# EDGAR Filing Document

**Accession Number:** 0000772129
**File Stem:** 0001410368-25-019478
**Filing Date:** 2025-10
**Character Count:** 441486
**Document Hash:** 8c1924c0dc01cf6f3573317e31e21bc0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-019478.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0001410368-25-019478

**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:** 251428508

**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 Benchmark-Free Fund (Series ID: S000033464)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000102896 | Class III    | GBFFX           |

## 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 Benchmark-Free Fund

- **b. EDGAR series identifier (if any):** S000033464

- **c. LEI of Series:** KDEBNS7APXQDZVF7RF26

**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:** $1373295424.32

**Total Liabilities:** $160887889.31

**Net Assets:** $1212407535.01

**Currency Risk Metrics (dv01):**

- 

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

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

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

- **3-Month:** -0.51000000 | **1-Year:** 580.93000000 | **5-Year:** 13897.47000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000102896 | 2.62%                | 0.70%                | 4.02%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3214002.92              | $22135748.98                               |
| Month 2  | $4218740.60              | $-1343939.99                               |
| Month 3  | $6536804.74              | $34896699.34                               |

**Designated Index Information**

- **Index Name:** 70% MSCIACWI / 30% LEH_AGG

- **Index Identifier:** NDUEACWF LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Betsson AB                                              | Betsson AB                                              | CUSIP: 000000000<br>LEI: 549300W61XW8OFGBG077 | Long             | EC               | CORP              | SE        |      9370 | NS      | $158596.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kamei Corp                                              | Kamei Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $51714.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| B2Gold Corp                                             | B2Gold Corp                                             | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Long             | EC               | CORP              | CA        |     11200 | NS      | $46240.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCB X PCL                                               | SCB X PCL                                               | CUSIP: 000000000<br>LEI: 254900TG41KIWX7VDO42 | Long             | EC               | CORP              | TH        |    512800 | NS      | $2034824.10   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Amplifon SpA                                            | Amplifon SpA                                            | CUSIP: 000000000<br>LEI: ZYXJDNVM2JI3VBM8G556 | Short            | EC               | CORP              | IT        |     -9639 | NS      | $-175555.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FMC Corp                                                | FMC Corp                                                | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      3112 | NS      | $121679.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius AG                                            | Sartorius AG                                            | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Short            | EP               | CORP              | DE        |     -3825 | NS      | $-888545.25   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                  | Emirates NBD Bank PJSC                                  | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | EC               | CORP              | AE        |     66879 | NS      | $459758.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HMM Co Ltd                                              | HMM Co Ltd                                              | CUSIP: 000000000<br>LEI: 988400M8Q35QDZ4XXW80 | Long             | EC               | CORP              | KR        |     30558 | NS      | $485331.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinko Industries Ltd                                    | Sinko Industries Ltd                                    | CUSIP: 000000000<br>LEI: 353800RTTZK18JRDHM31 | Long             | EC               | CORP              | JP        |      5000 | NS      | $42540.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Harvey Norman Holdings Ltd                              | Harvey Norman Holdings Ltd                              | CUSIP: 000000000<br>LEI: 529900ONRWOF42PYKU59 | Long             | EC               | CORP              | AU        |     57239 | NS      | $257530.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Starts Corp Inc                                         | Starts Corp Inc                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22700 | NS      | $766864.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Orient Overseas International Ltd                       | Orient Overseas International Ltd                       | CUSIP: 000000000<br>LEI: 529900DQ426GJO276W95 | Long             | EC               | CORP              | BM        |     87000 | NS      | $1524453.79   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ForFarmers NV                                           | ForFarmers NV                                           | CUSIP: 000000000<br>LEI: 724500YEIHQKMHTXW058 | Long             | EC               | CORP              | NL        |       350 | NS      | $1918.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXEO Group Inc                                          | EXEO Group Inc                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     63700 | NS      | $939694.38    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                            | British American Tobacco PLC                            | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     31900 | NS      | $1814791.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Elecom Co Ltd                                           | Elecom Co Ltd                                           | CUSIP: 000000000<br>LEI: 353800BXFUVR7EPC0G35 | Long             | EC               | CORP              | JP        |       700 | NS      | $8740.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO High Yield Fund                                     | GMO High Yield Fund                                     | CUSIP: 362014532<br>LEI: 5493003UZ8Q1SLUPQX65 | Long             | EC               | RF                | US        |    675432 | NS      | $12029444.63  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| NetEase Inc                                             | NetEase Inc                                             | CUSIP: 64110W102<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |       200 | NS      | $27238.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BW LPG Ltd                                              | BW LPG Ltd                                              | CUSIP: 000000000<br>LEI: 5493006WBEME88YFDW23 | Long             | EC               | CORP              | SG        |      3644 | NS      | $56875.88     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| H Lundbeck A/S                                          | H Lundbeck A/S                                          | CUSIP: 000000000<br>LEI: 5493006R4KC2OI5D3470 | Long             | EC               | CORP              | DK        |      8541 | NS      | $54046.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Severstal PAO                                           | Severstal PAO                                           | CUSIP: 818150302<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |     91185 | NS      | $0.09         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EPAM Systems Inc                                        | EPAM Systems Inc                                        | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      1166 | NS      | $205635.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                          | Kingfisher PLC                                          | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    452895 | NS      | $1577480.83   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                               | Shell PLC                                               | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      8888 | NS      | $656645.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                              | BOC Hong Kong Holdings Ltd                              | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |     86000 | NS      | $390450.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino Biopharmaceutical Ltd                              | Sino Biopharmaceutical Ltd                              | CUSIP: 000000000<br>LEI: 529900LPR4ADFEJAR786 | Long             | EC               | CORP              | KY        |    512000 | NS      | $537070.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                       | Cisco Systems Inc                                       | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     21353 | NS      | $1475278.77   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mazda Motor Corp                                        | Mazda Motor Corp                                        | CUSIP: 000000000<br>LEI: 52990044YZJLICDQKK92 | Long             | EC               | CORP              | JP        |     56700 | NS      | $378294.