       | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       43268 | NS      | $3165054.20   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                                | Hyatt Hotels Corp                                     | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Short            | EC               | CORP              | US        |      -19123 | NS      | $-2759066.44  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                            | DuPont de Nemours Inc                                 | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       17000 | NS      | $1307640.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Road Resources Ltd                          | Gold Road Resources Ltd                               | CUSIP: 000000000<br>LEI: 213800HJWH96TDEMNY83 | Long             | EC               | CORP              | AU        |     5095577 | NS      | $11231691.48  | 1.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PENN ENTERTAINMENT INC                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -177 | NC      | $-92925.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| The Federal Republic of Nigeria                  | Nigeria OMO Bill                                      | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  1700000000 | PA      | $981375.90    | 0.14%             | 2026-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd                            | CyberArk Software Ltd                                 | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |       10107 | NS      | $4581098.82   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED JPY / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $-228134.77   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-3398.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sigma Healthcare Ltd                             | Sigma Healthcare Ltd                                  | CUSIP: 000000000<br>LEI: 529900BZSP3BK7GYAO50 | Short            | EC               | CORP              | AU        |      -99803 | NS      | $-203350.96   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd                                       | Garmin Ltd                                            | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |        3300 | NS      | $798006.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp                                      | Subaru Corp                                           | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |       89500 | NS      | $1755663.57   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Target Corp                                      | Target Corp                                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       15914 | NS      | $1527425.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                        | Dick's Sporting Goods Inc                             | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |        3304 | NS      | $703091.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWAP/CDSWAP/CDS: (CDX.NA.HY.43 25-35%)                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | GB        |     3750000 | OU      | $589355.75    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TFI INTERNATIONAL INC                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |        -101 | NC      | $-185840.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Sun Hung Kai Properties Ltd                      | Sun Hung Kai Properties Ltd                           | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |       28000 | NS      | $330746.84    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                    | Principal Financial Group Inc                         | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |        5339 | NS      | $429842.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.940000 17-SEP-2035 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3000000 | OU      | $63470.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROCKET COS INC                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          81 | NC      | $405.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCSK Corp                                        | SCSK Corp                                             | CUSIP: 000000000<br>LEI: 529900SNGFXMSUBB7864 | Long             | EC               | CORP              | JP        |       22900 | NS      | $729460.16    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                | Compass Group PLC                                     | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      115488 | NS      | $3925171.40   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Macnica Holdings Inc                             | Macnica Holdings Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        7400 | NS      | $100675.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -20 | NC      | $-5100.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                           | Universal Display Corp                                | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11034 | NS      | $1529202.06   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                 | Coca-Cola Co/The                                      | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       29331 | NS      | $2023545.69   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -21 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                             | Keurig Dr Pepper Inc                                  | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Short            | EC               | CORP              | US        |      -19600 | NS      | $-570164.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Tosei Corp                                       | Tosei Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        5500 | NS      | $118738.47    | 0.02%             |  |  |  | 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      | $-40236.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Strategy Inc                                     | Strategy Inc                                          | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EC               | CORP              | US        |       -5200 | NS      | $-1738932.00  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -21 | NC      | $-4935.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -33 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 2.423000 17-SEP-2035 EST                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2200000 | OU      | $-13350.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA     | International Consolidated Airlines Group SA          | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | ES        |      144310 | NS      | $746098.48    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED CAD / SOLD USD                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |           1 | NC      | $-12381.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                 | Reinsurance Group of America Inc                      | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Short            | EC               | CORP              | US        |       -3100 | NS      | $-603849.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                     | Enbridge Inc                                          | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Short            | EC               | CORP              | CA        |      -44539 | NS      | $-2153015.26  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| PTT Exploration & Production PCL                 | PTT Exploration & Production PCL                      | CUSIP: 000000000<br>LEI: 2549001O8YYGP5N7Q076 | Long             | EC               | CORP              | TH        |      255800 | NS      | $884594.76    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                     | Glencore PLC                                          | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Short            | EC               | CORP              | JE        |      -74256 | NS      | $-293351.76   | -0.04%            |  |  |  | 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      | $-230.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Floating Rate Notes                     | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9300000 | PA      | $9297092.08   | 1.32%             | 2027-01-31      | Floating      | 4.24%                 | No            |                  1 | On Loan: No      |
| Southern Copper Corp                             | Southern Copper Corp                                  | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Short            | EC               | CORP              | US        |      -18433 | NS      | $-1771257.24  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co Ltd                     | Techtronic Industries Co Ltd                          | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |       57500 | NS      | $743612.46    | 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      | $-2057451.69  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.839000 17-SEP-2035 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2900000 | OU      | $-36767.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp                                     | Danaher Corp                                          | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Short            | EC               | CORP              | US        |       -1303 | NS      | $-268183.46   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                          | Magna International Inc                               | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |        6300 | NS      | $289184.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Inc                                 | Viper Energy Inc                                      | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      109048 | NS      | $4345017.56   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 0.555000 17-SEP-2035 SAR                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      700000 | OU      | $5099.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WiseTech Global Ltd                              | WiseTech Global Ltd                                   | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Short            | EC               | CORP              | AU        |      -34973 | NS      | $-2317026.18  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                            | DuPont de Nemours Inc                                 | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Short            | EC               | CORP              | US        |      -17060 | NS      | $-1312255.20  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                           | SUGAR 11 (WORLD) OCT25                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         441 | NC      | $-163033.54   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Nice Ltd                                         | Nice Ltd                                              | CUSIP: 653656108<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |        9711 | NS      | $1372649.85   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -31 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: PLN 4.316000 17-SEP-2030 WIB                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4910000 | OU      | $10351.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd                                  | Pro Medicus Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | AU        |       -9673 | NS      | $-1878831.15  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                        | Alstom SA                                             | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Short            | EC               | CORP              | FR        |      -31405 | NS      | $-755037.45   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 4.043000 17-SEP-2035 SON                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1100000 | OU      | $-18023.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACCAR Inc                                       | PACCAR Inc                                            | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       18621 | NS      | $1861727.58   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                   | Hershey Co/The                                        | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Short            | EC               | CORP              | US        |        -741 | NS      | $-136158.75   | -0.02%            |  |  |  | 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      | $219572.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: PLN 3.989500 17-SEP-2030 WIB                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4590000 | OU      | $8430.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 0.454000 17-SEP-2035 SAR                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11100000 | OU      | $60508.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingspan Group PLC                               | Kingspan Group PLC                                    | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |        6610 | NS      | $509984.32    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED BRL / SOLD USD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |           1 | NC      | $366876.34    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes Inc                             | Invitation Homes Inc                                  | CUSIP: 46187W107<br>LEI: N/A                  | Short            | EC               |  | US        |      -25700 | NS      | $-804153.00   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                           | Franklin Resources Inc                                | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       35994 | NS      | $923606.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Dassault Aviation SA                             | Dassault Aviation SA                                  | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Short            | EC               | CORP              | FR        |        -216 | NS      | $-68185.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Silicon Motion Technology Corp                   | Silicon Motion Technology Corp                        | CUSIP: 82706C108<br>LEI: 5299005RBVBZQJTYFC89 | Long             | EC               | CORP              | KY        |       16100 | NS      | $1282848.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.789500 17-SEP-2035 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2200000 | OU      | $-18751.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                        | Nestle SA                                             | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |       22739 | NS      | $2144982.19   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED MXN / SOLD USD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $85133.79     | 0.01%             |  |  |  | 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      |
| Citibank NA                                      | PURCHASED CAD / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $-6319.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Doosan Bobcat Inc                                | Doosan Bobcat Inc                                     | CUSIP: 000000000<br>LEI: 9884007K6X0Q0112FX44 | Long             | EC               | CORP              | KR        |       10546 | NS      | $402883.36    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicinity Ltd                                     | Vicinity Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               |  | AU        |      -44903 | NS      | $-76027.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 14.000000 02-JAN-2029 BZD                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    21040212 | OU      | $121670.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | XAK TECHNOLOGY SEP25                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         -39 | NC      | $-838574.88   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                  | CMS Energy Corp                                       | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |        2000 | NS      | $143140.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NH Foods Ltd                                     | NH Foods Ltd                                          | CUSIP: 000000000<br>LEI: 353800NLDBIOUQILWU82 | Long             | EC               | CORP              | JP        |       11600 | NS      | $438311.80    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Innovent Biologics Inc                           | Innovent Biologics Inc                                | CUSIP: 000000000<br>LEI: 25490058ONL9SCIE1R22 | Short            | EC               | CORP              | KY        |      -14000 | NS      | $-174971.37   | -0.02%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KRAFT HEINZ CO/THE                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -204 | NC      | $-42636.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | GASOLINE RBOB FUT NOV25                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -95 | NC      | $-170787.75   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALBERTSONS COS INC                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2174 | NC      | $-239140.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                     | Moody's Corp                                          | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Short            | EC               | CORP              | US        |       -1586 | NS      | $-808479.36   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD SGD                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-486.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RUSSELL 2000 INDEX                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -20 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JDE Peet's NV                                    | JDE Peet's NV                                         | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |       30559 | NS      | $1119111.88   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                               | Steel Dynamics Inc                                    | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       18647 | NS      | $2441265.24   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RUSSELL 2000 INDEX                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -38 | NC      | $-16720.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                                | Wolters Kluwer NV                                     | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |        3891 | NS      | $490163.36    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                           | Darden Restaurants Inc                                | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |        1800 | NS      | $372492.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co Ltd                                 | Osaka Gas Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |       22800 | NS      | $648867.25    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Music Group NV                         | Universal Music Group NV                              | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Short            | EC               | CORP              | NL        |      -87061 | NS      | $-2461152.23  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                        | Avolta AG                                             | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Short            | EC               | CORP              | CH        |      -39176 | NS      | $-2250059.10  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Willis Towers Watson PLC                         | Willis Towers Watson PLC                              | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Short            | EC               | CORP              | IE        |        -904 | NS      | $-295418.16   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: SEK 2.662500 17-SEP-2035 3M                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    13000000 | OU      | $-2388.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED PHP / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PH        |           1 | NC      | $-823.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED SEK / SOLD USD                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SE        |           1 | NC      | $36744.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD KRW                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1631.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 1.764000 17-SEP-2027 EST                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10500000 | OU      | $16278.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp                                       | FANUC Corp                                            | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Short            | EC               | CORP              | JP        |      -11600 | NS      | $-322474.04   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Sega Sammy Holdings Inc                          | Sega Sammy Holdings Inc                               | CUSIP: 000000000<br>LEI: 5493006B6WMKNQ8QNP51 | Long             | EC               | CORP              | JP        |       15000 | NS      | $312085.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 2.500000 17-SEP-2035 EST                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2400000 | OU      | $4818.58      | 0.00%             |  |  |  | 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      | $98901.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -9 | NC      | $-4950.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                         | Baxter International Inc                              | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Short            | EC               | CORP              | US        |      -20213 | NS      | $-499058.97   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Denka Co Ltd                                     | Denka Co Ltd                                          | CUSIP: 000000000<br>LEI: 353800Y94EKQEH8MVD43 | Long             | EC               | CORP              | JP        |       15100 | NS      | $228368.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                          | Consolidated Edison Inc                               | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |        6193 | NS      | $608338.39    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                                 | Carlisle Cos Inc                                      | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Short            | EC               | CORP              | US        |        -392 | NS      | $-151268.88   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: AUD 4.205000 17-SEP-2035 AUD                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    12100000 | OU      | $21422.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 0.464500 17-SEP-2035 SAR                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1700000 | OU      | $-7016.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | BMO4U0QC9 GMODUB                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |   -45945000 | NC      | $-288818.08   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent PLC                                 | Severn Trent PLC                                      | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Short            | EC               | CORP              | GB        |      -67740 | NS      | $-2366281.30  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD JPY                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-10618.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                        | Linde PLC                                             | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Short            | EC               | CORP              | IE        |       -5965 | NS      | $-2852999.85  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems Inc                              | Bentley Systems Inc                                   | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Short            | EC               | CORP              | US        |       -8333 | NS      | $-463731.45   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                               | Vodafone Group PLC                                    | CUSIP: 92857W308<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |      164697 | NS      | $1969776.12   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                       | Advanced Micro Devices Inc                            | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Short            | EC               | CORP              | US        |       -4433 | NS      | $-720938.79   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | CORN FUTURE DEC25                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         960 | NC      | $825872.13    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -20 | NC      | $-1600.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD PLN                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $308.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                       | Sandvik AB                                            | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |        5494 | NS      | $138944.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SoundHound AI Inc                                | SoundHound AI Inc                                     | CUSIP: 836100107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -113400 | NS      | $-1476468.00  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                    | Coherent Corp                                         | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Short            | EC               | CORP              | US        |       -6300 | NS      | $-569961.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                            | Lumentum Holdings Inc                                 | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |       -5200 | NS      | $-690612.00   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Ltd                             | Woolworths Group Ltd                                  | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Short            | EC               | CORP              | AU        |      -22474 | NS      | $-423047.42   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                | Siemens Energy AG                                     | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Short            | EC               | CORP              | DE        |      -28630 | NS      | $-3045640.31  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CSX CORP                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -303 | NC      | $-81810.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Assa Abloy AB                                    | Assa Abloy AB                                         | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |        4009 | NS      | $141656.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 2.517000 17-SEP-2035 EST                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2300000 | OU      | $-8718.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED ZAR / SOLD USD                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |           1 | NC      | $1138.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                  | TJX Cos Inc/The                                       | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       15607 | NS      | $2132072.27   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Nitto Denko Corp                                 | Nitto Denko Corp                                      | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |       34800 | NS      | $783300.09    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BECTON DICKINSON + CO                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -40 | NC      | $-23200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Getlink SE                                       | Getlink SE                                            | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Short            | EC               | CORP              | FR        |      -76139 | NS      | $-1440296.18  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp                                      | Incyte Corp                                           | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       25168 | NS      | $2129464.48   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -21 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Group PLC/The                               | Sage Group PLC/The                                    | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |       43262 | NS      | $634616.29    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan American Silver Corp                         | Pan American Silver Corp                              | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Short            | EC               | CORP              | CA        |     -532030 | NS      | $-18046457.60 | -2.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                        | Repsol SA                                             | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |       72369 | NS      | $1186569.28   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: PLN 4.284000 17-SEP-2030 WIB                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    32100000 | OU      | $-55262.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                            | Monster Beverage Corp                                 | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |        5723 | NS      | $357172.43    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                      | COPPER FUTURE DEC25                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -121 | NC      | $-181561.49   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.099000 17-SEP-2035 CAD                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3200000 | OU      | $6482.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                 | Wartsila OYJ Abp                                      | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |        8707 | NS      | $255226.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Enterprises Holdings Ltd                 | Beijing Enterprises Holdings Ltd                      | CUSIP: 000000000<br>LEI: 529900896ODARUEY2V26 | Long             | EC               | CORP              | HK        |       78000 | NS      | $324800.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Manhattan Associates Inc                         | Manhattan Associates Inc                              | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Short            | EC               | CORP              | US        |       -1108 | NS      | $-238707.52   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -19 | NC      | $-5130.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -9 | NC      | $-51120.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                               | Globus Medical Inc                                    | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |       45607 | NS      | $2794340.89   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SEK / SOLD USD                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |           1 | NC      | $9295.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skechers USA Inc                                 | Skechers USA Inc                                      | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |      132830 | NS      | $8378916.40   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                               | Deutsche Boerse AG                                    | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Short            | EC               | CORP              | DE        |        -610 | NS      | $-179543.66   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SWAP/CDSWAP/CDS: (ITRAXX.XO.42.V2 35-100%)            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |    11110000 | OU      | $2393543.27   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                      | Nutrien Ltd                                           | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |         900 | NS      | $51869.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD NZD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $5051.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash Inc                                     | DoorDash Inc                                          | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        2854 | NS      | $699943.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 0.513500 17-SEP-2035 SAR                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      700000 | OU      | $-1436.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CZK / SOLD USD                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CZ        |           1 | NC      | $55489.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                           | ANZ Group Holdings Ltd                                | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Short            | EC               | CORP              | AU        |      -28926 | NS      | $-635623.79   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                          | Recruit Holdings Co Ltd                               | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |       12000 | NS      | $686679.38    | 0.10%             |  |  |  | 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      | $176609.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                | LEG Immobilien SE                                     | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Short            | EC               | CORP              | DE        |       -2843 | NS      | $-238317.18   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                   | Atlas Copco AB                                        | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |        3786 | NS      | $60443.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHEVRON CORP                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -64 | NC      | $-241600.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWAP/CDSWAP/CDS: (CMBX.NA.15.AAA)                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |     1729886 | OU      | $-6000.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO Inc                                         | ZOZO Inc                                              | CUSIP: 000000000<br>LEI: 549300GC7XPQMZA0OW13 | Short            | EC               | CORP              | JP        |      -28600 | NS      | $-265757.42   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED JPY / SOLD USD                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |           1 | NC      | $5584.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Badger Meter Inc                                 | Badger Meter Inc                                      | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |        3873 | NS      | $708449.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd                                          | Sea Ltd                                               | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Short            | EC               | CORP              | KY        |       -2400 | NS      | $-447696.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                      | Netflix Inc                                           | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |         550 | NS      | $664537.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                          | Zebra Technologies Corp                               | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Short            | EC               | CORP              | US        |       -2199 | NS      | $-697280.91   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED PEN / SOLD USD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PE        |           1 | NC      | $75776.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP Renovaveis SA                                | EDP Renovaveis SA                                     | CUSIP: 000000000<br>LEI: 529900MUFAH07Q1TAX06 | Short            | EC               | CORP              | ES        |      -69190 | NS      | $-812637.07   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Samsara Inc                                      | Samsara Inc                                           | CUSIP: 79589L106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -42551 | NS      | $-1537793.14  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab Corp                                  | Rocket Lab Corp                                       | CUSIP: 773121108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -14200 | NS      | $-690120.00   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED NOK / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |           1 | NC      | $34138.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                           | Intuitive Surgical Inc                                | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        4835 | NS      | $2288381.33   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                             | Waste Management Inc                                  | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Short            | EC               | CORP              | US        |       -2921 | NS      | $-661285.19   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc                                         | IonQ Inc                                              | CUSIP: 46222L108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -44500 | NS      | $-1901930.00  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD AUD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-16804.76    | -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      | $346.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 0.511000 17-SEP-2035 SAR                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1100000 | OU      | $-1910.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD INR                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $2840.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lotus Bakeries NV                                | Lotus Bakeries NV                                     | CUSIP: 000000000<br>LEI: 5493004C0K34IFI67I03 | Short            | EC               | CORP              | BE        |         -51 | NS      | $-500129.27   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                              | Astellas Pharma Inc                                   | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Short            | EC               | CORP              | JP        |      -48700 | NS      | $-534612.54   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| STERIS PLC                                       | STERIS PLC                                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IE        |       -3655 | NS      | $-895694.30   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED SGD / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SG        |           1 | NC      | $-277.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS -0.193000 17-SEP-2027 SA                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    93000000 | OU      | $-271540.10   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | E-MINI RUSS 2000 SEP25                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -327 | NC      | $-3406847.67  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| BlueScope Steel Ltd                              | BlueScope Steel Ltd                                   | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |      129670 | NS      | $1942676.90   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                         | Adyen NV                                              | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Short            | EC               | CORP              | NL        |        -651 | NS      | $-1093139.66  | -0.15%            |  |  |  | Yes           |                  2 | On Loan: No      |
| TELECOM ITALIA DIR OPZ AZ ORD                    | TELECOM ITALIA DIR OPZ AZ ORD                         | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | N/A              | DE               |  | IT        |     3427828 | NS      | $43595.06     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| West Fraser Timber Co Ltd                        | West Fraser Timber Co Ltd                             | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |        9190 | NS      | $670042.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD CAD                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $11085.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axcelis Technologies Inc                         | Axcelis Technologies Inc                              | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |       12180 | NS      | $974887.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                 | FirstEnergy Corp                                      | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Short            | EC               | CORP              | US        |      -16015 | NS      | $-698574.30   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD SEK                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-133338.55   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: SEK 2.039000 17-SEP-2027 3M                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   115000000 | OU      | $-10195.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TC Energy Corp                                   | TC Energy Corp                                        | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Short            | EC               | CORP              | CA        |       -1900 | NS      | $-98946.37    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                 | Booz Allen Hamilton Holding Corp                      | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       15241 | NS      | $1657001.52   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                     | Broadcom Inc                                          | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       11170 | NS      | $3321846.30   | 0.47%             |  |  |  | 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      | $-1615.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Electric Co Ltd                             | Fuji Electric Co Ltd                                  | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |       12300 | NS      | $774549.29    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       44645 | NS      | $2265287.30   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                      | CDW Corp/DE                                           | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Short            | EC               | CORP              | US        |       -3836 | NS      | $-632019.36   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| NEXTDC Ltd                                       | NEXTDC Ltd                                            | CUSIP: 000000000<br>LEI: 529900RTERU3X7G3D672 | Short            | EC               | CORP              | AU        |      -20417 | NS      | $-219374.10   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc                    | Old Dominion Freight Line Inc                         | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Short            | EC               | CORP              | US        |       -2899 | NS      | $-437662.03   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                        | Ball Corp                                             | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Short            | EC               | CORP              | US        |      -10300 | NS      | $-542192.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PENN ENTERTAINMENT INC                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -354 | NC      | $-212400.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                    | Automatic Data Processing Inc                         | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Short            | EC               | CORP              | US        |        -538 | NS      | $-163578.90   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                      | Bayerische Motoren Werke AG                           | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |       11369 | NS      | $1189429.49   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | DAX INDEX FUTURE SEP25                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         -20 | NC      | $67849.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Renewable Corp                        | Brookfield Renewable Corp                             | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Short            | EC               | CORP              | CA        |       -2500 | NS      | $-84264.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                           | Equitable Holdings Inc                                | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Short            | EC               | CORP              | US        |      -12171 | NS      | $-648227.46   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                             | Veritex Holdings Inc                                  | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      264118 | NS      | $9072453.30   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co                                | Erie Indemnity Co                                     | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Short            | EC               | CORP              | US        |       -6443 | NS      | $-2283270.34  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| TDK Corp                                         | TDK Corp                                              | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |       10800 | NS      | $139463.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                    | Volkswagen AG                                         | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |       19478 | NS      | $2269723.05   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALTA JU GS                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     5265264 | OU      | $77228.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                    | Stellantis NV                                         | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |      180729 | NS      | $1730533.24   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Global SA                                  | Bunge Global SA                                       | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | CH        |        1730 | NS      | $145700.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $3115.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                       | US Bancorp                                            | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      112827 | NS      | $5509342.41   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TRSWAP: NDUGEAFE INDEX                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     1956133 | OU      | $-9984.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp                                       | Inpex Corp                                            | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      127500 | NS      | $2166500.49   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                        | Aviva PLC                                             | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |        7164 | NS      | $63085.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.684500 17-SEP-2035 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2800000 | OU      | $-814.