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wacoal Holdings Corp                                    | Wacoal Holdings Corp                                    | CUSIP: 000000000<br>LEI: 3538002U6NJ8QTW6VR34 | Long             | EC               | CORP              | JP        |      3400 | NS      | $125878.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Open Text Corp                                          | Open Text Corp                                          | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |     67426 | NS      | $2229777.82   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                                  | OMV AG                                                  | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |     13972 | NS      | $769572.20    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                   | Aeroports de Paris SA                                   | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Short            | EC               | CORP              | FR        |     -6693 | NS      | $-880936.50   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| REN - Redes Energeticas Nacionais SGPS SA               | REN - Redes Energeticas Nacionais SGPS SA               | CUSIP: 000000000<br>LEI: 549300FR1FN48IGHR915 | Long             | EC               | CORP              | PT        |     56760 | NS      | $198552.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Amano Corp                                              | Amano Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35400 | NS      | $1011245.98   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                     | Imperial Brands PLC                                     | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     38202 | NS      | $1613373.03   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Sankyu Inc                                              | Sankyu Inc                                              | CUSIP: 000000000<br>LEI: 529900QWTXZZEM1T5G75 | Long             | EC               | CORP              | JP        |     46100 | NS      | $2561315.80   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BT Group PLC                                            | BT Group PLC                                            | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |   1925010 | NS      | $5636023.93   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Nojima Corp                                             | Nojima Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     42100 | NS      | $945233.23    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                          | NU Holdings Ltd/Cayman Islands                          | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Short            | EC               | CORP              | KY        |   -110973 | NS      | $-1642400.40  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| ASM International NV                                    | ASM International NV                                    | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Short            | EC               | CORP              | NL        |      -159 | NS      | $-76347.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                               | United Parcel Service Inc                               | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     19822 | NS      | $1733235.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                               | Nokia Oyj                                               | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |    508343 | NS      | $2188385.64   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                                     | Dollar General Corp                                     | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      1144 | NS      | $124421.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seiko Epson Corp                                        | Seiko Epson Corp                                        | CUSIP: 000000000<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |     27700 | NS      | $352245.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FCC Co Ltd                                              | FCC Co Ltd                                              | CUSIP: 000000000<br>LEI: 529900JG0O5C2NAEHF11 | Long             | EC               | CORP              | JP        |      3200 | NS      | $68008.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Comercial Portugues SA                            | Banco Comercial Portugues SA                            | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | EC               | CORP              | PT        |    529927 | NS      | $448892.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp                                             | ITOCHU Corp                                             | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |      9200 | NS      | $519696.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nine Entertainment Co Holdings Ltd                      | Nine Entertainment Co Holdings Ltd                      | CUSIP: 000000000<br>LEI: 529900WLXD3X7TFOAI42 | Long             | EC               | CORP              | AU        |     38799 | NS      | $42273.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sberbank of Russia PJSC                                 | Sberbank of Russia PJSC                                 | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EP               | CORP              | RU        |     20810 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kandenko Co Ltd                                         | Kandenko Co Ltd                                         | CUSIP: 000000000<br>LEI: 35380080NSN7GCYZ3X14 | Long             | EC               | CORP              | JP        |     11600 | NS      | $312624.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Exact Sciences Corp                                     | Exact Sciences Corp                                     | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Short            | EC               | CORP              | US        |    -21494 | NS      | $-1019245.48  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Italia SpA/Milano                               | Telecom Italia SpA/Milano                               | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |   2562184 | NS      | $1228803.64   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Komeri Co Ltd                                           | Komeri Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7400 | NS      | $167018.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cogeco Communications Inc                               | Cogeco Communications Inc                               | CUSIP: 19239C106<br>LEI: 549300XHH6LJM6IAXV57 | Long             | EC               | CORP              | CA        |      2400 | NS      | $112332.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29992535.10  | 2.47%             | 2027-07-31      | Floating      | 4.30%                 | No            |                  1 | On Loan: No      |
| General Motors Co                                       | General Motors Co                                       | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     37865 | NS      | $2218510.35   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd                                             | Wix.com Ltd                                             | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Short            | EC               | CORP              | IL        |     -8530 | NS      | $-1203412.40  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Vietnam Engine & Agricultural Machinery Corp            | Vietnam Engine & Agricultural Machinery Corp            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |    111500 | NS      | $166329.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                     | Coinbase Global Inc                                     | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Short            | EC               | CORP              | US        |      -634 | NS      | $-193078.36   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                                    | Verisk Analytics Inc                                    | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Short            | EC               | CORP              | US        |      -281 | NS      | $-75341.72    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                              | Boliden AB                                              | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |      6423 | NS      | $221387.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SmarTone Telecommunications Holdings Ltd                | SmarTone Telecommunications Holdings Ltd                | CUSIP: 000000000<br>LEI: 529900CT7EGMVQRYNQ45 | Long             | EC               | CORP              | BM        |     32500 | NS      | $19477.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CoStar Group Inc                                        | CoStar Group Inc                                        | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Short            | EC               | CORP              | US        |     -3233 | NS      | $-289321.17   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| IDOM Inc                                                | IDOM Inc                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25800 | NS      | $175362.