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: MYR 3.181500 17-SEP-2030 KLI                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7100000 | OU      | $-7674.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rollins Inc                                      | Rollins Inc                                           | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Short            | EC               | CORP              | US        |      -33745 | NS      | $-1907942.30  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                                     | Entegris Inc                                          | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |       14067 | NS      | $1177970.58   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                  | Seagate Technology Holdings PLC                       | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Short            | EC               | CORP              | IE        |       -4559 | NS      | $-763176.60   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc           | International Flavors & Fragrances Inc                | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Short            | EC               | CORP              | US        |      -27817 | NS      | $-1877925.67  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                     | ING Groep NV                                          | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |       16353 | NS      | $390427.38    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Reddit Inc                                       | Reddit Inc                                            | CUSIP: 75734B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3609 | NS      | $812313.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                         | Okta Inc                                              | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Short            | EC               | CORP              | US        |      -29298 | NS      | $-2717975.46  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                             | Schindler Holding AG                                  | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |        1991 | NS      | $712062.54    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                       | Intel Corp                                            | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       97132 | NS      | $2365164.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                      | Gartner Inc                                           | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Short            | EC               | CORP              | US        |       -3025 | NS      | $-759849.75   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                             | Medpace Holdings Inc                                  | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |        1427 | NS      | $678552.77    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD GBP                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-15835.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Entertainment PLC                        | Flutter Entertainment PLC                             | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Short            | EC               | CORP              | IE        |       -1800 | NS      | $-552906.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -20 | NC      | $-1900.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Wilmar International Ltd                         | Wilmar International Ltd                              | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |       37500 | NS      | $86184.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American International Group Inc                 | American International Group Inc                      | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Short            | EC               | CORP              | US        |       -8396 | NS      | $-682762.72   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                            | Deutsche Lufthansa AG                                 | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Short            | EC               | CORP              | DE        |      -40382 | NS      | $-376473.36   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                         | Svenska Cellulosa AB SCA                              | CUSIP: 000000000<br>LEI: 549300FW5JDRV1IJ0M67 | Short            | EC               | CORP              | SE        |      -37456 | NS      | $-509585.14   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| 3M Co                                            | 3M Co                                                 | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Short            | EC               | CORP              | US        |       -1506 | NS      | $-234228.18   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HEWLETT PACKARD ENTERPRISE CO                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -154 | NC      | $-81620.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Auto Trader Group PLC                            | Auto Trader Group PLC                                 | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |       42526 | NS      | $461806.49    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd                             | Mitsui OSK Lines Ltd                                  | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |       56100 | NS      | $1800205.32   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -21 | NC      | $-1890.00     | -0.00%            |  |  |  | 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      | $231474.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU Aero Engines AG                              | MTU Aero Engines AG                                   | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Short            | EC               | CORP              | DE        |       -5112 | NS      | $-2278250.85  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TRSWAP: NDUVEAFE INDEX                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    22096558 | OU      | $1064224.82   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co Ltd                        | Ono Pharmaceutical Co Ltd                             | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |      141900 | NS      | $1598253.24   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                             | Galp Energia SGPS SA                                  | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |       16573 | NS      | $322141.63    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust           | CapitaLand Integrated Commercial Trust                | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               |  | SG        |      145500 | NS      | $258533.96    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TFI INTERNATIONAL INC                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |         -31 | NC      | $-42160.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                    | Boeing Co/The                                         | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Short            | EC               | CORP              | US        |      -22693 | NS      | $-5325593.24  | -0.75%            |  |  |  | No            |                  1 | On Loan: No      |
| Syensqo SA                                       | Syensqo SA                                            | CUSIP: 000000000<br>LEI: 549300060XNJ90PLNS10 | Short            | EC               | CORP              | BE        |       -1522 | NS      | $-134535.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Washington H Soul Pattinson & Co Ltd             | Washington H Soul Pattinson & Co Ltd                  | CUSIP: 000000000<br>LEI: 549300G2Q3P6ZVNC1465 | Short            | EC               | CORP              | AU        |      -17437 | NS      | $-498446.60   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| LG Electronics Inc                               | LG Electronics Inc                                    | CUSIP: 000000000<br>LEI: 988400RMQFTGZIOG0609 | Long             | EC               | CORP              | KR        |       23248 | NS      | $1231882.04   | 0.17%             |  |  |  | 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        |       -2009 | NS      | $-106562.58   | -0.02%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Macquarie Group Ltd                              | Macquarie Group Ltd                                   | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Short            | EC               | CORP              | AU        |       -2147 | NS      | $-314894.44   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                               | Honda Motor Co Ltd                                    | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |      145600 | NS      | $1613971.94   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                               | Nibe Industrier AB                                    | CUSIP: 000000000<br>LEI: 549300ZQH0FIF1P0MX67 | Short            | EC               | CORP              | SE        |     -130860 | NS      | $-537629.83   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Evergy Inc                                       | Evergy Inc                                            | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |        9875 | NS      | $703692.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | SWAP/CDSWAP/ICE: (CDX.NA.HY.44.V1)                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    13039000 | OU      | $-1071400.15  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | ALTA MORD WMN                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      987909 | OU      | $-19356.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                      | Cie Financiere Richemont SA                           | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Short            | EC               | CORP              | CH        |       -2203 | NS      | $-385707.09   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                 | ABN AMRO Bank NV                                      | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |       23936 | NS      | $690401.72    | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Rakuten Group Inc                                | Rakuten Group Inc                                     | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Short            | EC               | CORP              | JP        |     -472000 | NS      | $-2905375.21  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank Ergasias Services and Holdings SA       | Eurobank Ergasias Services and Holdings SA            | CUSIP: 000000000<br>LEI: JEUVK5RWVJEN8W0C9M24 | Long             | EC               | CORP              | GR        |       24819 | NS      | $91211.35     | 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      | $337805.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                    | Koninklijke Ahold Delhaize NV                         | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |       32819 | NS      | $1315149.13   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp                                    | SoftBank Corp                                         | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Short            | EC               | CORP              | JP        |    -1586300 | NS      | $-2453817.21  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Verbund AG                                       | Verbund AG                                            | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |         474 | NS      | $33804.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AptarGroup Inc                                   | AptarGroup Inc                                        | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       16518 | NS      | $2300461.86   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -19 | NC      | $-5320.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                             | Jacobs Solutions Inc                                  | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         690 | NS      | $100898.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -20 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc                  | Pinnacle Financial Partners Inc                       | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |       94220 | NS      | $9160068.40   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kering SA                                        | Kering SA                                             | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Short            | EC               | CORP              | FR        |       -3008 | NS      | $-806035.90   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                      | GOLD 100 OZ FUTR DEC25                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -26 | NC      | $-331622.59   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED CZK / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |           1 | NC      | $5728.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                              | Abbott Laboratories                                   | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       34015 | NS      | $4512429.90   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                      | Corning Inc                                           | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Short            | EC               | CORP              | US        |       -2146 | NS      | $-143846.38   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DUPONT DE NEMOURS INC                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -170 | NC      | $-246500.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                       | Anheuser-Busch InBev SA/NV                            | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Short            | EC               | CORP              | BE        |       -9694 | NS      | $-608161.87   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc                        | Bandai Namco Holdings Inc                             | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |        9800 | NS      | $336944.47    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRSWAP: NDUVEAFE INDEX                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |     1894426 | OU      | $86284.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp                        | Carpenter Technology Corp                             | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Short            | EC               | CORP              | US        |       -3200 | NS      | $-770816.00   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Legrand SA                                       | Legrand SA                                            | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |        5167 | NS      | $786861.83    | 0.11%             |  |  |  | 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        |     4444707 | OU      | $-15416.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp                                       | FedEx Corp                                            | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        4885 | NS      | $1128776.95   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| National Stock Exchange Of India                 | IFSC NIFTY 50 FUT SEP25                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |        -234 | NC      | $255385.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastenal Co                                      | Fastenal Co                                           | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Short            | EC               | CORP              | US        |      -61070 | NS      | $-3032736.20  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                         | Uruguay Government International Bond                 | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    13000000 | PA      | $327627.49    | 0.05%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | LEAN HOGS FUTURE OCT25                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |          57 | NC      | $67220.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                              | Synchrony Financial                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       39594 | NS      | $3022605.96   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc                                  | TXNM Energy Inc                                       | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      403294 | NS      | $22842572.16  | 3.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMCO Corp                                       | SUMCO Corp                                            | CUSIP: 000000000<br>LEI: 353800SUSRUOM0V6KU92 | Long             | EC               | CORP              | JP        |       24900 | NS      | $207172.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED CLP / SOLD USD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CL        |           1 | NC      | $11791.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co                                    | Ford Motor Co                                         | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      173445 | NS      | $2041447.65   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Dutch Bros Inc                                   | Dutch Bros Inc                                        | CUSIP: 26701L100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7200 | NS      | $-517176.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: AUD 4.190000 17-SEP-2035 AUD                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2200000 | OU      | $-2115.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Omron Corp                                       | Omron Corp                                            | CUSIP: 000000000<br>LEI: 549300ZHW0TR2QZ0NY83 | Short            | EC               | CORP              | JP        |      -26600 | NS      | $-678071.52   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.645500 17-SEP-2027 SON                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7000000 | OU      | $-16894.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Roku Inc                                         | Roku Inc                                              | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Short            | EC               | CORP              | US        |       -3900 | NS      | $-376584.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                               | PURCHASED CAD / SOLD USD                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |           1 | NC      | $-58325.54    | -0.01%            |  |  |  | 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      | $1718.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: NZD 3.984000 17-SEP-2035 3M                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4900000 | OU      | $-24761.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MSCI Inc                                         | MSCI Inc                                              | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Short            | EC               | CORP              | US        |       -3634 | NS      | $-2063094.48  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD CHF                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-682518.11   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd                                     | Fujikura Ltd                                          | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Short            | EC               | CORP              | JP        |        -900 | NS      | $-76354.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Tokai Carbon Co Ltd                              | Tokai Carbon Co Ltd                                   | CUSIP: 000000000<br>LEI: 5299002HKWA5B57KLT43 | Long             | EC               | CORP              | JP        |       40500 | NS      | $278095.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | PLATINUM FUTURE OCT25                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          43 | NC      | $244313.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cochlear Ltd                                     | Cochlear Ltd                                          | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Short            | EC               | CORP              | AU        |       -2220 | NS      | $-437152.14   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED EUR / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $195.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                | Tractor Supply Co                                     | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Short            | EC               | CORP              | US        |      -14211 | NS      | $-877671.36   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 0.423000 17-SEP-2035 SAR                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1500000 | OU      | $14040.40     | 0.00%             |  |  |  | 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      | $-1809.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | SWISS MKT IX FUTR SEP25                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          -8 | NC      | $-1371.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Infratil Ltd                                     | Infratil Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | NZ        |      -28270 | NS      | $-189308.63   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                   | GE HealthCare Technologies Inc                        | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       37271 | NS      | $2747990.83   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ANA Holdings Inc                                 | ANA Holdings Inc                                      | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Short            | EC               | CORP              | JP        |      -84000 | NS      | $-1693538.78  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp                                         | CSX Corp                                              | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      266000 | NS      | $8647660.00   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                            | Burlington Stores Inc                                 | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Short            | EC               | CORP              | US        |       -8895 | NS      | $-2585598.60  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| LG Corp                                          | LG Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        8409 | NS      | $449618.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Corp/Aichi                                  | Fuji Corp/Aichi                                       | CUSIP: 000000000<br>LEI: 353800G4VS3QLM6BSX66 | Long             | EC               | CORP              | JP        |       16300 | NS      | $303413.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED THB / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TH        |           1 | NC      | $2716.50      | 0.00%             |  |  |  | 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      | $65905.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Securities Group PLC                        | Land Securities Group PLC                             | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Short            | EC               |  | GB        |      -17539 | NS      | $-131450.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Revolution Medicines Inc                         | Revolution Medicines Inc                              | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Short            | EC               | CORP              | US        |       -9100 | NS      | $-345527.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 2.451000 17-SEP-2035 EST                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      800000 | OU      | $-2505.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Saison Co Ltd                             | Credit Saison Co Ltd                                  | CUSIP: 000000000<br>LEI: 529900SV58ZWTGRH3A66 | Long             | EC               | CORP              | JP        |       13600 | NS      | $345355.34    | 0.05%             |  |  |  | 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      | $215420.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| XPO Inc                                          | XPO Inc                                               | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-129700.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                      | Columbia Banking System Inc                           | CUSIP: 197236102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -751899 | NS      | $-20128336.23 | -2.85%            |  |  |  | No            |                  1 | On Loan: No      |