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kumiai Chemical Industry Co Ltd                         | Kumiai Chemical Industry Co Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    101300 | NS      | $576660.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Legend Holdings Corp                                    | Legend Holdings Corp                                    | CUSIP: 000000000<br>LEI: 5299003ONUYCE70HZ185 | Long             | EC               | CORP              | CN        |     78100 | NS      | $117825.99    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Meritage Homes Corp                                     | Meritage Homes Corp                                     | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      1950 | NS      | $151495.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shiseido Co Ltd                                         | Shiseido Co Ltd                                         | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Short            | EC               | CORP              | JP        |    -40900 | NS      | $-663775.58   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                               | Amundi SA                                               | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |       836 | NS      | $61796.90     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Siyaram Silk Mills Ltd                                  | Siyaram Silk Mills Ltd                                  | CUSIP: 000000000<br>LEI: 335800ZRJXFRAURS2972 | Long             | EC               | CORP              | IN        |     18897 | NS      | $131885.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                             | Alnylam Pharmaceuticals Inc                             | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Short            | EC               | CORP              | US        |     -3632 | NS      | $-1621724.32  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of East Asia Ltd/The                               | Bank of East Asia Ltd/The                               | CUSIP: 000000000<br>LEI: CO6GC26LCGGRTUESIP55 | Long             | EC               | CORP              | HK        |     26600 | NS      | $43869.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokohama Rubber Co Ltd/The                              | Yokohama Rubber Co Ltd/The                              | CUSIP: 000000000<br>LEI: 52990036XNWY2FMYWB76 | Long             | EC               | CORP              | JP        |     27500 | NS      | $1011876.41   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Paragon Banking Group PLC                               | Paragon Banking Group PLC                               | CUSIP: 000000000<br>LEI: 213800S1TDKIB1IUTS72 | Long             | EC               | CORP              | GB        |     20286 | NS      | $238258.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hero MotoCorp Ltd                                       | Hero MotoCorp Ltd                                       | CUSIP: 000000000<br>LEI: 335800Q49FBMZJTRLK49 | Long             | EC               | CORP              | IN        |      2434 | NS      | $140959.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Financial Holding Ltd                       | Yangzijiang Financial Holding Ltd                       | CUSIP: 000000000<br>LEI: 984500E58A4F80AFB647 | Long             | EC               | CORP              | SG        |    418599 | NS      | $342470.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Acerinox SA                                             | Acerinox SA                                             | CUSIP: 000000000<br>LEI: 95980020140005582721 | Long             | EC               | CORP              | ES        |     66300 | NS      | $817994.70    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                            | KBC Group NV                                            | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      7024 | NS      | $827942.10    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Parex Resources Inc                                     | Parex Resources Inc                                     | CUSIP: 69946Q104<br>LEI: 549300U7LWRGTY6XWK67 | Long             | EC               | CORP              | CA        |     16300 | NS      | $205330.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chow Sang Sang Holdings International Ltd               | Chow Sang Sang Holdings International Ltd               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     29000 | NS      | $49985.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                              | Ferrari NV                                              | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Short            | EC               | CORP              | NL        |     -2965 | NS      | $-1411007.12  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co Ltd                                     | Yamaha Motor Co Ltd                                     | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |    426100 | NS      | $3088019.36   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| SKF AB                                                  | SKF AB                                                  | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |      9701 | NS      | $249087.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Volvo AB                                                | Volvo AB                                                | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     59914 | NS      | $1843433.72   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                    | Progressive Corp/The                                    | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       688 | NS      | $169977.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                           | Rio Tinto PLC                                           | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     51143 | NS      | $3207688.96   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GAIL India Ltd                                          | GAIL India Ltd                                          | CUSIP: 000000000<br>LEI: 335800N82LJD42ZA5L32 | Long             | EC               | CORP              | IN        |    228336 | NS      | $448732.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OSB Group PLC                                           | OSB Group PLC                                           | CUSIP: 000000000<br>LEI: 213800ZBKL9BHSL2K459 | Long             | EC               | CORP              | GB        |     40739 | NS      | $290382.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Panin Financial Tbk PT                                  | Panin Financial Tbk PT                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   9748700 | NS      | $153624.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Medical System Holdings Ltd                       | China Medical System Holdings Ltd                       | CUSIP: 000000000<br>LEI: 529900Z57DVJXUBLHX66 | Long             | EC               | CORP              | KY        |     54000 | NS      | $90680.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc                              | Mondelez International Inc                              | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      2582 | NS      | $158638.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindalco Industries Ltd                                 | Hindalco Industries Ltd                                 | CUSIP: 000000000<br>LEI: 335800KXLE5NO5B4GF90 | Long             | EC               | CORP              | IN        |    150055 | NS      | $1199229.67   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                              | Skanska AB                                              | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |      8490 | NS      | $210841.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                                  | Aristocrat Leisure Ltd                                  | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |      5210 | NS      | $247040.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toro Co/The                                             | Toro Co/The                                             | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |       526 | NS      | $42637.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corp                                           | Marubeni Corp                                           | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      3000 | NS      | $68085.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EnerSys                                                 | EnerSys                                                 | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       649 | NS      | $66619.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                       | Johnson & Johnson                                       | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     12141 | NS      | $2151020.97   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First Resources Ltd                                     | First Resources Ltd                                     | CUSIP: 000000000<br>LEI: 5493007RRD817HUP4O49 | Long             | EC               | CORP              | SG        |     84500 | NS      | $112593.