| Unibail-Rodamco-Westfield                        | Unibail-Rodamco-Westfield                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               |  | XX        |       -2272 | NS      | $-236378.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                   | BE Semiconductor Industries NV                        | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Short            | EC               | CORP              | NL        |      -12320 | NS      | $-1659473.05  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp                                       | Asics Corp                                            | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Short            | EC               | CORP              | JP        |      -55100 | NS      | $-1481175.65  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                | Kinder Morgan Inc                                     | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       31468 | NS      | $849006.64    | 0.12%             |  |  |  | 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      | $-636088.30   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                      | Goldman Sachs Group Inc/The                           | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |         942 | NS      | $702025.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED MXN / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $1748.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | UNITED RENTALS INC                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -8 | NC      | $-207920.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | ALTA JU MORD                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     5121346 | OU      | $-64752.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                 | Coca-Cola HBC AG                                      | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |       13593 | NS      | $687592.19    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                     | Leonardo SpA                                          | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |       12735 | NS      | $723454.69    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                        | Logitech International SA                             | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |        8186 | NS      | $845267.56    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.684000 17-SEP-2035 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1900000 | OU      | $-632.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED THB / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $267.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Co                                       | Carvana Co                                            | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Short            | EC               | CORP              | US        |      -11047 | NS      | $-4108600.24  | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                   | Atlas Copco AB                                        | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |       14080 | NS      | $200220.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: NZD 4.147000 17-SEP-2035 3M                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3800000 | OU      | $-49933.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Rollins Inc                                      | Rollins Inc                                           | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |         518 | NS      | $29287.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wise PLC                                         | Wise PLC                                              | CUSIP: 000000000<br>LEI: 213800LD9XCHIC1C4V71 | Short            | EC               | CORP              | GB        |     -132567 | NS      | $-1888542.39  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                          | Essential Utilities Inc                               | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |        3617 | NS      | $142907.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                         | Ipsen SA                                              | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |        6649 | NS      | $903975.41    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Datadog Inc                                      | Datadog Inc                                           | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Short            | EC               | CORP              | US        |        -703 | NS      | $-96086.04    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD JPY                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-2666.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom Inc                                       | Dexcom Inc                                            | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Short            | EC               | CORP              | US        |      -23315 | NS      | $-1756552.10  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-82658.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                               | Kraft Heinz Co/The                                    | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Short            | EC               | CORP              | US        |      -21548 | NS      | $-602697.56   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| South32 Ltd                                      | South32 Ltd                                           | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Short            | EC               | CORP              | AU        |     -359054 | NS      | $-633982.97   | -0.09%            |  |  |  | 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      | $430407.81    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED SGD / SOLD USD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $268.66       | 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        |       -8100 | NS      | $-533304.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                      | Starwood Property Trust Inc                           | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Short            | EC               |  | US        |       -3400 | NS      | $-68918.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: NZD 2.948500 17-SEP-2027 3M                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    16000000 | OU      | $14382.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust Inc                      | Healthcare Realty Trust Inc                           | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Short            | EC               |  | US        |      -11000 | NS      | $-191180.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM Holdings Corp                           | FUJIFILM Holdings Corp                                | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |       11700 | NS      | $277181.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                     | FactSet Research Systems Inc                          | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |         359 | NS      | $134021.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc              | Sumitomo Mitsui Financial Group Inc                   | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |       42100 | NS      | $1146617.54   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirvac Group                                     | Mirvac Group                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               |  | AU        |      -66561 | NS      | $-102579.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Dayforce Inc                                     | Dayforce Inc                                          | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Short            | EC               | CORP              | US        |      -19992 | NS      | $-1394841.84  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                                | Middleby Corp/The                                     | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |        8300 | NS      | $1135855.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| AppLovin Corp                                    | AppLovin Corp                                         | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Short            | EC               | CORP              | US        |       -2230 | NS      | $-1067255.70  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                         | Fabrinet                                              | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |        7158 | NS      | $2371373.82   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc                                  | Foot Locker Inc                                       | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |      166700 | NS      | $4117490.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: —       |
| Fortive Corp                                     | Fortive Corp                                          | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Short            | EC               | CORP              | US        |       -8599 | NS      | $-411548.14   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | SWAP/CDSWAP/ICE: (ITRAXX.XO.42.V1)                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    13024044 | OU      | $-1525576.47  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd            | Yangzijiang Shipbuilding Holdings Ltd                 | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |      753700 | NS      | $1707742.87   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| James Hardie Industries PLC                      | James Hardie Industries PLC                           | CUSIP: 47030M106<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |       17371 | NS      | $349678.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd                                     | WH Group Ltd                                          | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |      715000 | NS      | $768339.16    | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Komatsu Ltd                                      | Komatsu Ltd                                           | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |        2100 | NS      | $71094.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 0.582000 17-SEP-2035 SAR                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1200000 | OU      | $-12827.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                     | Huntington Bancshares Inc/OH                          | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Short            | EC               | CORP              | US        |     -515031 | NS      | $-9172702.11  | -1.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED CAD / SOLD USD                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |           1 | NC      | $-21865.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED NZD / SOLD USD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |           1 | NC      | $-16141.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Co                           | International Paper Co                                | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |       28500 | NS      | $1415880.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| LG Innotek Co Ltd                                | LG Innotek Co Ltd                                     | CUSIP: 000000000<br>LEI: 988400KTHH2LMUX7EB48 | Long             | EC               | CORP              | KR        |         834 | NS      | $100795.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                   | ServiceNow Inc                                        | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Short            | EC               | CORP              | US        |       -2859 | NS      | $-2623018.14  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 0.592500 17-SEP-2035 SAR                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1600000 | OU      | $-19221.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                              | Nissan Motor Co Ltd                                   | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Short            | EC               | CORP              | JP        |     -315900 | NS      | $-708491.69   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Trade Desk Inc/The                               | Trade Desk Inc/The                                    | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Short            | EC               | CORP              | US        |       -8319 | NS      | $-454716.54   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                          | Bristol-Myers Squibb Co                               | CUSIP: 110122157<br>LEI: HLYYNH7UQUORYSJQCN42 | N/A              | DE               |  | US        |      195149 | NS      | $302480.95    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| Suzuki Motor Corp                                | Suzuki Motor Corp                                     | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |       59500 | NS      | $787349.18    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                             | Fastighets AB Balder                                  | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | EC               | CORP              | SE        |       21820 | NS      | $155343.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                      | PepsiCo Inc                                           | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Short            | EC               | CORP              | US        |       -2568 | NS      | $-381733.20   | -0.05%            |  |  |  | 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      | $448463.78    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                 | Roche Holding AG                                      | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |         199 | NS      | $68343.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                 | CUSIP: 01F060691<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -11500000 | PA      | $-11751575.84 | -1.66%            | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AtkinsRealis Group Inc                           | AtkinsRealis Group Inc                                | CUSIP: 04764T104<br>LEI: UL01OYG5OMLM5G6CFM03 | Short            | EC               | CORP              | CA        |       -3900 | NS      | $-268188.01   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                             | Vornado Realty Trust                                  | CUSIP: 929042109<br>LEI: N/A                  | Short            | EC               |  | US        |       -1700 | NS      | $-64651.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp                         | Pan American Silver Corp                              | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Short            | EC               | CORP              | CA        |       -4800 | NS      | $-162836.86   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                          | NVR Inc                                               | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Short            | EC               | CORP              | US        |         -18 | NS      | $-146117.70   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Kasikornbank PCL                                 | Kasikornbank PCL                                      | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | EC               | CORP              | TH        |      364000 | NS      | $1893386.92   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijer Ref AB                                    | Beijer Ref AB                                         | CUSIP: 000000000<br>LEI: 549300PZZEUVH08H4G75 | Short            | EC               | CORP              | SE        |      -62519 | NS      | $-1063494.46  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Informa PLC                                      | Informa PLC                                           | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Short            | EC               | CORP              | GB        |     -226306 | NS      | $-2665768.78  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Prudential PLC                                   | Prudential PLC                                        | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Short            | EC               | CORP              | GB        |      -56438 | NS      | $-752757.76   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp                                     | Insulet Corp                                          | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Short            | EC               | CORP              | US        |      -10638 | NS      | $-3615643.44  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                 | Duke Energy Corp                                      | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        2867 | NS      | $351178.83    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE SEP25                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         204 | NC      | $-338225.55   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                                    | Snowflake Inc                                         | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        3077 | NS      | $734356.82    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                               | Meta Platforms Inc                                    | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       10082 | NS      | $7447573.40   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                       | Pfizer Inc                                            | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      114641 | NS      | $2838511.16   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                     | VeriSign Inc                                          | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        1273 | NS      | $348000.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                          | E.ON SE                                               | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      139014 | NS      | $2478806.26   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Holdings Co Ltd                               | SG Holdings Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       11500 | NS      | $123817.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameren Corp                                      | Ameren Corp                                           | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        3557 | NS      | $354917.46    | 0.05%             |  |  |  | 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      | $-4161.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Q2 Holdings Inc                                  | Q2 Holdings Inc                                       | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Short            | EC               | CORP              | US        |       -4500 | NS      | $-354285.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                       | Verizon Communications Inc                            | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       64722 | NS      | $2862654.06   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                    | BHP Group Ltd                                         | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |       85618 | NS      | $2386427.50   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                           | Church & Dwight Co Inc                                | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Short            | EC               | CORP              | US        |       -1470 | NS      | $-136945.20   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                            | Molina Healthcare Inc                                 | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        4184 | NS      | $756592.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                      | Oracle Corp                                           | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       21018 | NS      | $4752800.34   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Swire Pacific Ltd                                | Swire Pacific Ltd                                     | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Short            | EC               | CORP              | HK        |      -62500 | NS      | $-535727.51   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                     | Experian PLC                                          | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |        3152 | NS      | $163385.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Makita Corp                                      | Makita Corp                                           | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |       19800 | NS      | $668475.88    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                        | Edwards Lifesciences Corp                             | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |        8874 | NS      | $721811.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| George Weston Ltd                                | George Weston Ltd                                     | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |        2100 | NS      | $135234.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd                   | Fairfax Financial Holdings Ltd                        | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |         100 | NS      | $172157.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WATERS CORP                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -24 | NC      | $-88080.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROCKET COS INC                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -633 | NC      | $-315234.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Banque Cantonale Vaudoise                        | Banque Cantonale Vaudoise                             | CUSIP: 000000000<br>LEI: K1MOBB3OPSBBQO554R76 | Short            | EC               | CORP              | CH        |       -4881 | NS      | $-567377.95   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SILICON MOTION TECHNOLOGY CORP                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |        -161 | NC      | $-457240.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Motor Co                                 | Hyundai Motor Co                                      | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EP               | CORP              | KR        |         542 | NS      | $64076.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD CAD                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $85553.