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Richter Gedeon Nyrt                                     | Richter Gedeon Nyrt                                     | CUSIP: 000000000<br>LEI: 549300J6ZJW5IH4WEE46 | Long             | EC               | CORP              | HU        |     23599 | NS      | $715835.80    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Robinhood Markets Inc                                   | Robinhood Markets Inc                                   | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Short            | EC               | CORP              | US        |    -12252 | NS      | $-1274575.56  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Suzuken Co Ltd/Aichi Japan                              | Suzuken Co Ltd/Aichi Japan                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5500 | NS      | $217522.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Reddy's Laboratories Ltd                             | Dr Reddy's Laboratories Ltd                             | CUSIP: 000000000<br>LEI: 335800OVDPY3DVZR2798 | Long             | EC               | CORP              | IN        |     49581 | NS      | $706537.53    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MIXI Inc                                                | MIXI Inc                                                | CUSIP: 000000000<br>LEI: 529900IL3THMH0SFYQ49 | Long             | EC               | CORP              | JP        |      8000 | NS      | $177290.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                       | HSBC Holdings PLC                                       | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |      5600 | NS      | $71749.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Ltd                                              | Keppel Ltd                                              | CUSIP: 000000000<br>LEI: 254900SQ7IPDOY6IDW33 | Short            | EC               | CORP              | SG        |     -7900 | NS      | $-53838.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alrosa PJSC                                             | Alrosa PJSC                                             | CUSIP: 000000000<br>LEI: 894500DKUWVBYZLLE651 | Long             | EC               | CORP              | RU        |   3038020 | NS      | $0.04         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Maruichi Steel Tube Ltd                                 | Maruichi Steel Tube Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     50400 | NS      | $1298170.33   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MONY Group PLC                                          | MONY Group PLC                                          | CUSIP: 000000000<br>LEI: 54930016B7VO33FBE722 | Long             | EC               | CORP              | GB        |     36983 | NS      | $99933.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                  | UnitedHealth Group Inc                                  | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2196 | NS      | $680474.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                             | MongoDB Inc                                             | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Short            | EC               | CORP              | US        |     -6334 | NS      | $-1999073.74  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Riyad Bank                                              | Riyad Bank                                              | CUSIP: 000000000<br>LEI: 54930037RJ782ISGGM71 | Long             | EC               | CORP              | SA        |     55343 | NS      | $382291.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rational AG                                             | Rational AG                                             | CUSIP: 000000000<br>LEI: 529900K139N6UFJ1A758 | Short            | EC               | CORP              | DE        |       -95 | NS      | $-70814.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Canada                                 | National Bank of Canada                                 | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |      1700 | NS      | $178695.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                        | Bank of Montreal                                        | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |     12600 | NS      | $1524734.41   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PTT PCL                                                 | PTT PCL                                                 | CUSIP: 000000000<br>LEI: 549300QOGMPTKB6W7G56 | Long             | EC               | CORP              | TH        |    872900 | NS      | $835791.31    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Melrose Industries PLC                                  | Melrose Industries PLC                                  | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Short            | EC               | CORP              | GB        |   -118319 | NS      | $-939572.14   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                | Molson Coors Beverage Co                                | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     10822 | NS      | $546402.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp                                 | Manulife Financial Corp                                 | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     71048 | NS      | $2184726.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                                              | Natera Inc                                              | CUSIP: 632307104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -8610 | NS      | $-1448632.50  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Lasertec Corp                                           | Lasertec Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | JP        |     -3000 | NS      | $-311460.84   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| United Integrated Services Co Ltd                       | United Integrated Services Co Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     24000 | NS      | $960045.31    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp                                                | Kia Corp                                                | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |     48333 | NS      | $3657041.86   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Telecom Co                                        | Saudi Telecom Co                                        | CUSIP: 000000000<br>LEI: 21380028ATJ79OTA9W17 | Long             | EC               | CORP              | SA        |     60559 | NS      | $677465.89    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Finance Corp Ltd                                  | Power Finance Corp Ltd                                  | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | EC               | CORP              | IN        |     31270 | NS      | $134663.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Business Machines Corp                    | International Business Machines Corp                    | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      4327 | NS      | $1053581.23   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Novolipetsk Steel PJSC                                  | Novolipetsk Steel PJSC                                  | CUSIP: 000000000<br>LEI: 213800913TPW32I84456 | Long             | EC               | CORP              | RU        |   1212010 | NS      | $0.02         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Draegerwerk AG & Co KGaA                                | Draegerwerk AG & Co KGaA                                | CUSIP: 000000000<br>LEI: 5493005UFVHY0PPNKD75 | Long             | EP               | CORP              | DE        |       981 | NS      | $76098.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrexpo PLC                                            | Ferrexpo PLC                                            | CUSIP: 000000000<br>LEI: 213800CEDKSNUTPAQZ41 | Long             | EC               | CORP              | GB        |     21033 | NS      | $15696.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magyar Telekom Telecommunications PLC                   | Magyar Telekom Telecommunications PLC                   | CUSIP: 000000000<br>LEI: 529900CA1YDA41X76751 | Long             | EC               | CORP              | HU        |     70824 | NS      | $402353.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                        | Wells Fargo & Co                                        | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      2010 | NS      | $165181.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                                 | Marathon Petroleum Corp                                 | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       315 | NS      | $56608.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REA Group Ltd                                           | REA Group Ltd                                           | CUSIP: 000000000<br>LEI: 894500KA4UBDATOFPN36 | Short            | EC               | CORP              | AU        |     -4127 | NS      | $-675872.79   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| ManpowerGroup Inc                                       | ManpowerGroup Inc                                       | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |       568 | NS      | $24083.