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                              | SPI 200 FUTURES SEP25                                 | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |        -153 | NC      | $-923356.50   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| PERSHING SQUARE SPARC HOLDINGS                   | PERSHING SQUARE SPARC HOLDINGS                        | CUSIP: 714920113<br>LEI: 8SVCSVKSGDWMW2QHOH83 | N/A              | DE               |  | US        |       38486 | NS      | $11545.80     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED GBP / SOLD USD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $-107.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regency Centers Corp                             | Regency Centers Corp                                  | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Short            | EC               |  | US        |       -2600 | NS      | $-188500.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Swatch Group AG/The                              | Swatch Group AG/The                                   | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Short            | EC               | CORP              | CH        |       -1618 | NS      | $-292558.88   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN MEAL FUTR DEC25                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          92 | NC      | $-169830.71   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                               | AerCap Holdings NV                                    | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Short            | EC               | CORP              | NL        |       -6365 | NS      | $-786077.50   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                                     | Prysmian SpA                                          | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |        8859 | NS      | $773151.90    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                         | Crowdstrike Holdings Inc                              | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        1325 | NS      | $561402.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC GCI LIBERTY INC SR                           | ESC GCI LIBERTY INC SR                                | CUSIP: 361ESC049<br>LEI: 5493003JDENERRDYFN86 | Long             | EC               | CORP              | US        |       95635 | NS      | $4781.75      | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Citibank NA                                      | PURCHASED USD / SOLD INR                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $3242.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMerieux                                       | BioMerieux                                            | CUSIP: 000000000<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |        4885 | NS      | $679327.78    | 0.10%             |  |  |  | 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      | $-636088.30   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp                                         | Fox Corp                                              | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       19663 | NS      | $1072616.65   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Delivery Hero SE                                 | Delivery Hero SE                                      | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Short            | EC               | CORP              | DE        |      -66582 | NS      | $-1766352.36  | -0.25%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Rocket Cos Inc                                   | Rocket Cos Inc                                        | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       63300 | NS      | $1124841.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Maxell Ltd                                       | Maxell Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       11500 | NS      | $160653.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sarepta Therapeutics Inc                         | Sarepta Therapeutics Inc                              | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Short            | EC               | CORP              | US        |       -4000 | NS      | $-72800.00    | -0.01%            |  |  |  | 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      | $112038.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-13590.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd                                | Computershare Ltd                                     | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |       14307 | NS      | $356042.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                        | Woodside Energy Group Ltd                             | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Short            | EC               | CORP              | AU        |      -25967 | NS      | $-447605.94   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD JPY                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-60175.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                         | Rolls-Royce Holdings PLC                              | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Short            | EC               | CORP              | GB        |     -235143 | NS      | $-3390840.91  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| Bilibili Inc                                     | Bilibili Inc                                          | CUSIP: 000000000<br>LEI: 5493008V60M52L3PIS45 | Short            | EC               | CORP              | KY        |       -4460 | NS      | $-103976.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                      | Reckitt Benckiser Group PLC                           | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Short            | EC               | CORP              | GB        |       -9850 | NS      | $-736458.74   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Solventum Corp                                   | Solventum Corp                                        | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |       35083 | NS      | $2564216.47   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MonotaRO Co Ltd                                  | MonotaRO Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | JP        |     -109700 | NS      | $-1890195.27  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Dover Corp                                       | Dover Corp                                            | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        3613 | NS      | $646221.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.871000 17-SEP-2035 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2000000 | OU      | $-30729.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Konami Group Corp                                | Konami Group Corp                                     | CUSIP: 000000000<br>LEI: 353800FC4A5QCMIZFV94 | Long             | EC               | CORP              | JP        |        4800 | NS      | $724024.22    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ACV Auctions Inc                                 | ACV Auctions Inc                                      | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22095 | NS      | $257627.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: SEK 2.619000 17-SEP-2035 3M                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9000000 | OU      | $-5302.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                   | TOPIX INDX FUTR SEP25                                 | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |           8 | NC      | $48495.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -9 | NC      | $-75870.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                                 | Malibu Boats Inc                                      | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       29981 | NS      | $995369.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED ZAR / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $9389.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Communities Inc                              | Sun Communities Inc                                   | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Short            | EC               |  | US        |       -9335 | NS      | $-1184331.45  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: AUD 3.225500 17-SEP-2027 AUD                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    17000000 | OU      | $3499.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                          | Heidelberg Materials AG                               | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |        2983 | NS      | $705623.57    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Grab Holdings Ltd                                | Grab Holdings Ltd                                     | CUSIP: 000000000<br>LEI: 549300N4VQX83VPJF439 | Short            | EC               | CORP              | KY        |     -428771 | NS      | $-2139567.29  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -18 | NC      | $-5310.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                         | Bayer AG                                              | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |       46293 | NS      | $1523065.72   | 0.22%             |  |  |  | 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      | $-299.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LPL Financial Holdings Inc                       | LPL Financial Holdings Inc                            | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |        1884 | NS      | $686680.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                              | Mr Cooper Group Inc                                   | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |        7000 | NS      | $1319710.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                              | Carrier Global Corp                                   | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |        7004 | NS      | $456660.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                | Devon Energy Corp                                     | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       45607 | NS      | $1646412.70   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                     | LyondellBasell Industries NV                          | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |       30766 | NS      | $1733664.10   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BECTON DICKINSON + CO                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -16 | NC      | $-39200.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Isuzu Motors Ltd                                 | Isuzu Motors Ltd                                      | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |       24100 | NS      | $315676.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Zillow Group Inc                                 | Zillow Group Inc                                      | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Short            | EC               | CORP              | US        |      -30185 | NS      | $-2544897.35  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Legend Biotech Corp                              | Legend Biotech Corp                                   | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Short            | EC               | CORP              | KY        |       -1300 | NS      | $-45149.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                           | Skyworks Solutions Inc                                | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |        2561 | NS      | $191921.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp                         | Mitsubishi Electric Corp                              | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |       51700 | NS      | $1234235.49   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties Inc                              | VICI Properties Inc                                   | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |       20384 | NS      | $688571.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Kimco Realty Corp                                | Kimco Realty Corp                                     | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Short            | EC               |  | US        |       -8400 | NS      | $-188916.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                     | KKR & Co Inc                                          | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Short            | EC               | CORP              | US        |      -17515 | NS      | $-2443167.35  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                              | Global Payments Inc                                   | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Short            | EC               | CORP              | US        |       -8719 | NS      | $-774421.58   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Fastighets AB Balder                             | Fastighets AB Balder                                  | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Short            | EC               | CORP              | SE        |       -7127 | NS      | $-50739.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 4.087000 17-SEP-2035 SON                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    16320000 | OU      | $-188776.13   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group Inc                         | Japan Exchange Group Inc                              | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Short            | EC               | CORP              | JP        |     -157400 | NS      | $-1645165.26  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: OIS 8.830000 17-SEP-2030 IBR                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 39380000000 | OU      | $51275.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                      | Swiss Re AG                                           | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Short            | EC               | CORP              | CH        |       -3735 | NS      | $-676946.59   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.945000 17-SEP-2035 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10900000 | OU      | $-235185.49   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Renewable Corp                        | Brookfield Renewable Corp                             | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Short            | EC               | CORP              | CA        |      -15262 | NS      | $-514329.40   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Sanrio Co Ltd                                    | Sanrio Co Ltd                                         | CUSIP: 000000000<br>LEI: 3538002Q5JQLOMSPH125 | Short            | EC               | CORP              | JP        |      -35300 | NS      | $-1826465.32  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| TE Connectivity PLC                              | TE Connectivity PLC                                   | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |        3333 | NS      | $688264.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| LCH Ltd.                                         | FSWP: NZD 4.131000 17-SEP-2035 3M                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3600000 | OU      | $44447.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                    | Marriott International Inc/MD                         | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-321432.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| H & M Hennes & Mauritz AB                        | H & M Hennes & Mauritz AB                             | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Short            | EC               | CORP              | SE        |       -9782 | NS      | $-143753.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 0.450000 17-SEP-2035 SAR                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    19300000 | OU      | $114943.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                     | Citizens Financial Group Inc                          | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       12355 | NS      | $645919.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTO Ltd                                         | TOTO Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       14800 | NS      | $382176.98    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                   | Rheinmetall AG                                        | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Short            | EC               | CORP              | DE        |        -825 | NS      | $-1600294.14  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Waste Connections Inc                            | Waste Connections Inc                                 | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Short            | EC               | CORP              | CA        |       -7322 | NS      | $-1353178.82  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp                                   | Open Text Corp                                        | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |       16900 | NS      | $558923.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED AUD / SOLD USD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $11148.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                               | NextEra Energy Inc                                    | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Short            | EC               | CORP              | US        |      -11508 | NS      | $-829151.40   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                  | Yum! Brands Inc                                       | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        2443 | NS      | $359047.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexus                                            | Dexus                                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               |  | AU        |      -16081 | NS      | $-78909.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TransUnion                                       | TransUnion                                            | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Short            | EC               | CORP              | US        |       -3517 | NS      | $-310902.80   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Genscript Biotech Corp                           | Genscript Biotech Corp                                | CUSIP: 000000000<br>LEI: 529900YIYUOJOXSAE372 | Short            | EC               | CORP              | KY        |      -38000 | NS      | $-84390.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Zoom Communications Inc                          | Zoom Communications Inc                               | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       34261 | NS      | $2789530.62   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                           | AP Moller - Maersk A/S                                | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |         861 | NS      | $1774116.19   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Industries Corp                           | Toyota Industries Corp                                | CUSIP: 000000000<br>LEI: 35380000WKGEAHEMW830 | Long             | EC               | CORP              | JP        |      106549 | NS      | $11736630.84  | 1.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenaris SA                                       | Tenaris SA                                            | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |       45864 | NS      | $830858.12    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                    | Sumitomo Corp                                         | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |        6300 | NS      | $176433.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                       | Zimmer Biomet Holdings Inc                            | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Short            | EC               | CORP              | US        |       -7273 | NS      | $-771665.30   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| XPeng Inc                                        | XPeng Inc                                             | CUSIP: 000000000<br>LEI: 549300TZNMIREMWQU857 | Short            | EC               | CORP              | KY        |      -13000 | NS      | $-137249.81   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                              | SoftBank Group Corp                                   | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Short            | EC               | CORP              | JP        |       -9700 | NS      | $-1041625.33  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Docusign Inc                                     | Docusign Inc                                          | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |        8983 | NS      | $688636.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                                 | Pure Storage Inc                                      | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Short            | EC               | CORP              | US        |      -11967 | NS      | $-928758.87   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Straumann Holding AG                             | Straumann Holding AG                                  | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Short            | EC               | CORP              | CH        |       -1090 | NS      | $-127725.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp                                     | Newmont Corp                                          | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Short            | EC               | CORP              | US        |      -15373 | NS      | $-1143751.20  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Penta-Ocean Construction Co Ltd                  | Penta-Ocean Construction Co Ltd                       | CUSIP: 000000000<br>LEI: 529900QN42Q9UIW3AS17 | Long             | EC               | CORP              | JP        |       51500 | NS      | $371736.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD RON                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $162.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Pacific Land Corp                          | Texas Pacific Land Corp                               | CUSIP: 88262P102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1717 | NS      | $-1602785.16  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 4.154000 17-SEP-2035 SON                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1600000 | OU      | $6770.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                                 | Elia Group SA/NV                                      | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Short            | EC               | CORP              | BE        |       -4542 | NS      | $-519722.07   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| SIG Group AG                                     | SIG Group AG                                          | CUSIP: 000000000<br>LEI: 5493004Z6P7TSVB1L042 | Short            | EC               | CORP              | CH        |      -61901 | NS      | $-980547.66   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                   | PulteGroup Inc                                        | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16858 | NS      | $2225593.16   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Saputo Inc                                       | Saputo Inc                                            | CUSIP: 802912105<br>LEI: 549300HH4U1DPY0TBT90 | Short            | EC               | CORP              | CA        |      -34700 | NS      | $-868668.58   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Nice Ltd                                         | Nice Ltd                                              | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |        2511 | NS      | $353963.