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aichi Corp                                              | Aichi Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5100 | NS      | $45601.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KLN Logistics Group Ltd                                 | KLN Logistics Group Ltd                                 | CUSIP: 000000000<br>LEI: 254900G739TFTQCVKO70 | Long             | EC               | CORP              | BM        |      9000 | NS      | $9273.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Turk Hava Yollari AO                                    | Turk Hava Yollari AO                                    | CUSIP: 000000000<br>LEI: 789000EV8M3BL7ZPFB03 | Long             | EC               | CORP              | TR        |     78129 | NS      | $636396.98    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Prima Meat Packers Ltd                                  | Prima Meat Packers Ltd                                  | CUSIP: 000000000<br>LEI: 353800FLEUUL20RKCU14 | Long             | EC               | CORP              | JP        |      1800 | NS      | $28840.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KRBL Ltd                                                | KRBL Ltd                                                | CUSIP: 000000000<br>LEI: 3358009OO1W5QCPVMV73 | Long             | EC               | CORP              | IN        |      1227 | NS      | $5995.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                       | Take-Two Interactive Software Inc                       | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Short            | EC               | CORP              | US        |     -5567 | NS      | $-1298614.09  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                             | Vistra Corp                                             | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Short            | EC               | CORP              | US        |     -7359 | NS      | $-1391660.49  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear Inc                                   | Gildan Activewear Inc                                   | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |       546 | NS      | $29811.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nemetschek SE                                           | Nemetschek SE                                           | CUSIP: 000000000<br>LEI: 529900R0S2IX1S358J38 | Short            | EC               | CORP              | DE        |      -264 | NS      | $-36471.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SPA                                          | BPER Banca SPA                                          | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |     34920 | NS      | $362715.98    | 0.03%             |  |  |  | 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        |    188600 | NS      | $4690141.15   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| General Mills Inc                                       | General Mills Inc                                       | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     10041 | NS      | $495322.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                           | DR Horton Inc                                           | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     11910 | NS      | $2018506.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Triputra Agro Persada PT                                | Triputra Agro Persada PT                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   6686600 | NS      | $576276.28    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Rohto Pharmaceutical Co Ltd                             | Rohto Pharmaceutical Co Ltd                             | CUSIP: 000000000<br>LEI: 353800Q1CW5OS81OUM12 | Long             | EC               | CORP              | JP        |     24000 | NS      | $408736.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pilot Corp                                              | Pilot Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $122383.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIQA Insurance Group AG                                | UNIQA Insurance Group AG                                | CUSIP: 000000000<br>LEI: 529900OOW8ELHOXWZP82 | Long             | EC               | CORP              | AT        |      8843 | NS      | $128148.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LX Holdings Corp                                        | LX Holdings Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3977 | NS      | $22524.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                          | Continental AG                                          | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |     11479 | NS      | $1006537.35   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GrainCorp Ltd                                           | GrainCorp Ltd                                           | CUSIP: 000000000<br>LEI: 529900XVBL825SSW9081 | Long             | EC               | CORP              | AU        |      7466 | NS      | $38979.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ship Healthcare Holdings Inc                            | Ship Healthcare Holdings Inc                            | CUSIP: 000000000<br>LEI: 353800BIFUE1L527TH13 | Long             | EC               | CORP              | JP        |    110100 | NS      | $1663979.48   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Texwinca Holdings Ltd                                   | Texwinca Holdings Ltd                                   | CUSIP: 000000000<br>LEI: 529900NO1K2L86ZO5V14 | Long             | EC               | CORP              | BM        |     46000 | NS      | $4738.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke BAM Groep NV                                | Koninklijke BAM Groep NV                                | CUSIP: 000000000<br>LEI: 724500V38C5KTDY5BS93 | Long             | EC               | CORP              | NL        |     39867 | NS      | $355363.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Woori Financial Group Inc                               | Woori Financial Group Inc                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     84271 | NS      | $1503356.96   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                 | Arthur J Gallagher & Co                                 | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Short            | EC               | CORP              | US        |     -4512 | NS      | $-1366008.00  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| SFI PJSC                                                | SFI PJSC                                                | CUSIP: 000000000<br>LEI: 253400C8TVKD4D6F5Z73 | Long             | EC               | CORP              | RU        |     11580 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Lion Finance Group PLC                                  | Lion Finance Group PLC                                  | CUSIP: 000000000<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |      4859 | NS      | $481690.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                           | Universal Health Services Inc                           | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      2144 | NS      | $389307.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                  | Palo Alto Networks Inc                                  | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Short            | EC               | CORP              | US        |     -2798 | NS      | $-533074.96   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Bekaert SA                                              | Bekaert SA                                              | CUSIP: 000000000<br>LEI: 5493008SR6XZECH6BN71 | Long             | EC               | CORP              | BE        |      4449 | NS      | $199926.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwabo Holdings Co Ltd                                 | Daiwabo Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    107110 | NS      | $2270944.55   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                | Asahi Group Holdings Ltd                                | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |     26700 | NS      | $335531.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                          | TOPIX INDX FUTR SEP25                                   | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |       -15 | NC      | $-72456.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nippn Corp                                              | Nippn Corp                                              | CUSIP: 000000000<br>LEI: 353800V7HRZ1HQGJCW63 | Long             | EC               | CORP              | JP        |     10600 | NS      | $163629.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyoda Gosei Co Ltd                                     | Toyoda Gosei Co Ltd                                     | CUSIP: 000000000<br>LEI: 353800ZV4HXVM4DWPO50 | Long             | EC               | CORP              | JP        |     24000 | NS      | $581009.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd                   | Check Point Software Technologies Ltd                   | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |      1005 | NS      | $194105.