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Stanley Electric Co Ltd                          | Stanley Electric Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       13800 | NS      | $279500.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS -0.172000 17-SEP-2027 SA                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7500000 | OU      | $-17892.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) DEC25                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -70 | NC      | $-23592.24    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AGC Inc                                          | AGC Inc                                               | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |       11700 | NS      | $366879.63    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | BMO4PRPU7 GMODUB                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |   -43005000 | NC      | $-68199.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ADMA Biologics Inc                               | ADMA Biologics Inc                                    | CUSIP: 000899104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4000 | NS      | $-69040.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd                                    | Fortescue Ltd                                         | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |      160223 | NS      | $2020920.42   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Vaxcyte Inc                                      | Vaxcyte Inc                                           | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Short            | EC               | CORP              | US        |      -11200 | NS      | $-344848.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                   | Morgan Stanley                                        | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |        4728 | NS      | $711469.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                    | Carnival Corp                                         | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |       23955 | NS      | $763924.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                      | Pacific Premier Bancorp Inc                           | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      821746 | NS      | $20124559.54  | 2.85%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Square Co Ltd                                 | SK Square Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        7038 | NS      | $746433.12    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                  | Ulta Beauty Inc                                       | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        1426 | NS      | $702632.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United Utilities Group PLC                       | United Utilities Group PLC                            | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Short            | EC               | CORP              | GB        |      -54534 | NS      | $-847242.66   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Xero Ltd                                         | Xero Ltd                                              | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Short            | EC               | CORP              | NZ        |      -16719 | NS      | $-1782795.14  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD RON                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $398.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                              | Nissan Motor Co Ltd                                   | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | EC               | CORP              | JP        |      658500 | NS      | $1476865.39   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia Energetica de Minas Gerais                   | Cia Energetica de Minas Gerais                        | CUSIP: 000000000<br>LEI: 254900W703PXLDSEM056 | Long             | EP               | CORP              | BR        |       95400 | NS      | $195485.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: AUD 4.250500 17-SEP-2035 AUD                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4000000 | OU      | $16898.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED CAD / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $-29101.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                               | Banco Santander SA                                    | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |      327229 | NS      | $3125049.70   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc                           | Tyler Technologies Inc                                | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Short            | EC               | CORP              | US        |       -2777 | NS      | $-1563117.76  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| CVC Capital Partners PLC                         | CVC Capital Partners PLC                              | CUSIP: 000000000<br>LEI: 213800E8UQS1KA32YD39 | Short            | EC               | CORP              | JE        |      -83340 | NS      | $-1682274.24  | -0.24%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Royal Gold Inc                                   | Royal Gold Inc                                        | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Short            | EC               | CORP              | US        |      -81210 | NS      | $-14583691.80 | -2.06%            |  |  |  | No            |                  1 | On Loan: No      |
| FirstService Corp                                | FirstService Corp                                     | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |        2000 | NS      | $402650.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental Inc                            | GFL Environmental Inc                                 | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Short            | EC               | CORP              | CA        |       -4100 | NS      | $-205097.03   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                       | CF Industries Holdings Inc                            | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        8384 | NS      | $726305.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Scentre Group                                    | Scentre Group                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               |  | AU        |      -74097 | NS      | $-197489.18   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                     | Monolithic Power Systems Inc                          | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |         898 | NS      | $750512.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                     | QUALCOMM Inc                                          | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        5567 | NS      | $894783.91    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken NV                                      | Heineken NV                                           | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Short            | EC               | CORP              | NL        |       -7049 | NS      | $-571743.81   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CGI Inc                                          | CGI Inc                                               | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |        7200 | NS      | $699160.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrovial SE                                     | Ferrovial SE                                          | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Short            | EC               | CORP              | NL        |      -55647 | NS      | $-3043567.04  | -0.43%            |  |  |  | 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      | $87021.02     | 0.01%             |  |  |  | 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      | $-1560219.87  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Diageo PLC                                       | Diageo PLC                                            | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |       72599 | NS      | $2013447.99   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Cava Group Inc                                   | Cava Group Inc                                        | CUSIP: 148929102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5200 | NS      | $-351260.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                       | Siemens AG                                            | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |        2431 | NS      | $673885.86    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD NZD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $11507.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA     | Cie Generale des Etablissements Michelin SCA          | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |       14758 | NS      | $534439.61    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                      | NN Group NV                                           | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |       31031 | NS      | $2135928.58   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventas Inc                                       | Ventas Inc                                            | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Short            | EC               |  | US        |      -28446 | NS      | $-1936603.68  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust Inc                       | Americold Realty Trust Inc                            | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Short            | EC               |  | US        |      -16000 | NS      | $-231040.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Covestro AG                                      | Covestro AG                                           | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |      216124 | NS      | $15018720.15  | 2.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TRSWAP: NDUGEAFE INDEX                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    20469946 | OU      | $679162.54    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Salmar ASA                                       | Salmar ASA                                            | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGDBK67 | Short            | EC               | CORP              | NO        |      -15738 | NS      | $-805955.91   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                              | Fifth Third Bancorp                                   | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Short            | EC               | CORP              | US        |       -5393 | NS      | $-246837.61   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                               | Analog Devices Inc                                    | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Short            | EC               | CORP              | US        |        -193 | NS      | $-48502.83    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                           | COFFEE 'C' FUTURE DEC25                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        -107 | NC      | $-3180874.73  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RENTOKIL INITIAL PLC                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        -349 | NC      | $-115170.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                            | ON Semiconductor Corp                                 | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       34502 | NS      | $1710954.18   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.875500 17-SEP-2035 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3300000 | OU      | $51950.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                          | Panasonic Holdings Corp                               | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |      240800 | NS      | $2437444.63   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| M&G PLC                                          | M&G PLC                                               | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Short            | EC               | CORP              | GB        |      -46108 | NS      | $-165160.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                       | Haleon PLC                                            | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |      564805 | NS      | $2779540.73   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Corp                                      | Yamaha Corp                                           | CUSIP: 000000000<br>LEI: 529900S5TENP3IJS7S02 | Long             | EC               | CORP              | JP        |       35700 | NS      | $234896.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                            | Becton Dickinson & Co                                 | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Short            | EC               | CORP              | US        |       -1972 | NS      | $-380556.56   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                                      | Masimo Corp                                           | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       10402 | NS      | $1453263.42   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| LCH Ltd.                                         | FSWP: OIS 3.653000 17-SEP-2027 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    12600000 | OU      | $-71758.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -10 | NC      | $-22600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Primo Brands Corp                                | Primo Brands Corp                                     | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Short            | EC               | CORP              | US        |       -3700 | NS      | $-92907.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                 | Deutsche Post AG                                      | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |       14555 | NS      | $663383.12    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexi SpA                                         | Nexi SpA                                              | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Short            | EC               | CORP              | IT        |     -115021 | NS      | $-729875.92   | -0.10%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED EGP / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |           1 | NC      | $19380.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp                                         | KLA Corp                                              | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        2329 | NS      | $2030888.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Entain PLC                                       | Entain PLC                                            | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Short            | EC               | CORP              | IM        |      -52326 | NS      | $-621458.59   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                            | Northrop Grumman Corp                                 | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        1020 | NS      | $601840.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                  | Telefonaktiebolaget LM Ericsson                       | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |      222242 | NS      | $1759447.03   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                 | CUSIP: 01F052490<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15000000 | PA      | $15332890.20  | 2.17%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                 | Hartford Insurance Group Inc/The                      | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        5382 | NS      | $712092.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GLOBUS MEDICAL INC                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -113 | NC      | $-24860.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                              | Electronic Arts Inc                                   | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        4422 | NS      | $760362.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lottery Corp Ltd/The                             | Lottery Corp Ltd/The                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | AU        |     -193788 | NS      | $-744497.75   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SWAP/CDSWAP/CDS: (ITRAXX.XO.42.V2 35-100%)            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |    10000000 | OU      | $2154404.36   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Illumina Inc                                     | Illumina Inc                                          | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Short            | EC               | CORP              | US        |       -3355 | NS      | $-335365.80   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc                                       | Corpay Inc                                            | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Short            | EC               | CORP              | US        |       -1900 | NS      | $-618773.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                       | Humana Inc                                            | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        4791 | NS      | $1454835.06   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                           | SGS SA                                                | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |        1329 | NS      | $135571.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Onex Corp                                        | Onex Corp                                             | CUSIP: 68272K103<br>LEI: 894500LB8PNE5C7CEN88 | Long             | EC               | CORP              | CA        |        2200 | NS      | $188225.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Knorr-Bremse AG                                  | Knorr-Bremse AG                                       | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |        5915 | NS      | $617896.02    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kroger Co/The                                    | Kroger Co/The                                         | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        9501 | NS      | $644547.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeon Co Ltd                                      | Aeon Co Ltd                                           | CUSIP: 000000000<br>LEI: 5299009MXFL34SA71416 | Short            | EC               | CORP              | JP        |     -237600 | NS      | $-2882337.31  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Viking Therapeutics Inc                          | Viking Therapeutics Inc                               | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Short            | EC               | CORP              | US        |       -9000 | NS      | $-243450.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                    | Pinterest Inc                                         | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19708 | NS      | $721904.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                     | United Airlines Holdings Inc                          | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       29962 | NS      | $3146010.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                                      | ROBLOX Corp                                           | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3340 | NS      | $416130.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 4.033000 17-SEP-2035 SON                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1600000 | OU      | $-27967.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd                                  | Pro Medicus Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |        2316 | NS      | $449847.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings Inc                              | Resona Holdings Inc                                   | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Short            | EC               | CORP              | JP        |      -70600 | NS      | $-708078.13   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                           | Cie de Saint-Gobain SA                                | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |        6003 | NS      | $648078.78    | 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      | $104581.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 1.368000 17-SEP-2030 THO                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   298800000 | OU      | $-120075.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co/The                                  | Southern Co/The                                       | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Short            | EC               | CORP              | US        |       -7800 | NS      | $-719940.00   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| IGM Financial Inc                                | IGM Financial Inc                                     | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Long             | EC               | CORP              | CA        |       19700 | NS      | $706322.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SUNOCO LP                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         684 | NC      | $225720.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                        | Apple Inc                                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       28410 | NS      | $6595097.40   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| InPost SA                                        | InPost SA                                             | CUSIP: 000000000<br>LEI: 2221003M23QLERR89585 | Short            | EC               | CORP              | LU        |      -60059 | NS      | $-872973.72   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 2.555000 17-SEP-2027 CAD                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    62200000 | OU      | $41662.65     | 0.01%             |  |  |  | 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      | $16652.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PriceSmart Inc                                   | PriceSmart Inc                                        | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |       20910 | NS      | $2242806.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                       | AbbVie Inc                                            | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Short            | EC               | CORP              | US        |      -14148 | NS      | $-2976739.20  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: AUD 4.296500 17-SEP-2035 AUD                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4400000 | OU      | $-29505.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                              | Erste Group Bank AG                                   | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |        7751 | NS      | $737782.27    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 4.080000 17-SEP-2035 SON                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11310000 | OU      | $-139492.97   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NIO Inc                                          | NIO Inc                                               | CUSIP: 000000000<br>LEI: 549300JBU4TV5OCKJV96 | Short            | EC               | CORP              | KY        |      -25630 | NS      | $-164147.27   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bloom Energy Corp                                | Bloom Energy Corp                                     | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Short            | EC               | CORP              | US        |      -10100 | NS      | $-534694.