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Insurance Co Ltd                             | Japan Post Insurance Co Ltd                             | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |     30000 | NS      | $839967.67    | 0.07%             |  |  |  | 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        |    178000 | NS      | $129337.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Surgutneftegas PAO                                      | Surgutneftegas PAO                                      | CUSIP: 000000000<br>LEI: 2138002GZLU65FRAC894 | Long             | EP               | CORP              | RU        |   9254300 | NS      | $0.12         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PICC Property & Casualty Co Ltd                         | PICC Property & Casualty Co Ltd                         | CUSIP: 000000000<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |    164000 | NS      | $396350.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barco NV                                                | Barco NV                                                | CUSIP: 000000000<br>LEI: 549300N17QCD827TII61 | Long             | EC               | CORP              | BE        |      6644 | NS      | $109003.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Communications Services Corp Ltd                  | China Communications Services Corp Ltd                  | CUSIP: 000000000<br>LEI: 529900JCDRVQE6YZKT86 | Long             | EC               | CORP              | CN        |   1524000 | NS      | $908965.37    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                           | Rio Tinto Ltd                                           | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      3379 | NS      | $255239.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TCL Electronics Holdings Ltd                            | TCL Electronics Holdings Ltd                            | CUSIP: 000000000<br>LEI: 5299000Y9D001SNNTJ48 | Long             | EC               | CORP              | KY        |     82000 | NS      | $113578.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NS United Kaiun Kaisha Ltd                              | NS United Kaiun Kaisha Ltd                              | CUSIP: 000000000<br>LEI: 353800MK2Y7X2PZGXN23 | Long             | EC               | CORP              | JP        |      1700 | NS      | $57260.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Steel Manufacturing Co Ltd                        | Tokyo Steel Manufacturing Co Ltd                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37000 | NS      | $416206.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Neoenergia SA                                           | Neoenergia SA                                           | CUSIP: 000000000<br>LEI: 959800B3RXPMGEZ1W429 | Long             | EC               | CORP              | BR        |      1800 | NS      | $9076.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                         | Fair Isaac Corp                                         | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Short            | EC               | CORP              | US        |      -909 | NS      | $-1383170.76  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Sanwa Holdings Corp                                     | Sanwa Holdings Corp                                     | CUSIP: 000000000<br>LEI: 5299003X6BCA4ROO5A70 | Long             | EC               | CORP              | JP        |     20800 | NS      | $669671.43    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Italgas SpA                                             | Italgas SpA                                             | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |    102027 | NS      | $917075.65    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergreen Marine Corp Taiwan Ltd                        | Evergreen Marine Corp Taiwan Ltd                        | CUSIP: 000000000<br>LEI: 254900EIJA0A39C5SO15 | Long             | EC               | CORP              | TW        |    530200 | NS      | $3204442.32   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| AOKI Holdings Inc                                       | AOKI Holdings Inc                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $31503.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LSR Group PJSC                                          | LSR Group PJSC                                          | CUSIP: 000000000<br>LEI: 25340067LEEMJ79K8X43 | Long             | EC               | CORP              | RU        |         1 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Gudang Garam Tbk PT                                     | Gudang Garam Tbk PT                                     | CUSIP: 000000000<br>LEI: 5299005TDQ8UGGR3AM31 | Long             | EC               | CORP              | ID        |     14200 | NS      | $7344.24      | 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        | 167475000 | PA      | $167454611.59 | 13.81%            | 2027-04-30      | Floating      | 4.30%                 | No            |                  1 | On Loan: No      |
| Nomura Securities International, Inc.                   | NOMURA REPO                                             | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Long             | RA               | CORP              | US        | 144999298 | PA      | $144999298.00 | 11.96%            |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global Inc                                          | S&P Global Inc                                          | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Short            | EC               | CORP              | US        |      -243 | NS      | $-133270.92   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                       | Expedia Group Inc                                       | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8024 | NS      | $1723555.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lupin Ltd                                               | Lupin Ltd                                               | CUSIP: 000000000<br>LEI: 335800HHXTESDEE2FC65 | Long             | EC               | CORP              | IN        |     12544 | NS      | $270482.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wacker Neuson SE                                        | Wacker Neuson SE                                        | CUSIP: 000000000<br>LEI: 529900RJL86244E1I652 | Long             | EC               | CORP              | DE        |      1192 | NS      | $35010.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Everest Group Ltd                                       | Everest Group Ltd                                       | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      2146 | NS      | $733674.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour SA                                            | Carrefour SA                                            | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |     18859 | NS      | $273037.72    | 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        |     33400 | NS      | $1180112.55   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Inabata & Co Ltd                                        | Inabata & Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     38900 | NS      | $911347.60    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ProSiebenSat.1 Media SE                                 | ProSiebenSat.1 Media SE                                 | CUSIP: 000000000<br>LEI: 529900NY0WWQUKOMWQ37 | Long             | EC               | CORP              | DE        |     13295 | NS      | $131070.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Consun Pharmaceutical Group Ltd                         | Consun Pharmaceutical Group Ltd                         | CUSIP: 000000000<br>LEI: 300300LQFLNDZZHCNN43 | Long             | EC               | CORP              | KY        |    474000 | NS      | $908179.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexel SA                                                | Rexel SA                                                | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |      8388 | NS      | $271571.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO Opportunistic Income Fund                           | GMO Opportunistic Income Fund                           | CUSIP: 362013112<br>LEI: 5493000NQRD0885G4P95 | Long             | EC               | RF                | US        |    956814 | NS      | $23374956.61  | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                                               | Toast Inc                                               | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Short            | EC               | CORP              | US        |    -30154 | NS      | $-1359945.40  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Mobis Co Ltd                                    | Hyundai Mobis Co Ltd                                    | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |     22841 | NS      | $5215988.51   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| KT&G Corp                                               | KT&G Corp                                               | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |     19339 | NS      | $1870540.72   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                     | Cognizant Technology Solutions Corp                     | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     25652 | NS      | $1853357.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                                    | Western Union Co/The                                    | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     15191 | NS      | $131705.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Pagseguro Digital Ltd                                   | Pagseguro Digital Ltd                                   | CUSIP: 000000000<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               | CORP              | KY        |     39600 | NS      | $354816.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                          | BNP Paribas SA                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     32847 | NS      | $2951786.18   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake Inc                                           | Snowflake Inc                                           | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Short            | EC               | CORP              | US        |     -6995 | NS      | $-1669426.70  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp                                      | Toyota Tsusho Corp                                      | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |    110500 | NS      | $2941000.23   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                        | Bank Hapoalim BM                                        | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |    111607 | NS      | $2181225.81   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| eBay Inc                                                | eBay Inc                                                | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     21865 | NS      | $1981187.65   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                       | EOG Resources Inc                                       | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     14169 | NS      | $1768574.58   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                  | Arch Capital Group Ltd                                  | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     10315 | NS      | $944131.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                         | Sony Group Corp                                         | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     23000 | NS      | $628616.13    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Watsco Inc                                              | Watsco Inc                                              | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Short            | EC               | CORP              | US        |     -2681 | NS      | $-1078780.78  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings Inc                                          | DraftKings Inc                                          | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Short            | EC               | CORP              | US        |    -31912 | NS      | $-1531137.76  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                           | Owens Corning                                           | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       714 | NS      | $107221.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kobe Bussan Co Ltd                                      | Kobe Bussan Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800CJIFNHN2DXRD59 | Short            | EC               | CORP              | JP        |    -27900 | NS      | $-784711.40   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Quebecor Inc                                            | Quebecor Inc                                            | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     35000 | NS      | $1063494.38   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Binh Minh Plastics JSC                                  | Binh Minh Plastics JSC                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      4700 | NS      | $25701.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp                                                | Kao Corp                                                | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Short            | EC               | CORP              | JP        |     -1200 | NS      | $-54523.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                             | Nutrien Ltd                                             | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     23427 | NS      | $1349863.74   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                   | Micron Technology Inc                                   | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     11144 | NS      | $1326247.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                                           | H&R Block Inc                                           | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      7932 | NS      | $399376.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Renesas Electronics Corp                                | Renesas Electronics Corp                                | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     78700 | NS      | $918637.47    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Arata Corp                                              | Arata Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $61988.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HubSpot Inc                                             | HubSpot Inc                                             | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Short            | EC               | CORP              | US        |     -2430 | NS      | $-1174103.10  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Group Holdings PLC                              | Phoenix Group Holdings PLC                              | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Short            | EC               | CORP              | GB        |   -100110 | NS      | $-922087.87   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                           | Citigroup Inc                                           | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     24907 | NS      | $2405268.99   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                    | Williams Cos Inc/The                                    | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Short            | EC               | CORP              | US        |    -24554 | NS      | $-1421185.52  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank Leumi Le-Israel BM                                 | Bank Leumi Le-Israel BM                                 | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     90787 | NS      | $1744658.19   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad NV                                             | Randstad NV                                             | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |      5213 | NS      | $246597.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Villeroy & Boch AG                                      | Villeroy & Boch AG                                      | CUSIP: 000000000<br>LEI: 529900NK4WP5QSWI8X50 | Long             | EP               | CORP              | DE        |       191 | NS      | $3799.54      | 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        |       545 | NC      | $265359.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sammaan Capital Ltd                                     | Sammaan Capital Ltd                                     | CUSIP: 000000000<br>LEI: 335800A2A3G53ZQZTQ21 | Long             | EC               | CORP              | IN        |     18822 | NS      | $26499.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Polaris Inc                                             | Polaris Inc                                             | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      1931 | NS      | $109255.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Chubb Ltd                                               | Chubb Ltd                                               | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      1780 | NS      | $489624.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kanematsu Corp                                          | Kanematsu Corp                                          | CUSIP: 000000000<br>LEI: 353800N574WR0FX80I71 | Long             | EC               | CORP              | JP        |    174100 | NS      | $3664215.02   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                           | Affiliated Managers Group Inc                           | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       824 | NS      | $185251.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                                    | Associated Banc-Corp                                    | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      2052 | NS      | $55342.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                       | Omnicom Group Inc                                       | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      4632 | NS      | $362824.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co Ltd                               | West Fraser Timber Co Ltd                               | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |      9100 | NS      | $662878.