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED TWD / SOLD USD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TW        |           1 | NC      | $9.77         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                             | Dassault Systemes SE                                  | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |       40814 | NS      | $1269323.49   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Sagax AB                                         | Sagax AB                                              | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Short            | EC               | CORP              | SE        |       -6263 | NS      | $-135811.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash Inc                                     | DoorDash Inc                                          | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Short            | EC               | CORP              | US        |       -3028 | NS      | $-742617.00   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd        | Taiwan Semiconductor Manufacturing Co Ltd             | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      140154 | NS      | $5248961.44   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co                           | MatsukiyoCocokara & Co                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       19600 | NS      | $404860.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CHF / SOLD USD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |           1 | NC      | $6606.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Co                                 | Hyundai Motor Co                                      | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EP               | CORP              | KR        |         492 | NS      | $59956.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc       | Fidelity National Information Services Inc            | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Short            | EC               | CORP              | US        |      -43318 | NS      | $-3024029.58  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                               | Poste Italiane SpA                                    | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |        9391 | NS      | $219951.69    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                    | Regeneron Pharmaceuticals Inc                         | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        4478 | NS      | $2600374.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD INR                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $3103.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd                    | Insurance Australia Group Ltd                         | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Short            | EC               | CORP              | AU        |      -16107 | NS      | $-91631.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Restaurant Brands International Inc              | Restaurant Brands International Inc                   | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Short            | EC               | CORP              | CA        |      -23997 | NS      | $-1519730.01  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                          | Cboe Global Markets Inc                               | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |          50 | NS      | $11797.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zenkoku Hosho Co Ltd                             | Zenkoku Hosho Co Ltd                                  | CUSIP: 000000000<br>LEI: 353800VOQEKTSCSL9O03 | Long             | EC               | CORP              | JP        |       11000 | NS      | $251551.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                         | Builders FirstSource Inc                              | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       14342 | NS      | $1988948.56   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                               | Vodafone Group PLC                                    | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |      873631 | NS      | $1046105.65   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Hongkong Land Holdings Ltd                       | Hongkong Land Holdings Ltd                            | CUSIP: 000000000<br>LEI: 213800XCHYNRPAYGXW28 | Short            | EC               | CORP              | BM        |      -11900 | NS      | $-73783.83    | -0.01%            |  |  |  | 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      | $662165.88    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                          | EXOR NV                                               | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |       23906 | NS      | $2395755.38   | 0.34%             |  |  |  | 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      | $302214.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: SEK 2.095500 17-SEP-2027 3M                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    75000000 | OU      | $15358.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co Ltd                                | Shionogi & Co Ltd                                     | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |      119500 | NS      | $2067076.65   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp                             | Targa Resources Corp                                  | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Short            | EC               | CORP              | US        |      -10863 | NS      | $-1822376.88  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Advantest Corp                                   | Advantest Corp                                        | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Short            | EC               | CORP              | JP        |       -6700 | NS      | $-512345.53   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: SEK 2.666500 17-SEP-2035 3M                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    19000000 | OU      | $-2782.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | TRSWAP: BNPXCTAE                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCO              |  | US        |    15980547 | OU      | $289018.87    | 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        |     -119500 | NS      | $-2845097.11  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| AppLovin Corp                                    | AppLovin Corp                                         | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        1748 | NS      | $836575.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc                                      | Wayfair Inc                                           | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               | CORP              | US        |       -4000 | NS      | $-298400.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl PLC                                        | Bunzl PLC                                             | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Short            | EC               | CORP              | GB        |       -2556 | NS      | $-86384.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: NZD 3.306000 17-SEP-2027 3M                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    15000000 | OU      | $74598.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED KRW / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KR        |           1 | NC      | $1565.35      | 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        |       47829 | NS      | $2862087.36   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Airlines Ltd                           | Singapore Airlines Ltd                                | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Short            | EC               | CORP              | SG        |     -137900 | NS      | $-707052.88   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                          | Manulife Financial Corp                               | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |        4400 | NS      | $135362.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                 | ArcelorMittal SA                                      | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |       61648 | NS      | $2053790.44   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp                           | Yokogawa Electric Corp                                | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |       15400 | NS      | $449533.62    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Cameco Corp                                      | Cameco Corp                                           | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Short            | EC               | CORP              | CA        |      -28283 | NS      | $-2188821.37  | -0.31%            |  |  |  | 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        |     8139146 | NS      | $8139146.47   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: AUD 3.148000 17-SEP-2027 AUD                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    14000000 | OU      | $-16544.26    | -0.00%            |  |  |  | No            |                  2 | 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      | $3925375.13   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                | Clean Harbors Inc                                     | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |        3266 | NS      | $791057.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHARTER COMMUNICATIONS INC                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -33 | NC      | $-72930.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                                | AeroVironment Inc                                     | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Short            | EC               | CORP              | US        |       -1600 | NS      | $-386160.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                      | Workday Inc                                           | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Short            | EC               | CORP              | US        |       -1001 | NS      | $-231050.82   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 2.562000 17-SEP-2027 CAD                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    12500000 | OU      | $-9608.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chewy Inc                                        | Chewy Inc                                             | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Short            | EC               | CORP              | US        |       -3800 | NS      | $-155648.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OMNICOM GROUP INC                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -145 | NC      | $-75400.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS -0.083500 17-SEP-2027 SA                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6500000 | OU      | $876.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHART INDUSTRIES INC                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -38 | NC      | $-224200.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                      | Euronext NV                                           | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Short            | EC               | CORP              | NL        |         -75 | NS      | $-12380.98    | -0.00%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Novartis AG                                      | Novartis AG                                           | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |        1395 | NS      | $176568.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                              | Kimberly-Clark Corp                                   | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |        5155 | NS      | $665716.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Investment Ltd/Singapore              | CapitaLand Investment Ltd/Singapore                   | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Short            | EC               | CORP              | SG        |     -786300 | NS      | $-1690046.79  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Informatica Inc                                  | Informatica Inc                                       | CUSIP: 45674M101<br>LEI: 984500E0DEFFE6DE9588 | Long             | EC               | CORP              | US        |      334448 | NS      | $8337788.64   | 1.18%             |  |  |  | No            |                  1 | 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      | $430407.81    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Installed Building Products Inc                  | Installed Building Products Inc                       | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |        3606 | NS      | $944122.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Monday.com Ltd                                   | Monday.com Ltd                                        | CUSIP: 000000000<br>LEI: 984500MDAFVD86E3B328 | Short            | EC               | CORP              | IL        |       -8554 | NS      | $-1650922.00  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                         | Bayer AG                                              | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Short            | EC               | CORP              | DE        |      -21550 | NS      | $-709007.11   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Clorox Co/The                                    | Clorox Co/The                                         | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Short            | EC               | CORP              | US        |       -1102 | NS      | $-130256.40   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 4.159000 17-SEP-2035 SON                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1500000 | OU      | $5525.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyera Corp                                      | Keyera Corp                                           | CUSIP: 493271100<br>LEI: 254900LXI62FUHZGH122 | Short            | EC               | CORP              | CA        |      -23000 | NS      | $-741071.10   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                               | Ingersoll Rand Inc                                    | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Short            | EC               | CORP              | US        |       -9108 | NS      | $-723448.44   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Electric Industries Ltd                 | Sumitomo Electric Industries Ltd                      | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |       28300 | NS      | $792653.57    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysco Corp                                       | Sysco Corp                                            | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Short            | EC               | CORP              | US        |       -1729 | NS      | $-139132.63   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                       | Charter Communications Inc                            | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        4400 | NS      | $1168552.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                    | Welltower Inc                                         | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Short            | EC               |  | US        |      -13457 | NS      | $-2264543.96  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corp                                         | NEC Corp                                              | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |        9000 | NS      | $274056.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                               | Kraft Heinz Co/The                                    | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       85767 | NS      | $2398902.99   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                               | Planet Fitness Inc                                    | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Short            | EC               | CORP              | US        |       -2400 | NS      | $-251520.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD AUD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-18842.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATI Inc                                          | ATI Inc                                               | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Short            | EC               | CORP              | US        |       -1600 | NS      | $-124064.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd                            | CK Asset Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |       80000 | NS      | $378519.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED IDR / SOLD USD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |           1 | NC      | $-52986.80    | -0.01%            |  |  |  | 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      | $641.02       | 0.00%             |  |  |  | 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      | $219217.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial PLC                             | Rentokil Initial PLC                                  | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Short            | EC               | CORP              | GB        |     -148015 | NS      | $-731828.44   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                      | Bayerische Motoren Werke AG                           | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |       11803 | NS      | $1130104.07   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Equifax Inc                                      | Equifax Inc                                           | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Short            | EC               | CORP              | US        |       -1470 | NS      | $-362061.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                              | Delta Air Lines Inc                                   | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       27731 | NS      | $1713221.18   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RENTOKIL INITIAL PLC                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        -114 | NC      | $-17670.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vicinity Ltd                                     | Vicinity Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |       85055 | NS      | $144010.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 4.085500 17-SEP-2035 SON                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1200000 | OU      | $-14077.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -23 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyocera Corp                                     | Kyocera Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | JP        |      -57900 | NS      | $-770052.18   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Mizuno Corp                                      | Mizuno Corp                                           | CUSIP: 000000000<br>LEI: 353800HVH84K5YH37819 | Long             | EC               | CORP              | JP        |       16600 | NS      | $289530.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitbread PLC                                    | Whitbread PLC                                         | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Short            | EC               | CORP              | GB        |      -16813 | NS      | $-715785.87   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| GPT Group/The                                    | GPT Group/The                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               |  | AU        |      -38376 | NS      | $-139952.86   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CCL Industries Inc                               | CCL Industries Inc                                    | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |       11900 | NS      | $712864.89    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                                  | Antofagasta PLC                                       | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Short            | EC               | CORP              | GB        |      -11843 | NS      | $-343640.18   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                        | Partners Group Holding AG                             | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Short            | EC               | CORP              | CH        |       -1090 | NS      | $-1496906.84  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.     | MSCI SING IX ETS SEP25                                | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |        -546 | NC      | $75939.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloudflare Inc                                   | Cloudflare Inc                                        | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |      -23936 | NS      | $-4995682.56  | -0.71%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR ULTRA FUT DEC25                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -18 | NC      | $-8742.51     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sandoz Group AG                                  | Sandoz Group AG                                       | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Short            | EC               | CORP              | CH        |      -12400 | NS      | $-778093.69   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIC Ltd                                        | CITIC Ltd                                             | CUSIP: 000000000<br>LEI: 2549006I3Q3M98KHOT11 | Long             | EC               | CORP              | HK        |      878000 | NS      | $1260480.92   | 0.18%             |  |  |  | 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      | $431.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CONOCOPHILLIPS                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -64 | NC      | $-105024.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED CAD / SOLD USD                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |           1 | NC      | $-3607.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HEWLETT PACKARD ENTERPRISE CO                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -520 | NC      | $-410800.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                           | T Rowe Price Group Inc                                | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       19052 | NS      | $2050376.24   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Coloplast A/S                                    | Coloplast A/S                                         | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Short            | EC               | CORP              | DK        |      -18307 | NS      | $-1761068.45  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                    | McKesson Corp                                         | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Short            | EC               | CORP              | US        |       -1154 | NS      | $-792382.56   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                           | Acushnet Holdings Corp                                | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |       13452 | NS      | $1031095.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| XPEL Inc                                         | XPEL Inc                                              | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |       13915 | NS      | $517081.40    | 0.07%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED TRY / SOLD USD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $12060.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chart Industries Inc                             | Chart Industries Inc                                  | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       88056 | NS      | $17554844.16  | 2.48%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CAD / SOLD USD                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |           1 | NC      | $3108.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | WTI CRUDE FUTURE NOV25                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          20 | NC      | $12537.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | SWAP/CDSWAP/CDS: (CMBX.NA.15.AAA)                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |     4444707 | OU      | $-15416.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals Inc                        | Ionis Pharmaceuticals Inc                             | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Short            | EC               | CORP              | US        |       -5100 | NS      | $-217438.50   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                   | Merck & Co Inc                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       57944 | NS      | $4874249.28   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                        | Safran SA                                             | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |        9045 | NS      | $3005908.80   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| StepStone Group Inc                              | StepStone Group Inc                                   | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       24652 | NS      | $1529903.12   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyowa Kirin Co Ltd                               | Kyowa Kirin Co Ltd                                    | CUSIP: 000000000<br>LEI: 529900TBXKVTQGYA3582 | Long             | EC               | CORP              | JP        |        9900 | NS      | $170976.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Grifols SA                                       | Grifols SA                                            | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Short            | EC               | CORP              | ES        |      -43392 | NS      | $-614142.23   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                    | Live Nation Entertainment Inc                         | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |      -20018 | NS      | $-3332796.82  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                        | Tesla Inc                                             | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Short            | EC               | CORP              | US        |       -8312 | NS      | $-2775127.44  | -0.39%            |  |  |  | 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    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| Keyence Corp                                     | Keyence Corp                                          | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Short            | EC               | CORP              | JP        |       -1100 | NS      | $-419367.29   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Pharmaceutical Group Ltd         | China Resources Pharmaceutical Group Ltd              | CUSIP: 000000000<br>LEI: 3003004H1KDKMJ8JD874 | Long             | EC               | CORP              | HK        |       87000 | NS      | $54576.72     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Cemex SAB de CV                                  | Cemex SAB de CV                                       | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |       65583 | NS      | $596149.47    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd                               | Teck Resources Ltd                                    | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Short            | EC               | CORP              | CA        |       -2200 | NS      | $-75226.27    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                            | Quest Diagnostics Inc                                 | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        7476 | NS      | $1357940.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AltaGas Ltd                                      | AltaGas Ltd                                           | CUSIP: 021361100<br>LEI: 2549008X5V70MOS4HM10 | Short            | EC               | CORP              | CA        |      -61000 | NS      | $-1808213.49  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                            | Rivian Automotive Inc                                 | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Short            | EC               | CORP              | US        |     -232265 | NS      | $-3151836.05  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD RON                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-11577.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd                         | Israel Discount Bank Ltd                              | CUSIP: 000000000<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |       39317 | NS      | $389499.23    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                              | Dominion Energy Inc                                   | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Short            | EC               | CORP              | US        |      -11900 | NS      | $-712810.00   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Tryg A/S                                         | Tryg A/S                                              | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Short            | EC               | CORP              | DK        |      -76320 | NS      | $-2005714.79  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                              | Churchill Downs Inc                                   | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-103730.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings Inc                                | BILL Holdings Inc                                     | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Short            | EC               | CORP              | US        |       -4800 | NS      | $-222816.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Ltd                                     | Brambles Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      101839 | NS      | $1725879.67   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Waters Corp                                      | Waters Corp                                           | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        2400 | NS      | $724320.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                   | Eli Lilly & Co                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        2861 | NS      | $2095911.38   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Zealand Pharma A/S                               | Zealand Pharma A/S                                    | CUSIP: 000000000<br>LEI: 549300ITBB1ULBL4CZ12 | Short            | EC               | CORP              | DK        |       -1867 | NS      | $-128317.26   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| iA Financial Corp Inc                            | iA Financial Corp Inc                                 | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |        5100 | NS      | $548676.59    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CHF                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-20066.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD EUR                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-283118.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                              | JPMorgan Chase & Co                                   | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |        2302 | NS      | $693868.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                   | Amazon.com Inc                                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       17484 | NS      | $4003836.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SWAP/CDSWAP/CDS: (ITRAXX.XO.42 35-100%)               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |     8771496 | OU      | $1889735.01   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| HP Inc                                           | HP Inc                                                | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      105431 | NS      | $3009000.74   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED PHP / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PH        |           1 | NC      | $-250.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED SGD / SOLD USD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $-1177.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sandstorm Gold Ltd                               | Sandstorm Gold Ltd                                    | CUSIP: 80013R206<br>LEI: 549300QWJPV45VQF1B33 | Long             | EC               | CORP              | CA        |     1299324 | NS      | $14500455.84  | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                      | Equinor ASA                                           | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |       78310 | NS      | $1932599.21   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                         | Infineon Technologies AG                              | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |       10187 | NS      | $416993.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED CAD / SOLD USD                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |           1 | NC      | $-802.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARA Holdings Inc                                | MARA Holdings Inc                                     | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Short            | EC               | CORP              | US        |      -41300 | NS      | $-659974.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Yara International ASA                           | Yara International ASA                                | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |       11213 | NS      | $408194.75    | 0.06%             |  |  |  | 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        |       10796 | NS      | $667499.65    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Segro PLC                                        | Segro PLC                                             | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Short            | EC               |  | GB        |      -23253 | NS      | $-197327.23   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co                                    | DTE Energy Co                                         | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        4961 | NS      | $677920.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S+P 500 INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -29 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                   | Starbucks Corp                                        | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Short            | EC               | CORP              | US        |       -3976 | NS      | $-350643.44   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Yusen KK                                  | Nippon Yusen KK                                       | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |       61500 | NS      | $2216911.99   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corp                                       | Disco Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | JP        |       -8500 | NS      | $-2325647.33  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                           | BP PLC                                                | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Short            | EC               | CORP              | GB        |     -115084 | NS      | $-673197.48   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| AAON Inc                                         | AAON Inc                                              | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       26429 | NS      | $2192285.55   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| LCH Ltd.                                         | FSWP: HKD 2.967000 17-SEP-2030 HKD                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    44847000 | OU      | $26488.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORLEN SA                                         | ORLEN SA                                              | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |       84223 | NS      | $1799764.61   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE Inc                                         | NIKE Inc                                              | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Short            | EC               | CORP              | US        |       -8918 | NS      | $-689985.66   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED CAD / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $-638.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AST SpaceMobile Inc                              | AST SpaceMobile Inc                                   | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Short            | EC               | CORP              | US        |      -10600 | NS      | $-518764.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS -0.062500 17-SEP-2027 SA                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9500000 | OU      | $3792.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                           | IDEXX Laboratories Inc                                | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |         525 | NS      | $339722.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group PLC                               | Intertek Group PLC                                    | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |        2166 | NS      | $137383.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx AG                                        | Talanx AG                                             | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Short            | EC               | CORP              | DE        |      -10188 | NS      | $-1404819.13  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED MXN / SOLD USD                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |           1 | NC      | $-431.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED AUD / SOLD USD                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |           1 | NC      | $15328.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                        | Warner Bros Discovery Inc                             | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Short            | EC               | CORP              | US        |      -57946 | NS      | $-674491.44   | -0.10%            |  |  |  | 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      | $13988.66     | 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      | $102804.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FTI Consulting Inc                               | FTI Consulting Inc                                    | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |       12029 | NS      | $2028570.56   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | UNION PACIFIC CORP                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -62 | NC      | $-83700.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                          | Bristol-Myers Squibb Co                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       38798 | NS      | $1830489.64   | 0.26%             |  |  |  | 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      | $-11243.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GMO US Treasury Fund                             | GMO US Treasury Fund                                  | CUSIP: 362013369<br>LEI: 0NIBQB0NDRTFX04R2J69 | Long             | EC               | RF                | US        |     4990020 | NS      | $25000000.00  | 3.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                        | CH Robinson Worldwide Inc                             | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |        3802 | NS      | $489317.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleperformance SE                               | Teleperformance SE                                    | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |        8496 | NS      | $655542.67    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd                                  | Sands China Ltd                                       | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Short            | EC               | CORP              | KY        |     -292000 | NS      | $-769024.54   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Leapmotor Technology Co Ltd             | Zhejiang Leapmotor Technology Co Ltd                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | CN        |      -14300 | NS      | $-119358.68   | -0.02%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Wharf Holdings Ltd/The                           | Wharf Holdings Ltd/The                                | CUSIP: 000000000<br>LEI: 254900JCV4TBBPX9IW91 | Short            | EC               | CORP              | HK        |      -28000 | NS      | $-80359.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                         | Digital Realty Trust Inc                              | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Short            | EC               |  | US        |       -8700 | NS      | $-1458468.00  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: AUD 4.120000 17-SEP-2035 AUD                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2500000 | OU      | $7035.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                           | Mercedes-Benz Group AG                                | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |       29770 | NS      | $1863149.43   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Dentsu Group Inc                                 | Dentsu Group Inc                                      | CUSIP: 000000000<br>LEI: 5299007PBBE83ZLJZG91 | Short            | EC               | CORP              | JP        |      -51300 | NS      | $-1012969.21  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                       | Capital One Financial Corp                            | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        9889 | NS      | $2246978.58   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TRSWAP: NDUVEAFE INDEX                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     1969600 | OU      | $-671.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal       | CAN 10YR BOND FUT DEC25                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          55 | NC      | $27605.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Krung Thai Bank PCL                              | Krung Thai Bank PCL                                   | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | EC               | CORP              | TH        |     2616800 | NS      | $1990107.06   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                      | Investor AB                                           | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |       43080 | NS      | $1327163.05   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Varonis Systems Inc                              | Varonis Systems Inc                                   | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Short            | EC               | CORP              | US        |      -14700 | NS      | $-867594.00   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Halma PLC                                        | Halma PLC                                             | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |        3082 | NS      | $137017.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                              | TransDigm Group Inc                                   | CUSIP: 893641100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1084 | NS      | $-1516385.92  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| POSCO Holdings Inc                               | POSCO Holdings Inc                                    | CUSIP: 693483109<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |        1179 | NS      | $60824.61     | 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        |      168015 | NS      | $3057705.17   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                            | Kirin Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |       61400 | NS      | $891317.74    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncorp Group Ltd                                | Suncorp Group Ltd                                     | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Short            | EC               | CORP              | AU        |       -6920 | NS      | $-96168.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Renault SA                                       | Renault SA                                            | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Short            | EC               | CORP              | FR        |      -13520 | NS      | $-532088.90   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Zscaler Inc                                      | Zscaler Inc                                           | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Short            | EC               | CORP              | US        |      -11986 | NS      | $-3320721.30  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Tokyu Corp                                       | Tokyu Corp                                            | CUSIP: 000000000<br>LEI: 3538005PGNIBTZYXAE45 | Short            | EC               | CORP              | JP        |      -41200 | NS      | $-520019.73   | -0.07%            |  |  |  | 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      | $-21897.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| China Construction Bank Corp                     | China Construction Bank Corp                          | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |     1630000 | NS      | $1577517.16   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                          | Lululemon Athletica Inc                               | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Short            | EC               | CORP              | US        |        -262 | NS      | $-52976.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                   | ConocoPhillips                                        | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |        6400 | NS      | $633408.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.                    | PURCHASED USD / SOLD RON                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $-9664.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 0.586000 17-SEP-2035 SAR                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1400000 | OU      | $-15671.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                    | Jefferies Financial Group Inc                         | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Short            | EC               | CORP              | US        |       -2300 | NS      | $-149155.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                        | Healthpeak Properties Inc                             | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Short            | EC               |  | US        |      -40900 | NS      | $-733746.00   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-14

**Name of Applicant:** GMO TRUST

**Signature:** Betty Maganzini

**Name of Signer:** Betty Maganzini

**Title:** Treasurer