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                               | QIAGEN NV                                               | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Short            | EC               | CORP              | NL        |     -2426 | NS      | $-113037.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                              | Samsung Electronics Co Ltd                              | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     61684 | NS      | $3081720.11   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                    | PNC Financial Services Group Inc/The                    | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      3840 | NS      | $796569.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                            | ROCKWOOL A/S                                            | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |     19579 | NS      | $739955.09    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                | Mizrahi Tefahot Bank Ltd                                | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |      1905 | NS      | $124409.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                            | Bread Financial Holdings Inc                            | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      2140 | NS      | $141646.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT DEC25                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        56 | NC      | $-38921.29    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Iren SpA                                                | Iren SpA                                                | CUSIP: 000000000<br>LEI: 8156001EBD33FD474E60 | Long             | EC               | CORP              | IT        |     78692 | NS      | $237732.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                            | Iberdrola SA                                            | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     13183 | NS      | $248511.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MOL Hungarian Oil & Gas PLC                             | MOL Hungarian Oil & Gas PLC                             | CUSIP: 000000000<br>LEI: 213800R83KX5FQFGXS67 | Long             | EC               | CORP              | HU        |     60293 | NS      | $518880.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                  | DBS Group Holdings Ltd                                  | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     14808 | NS      | $582885.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsubakimoto Chain Co                                    | Tsubakimoto Chain Co                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $8956.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Petroleum Exploration Co Ltd                      | Japan Petroleum Exploration Co Ltd                      | CUSIP: 000000000<br>LEI: 549300WXUNBZ356DMN17 | Long             | EC               | CORP              | JP        |     10900 | NS      | $89412.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Palfinger AG                                            | Palfinger AG                                            | CUSIP: 000000000<br>LEI: 529900IFAV83BX8O1O91 | Long             | EC               | CORP              | AT        |      2252 | NS      | $97266.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd                               | Kawasaki Kisen Kaisha Ltd                               | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |    117200 | NS      | $1791071.14   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| StarHub Ltd                                             | StarHub Ltd                                             | CUSIP: 000000000<br>LEI: 254900993L0UTJFD3A68 | Long             | EC               | CORP              | SG        |     74700 | NS      | $65184.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ADEKA Corp                                              | ADEKA Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $35600.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BFF GS SUPERVAL                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |   6727396 | OU      | $99243.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Helia Group Ltd                                         | Helia Group Ltd                                         | CUSIP: 000000000<br>LEI: 529900RUQ2G0JXJOF423 | Long             | EC               | CORP              | AU        |     78161 | NS      | $283378.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus Fire AG                                         | Amadeus Fire AG                                         | CUSIP: 000000000<br>LEI: 391200TJJ820ZDHNFJ33 | Long             | EC               | CORP              | DE        |       102 | NS      | $7209.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                              | Samsung Electronics Co Ltd                              | CUSIP: 796050201<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |        51 | NS      | $51349.87     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bureau Veritas SA                                       | Bureau Veritas SA                                       | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Short            | EC               | CORP              | FR        |     -1570 | NS      | $-47361.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                                  | MSCI EAFE SEP25                                         | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |       -53 | NC      | $99844.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                              | Tenaris SA                                              | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |     16434 | NS      | $594746.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Comcast Corp                                            | Comcast Corp                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     79354 | NS      | $2695655.38   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Ltd                                             | Fujitsu Ltd                                             | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |     27200 | NS      | $654545.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| International Personal Finance PLC                      | International Personal Finance PLC                      | CUSIP: 000000000<br>LEI: 213800II1O44IRKUZB59 | Long             | EC               | CORP              | GB        |     17373 | NS      | $47802.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                      | PPG Industries Inc                                      | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      1266 | NS      | $140817.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                               | Toronto-Dominion Bank/The                               | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |     64600 | NS      | $4850585.79   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven & i Holdings Co Ltd                               | Seven & i Holdings Co Ltd                               | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Short            | EC               | CORP              | JP        |     -4600 | NS      | $-59538.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Ltd                                             | Invesco Ltd                                             | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |     11680 | NS      | $255675.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                      | Canadian Imperial Bank of Commerce                      | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |     11800 | NS      | $911538.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ICL Group Ltd                                           | ICL Group Ltd                                           | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |     23393 | NS      | $152058.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AddTech AB                                              | AddTech AB                                              | CUSIP: 000000000<br>LEI: 549300QZ5U2IDRHPWL60 | Short            | EC               | CORP              | SE        |     -2062 | NS      | $-72309.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Dexus                                                   | Dexus                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     16744 | NS      | $82162.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Paychex Inc                                             | Paychex Inc                                             | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Short            | EC               | CORP              | US        |     -9449 | NS      | $-1317710.30  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                               | ONEOK Inc                                               | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Short            | EC               | CORP              | US        |    -16521 | NS      | $-1261873.98  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| DWS Group GmbH & Co KGaA                                | DWS Group GmbH & Co KGaA                                | CUSIP: 000000000<br>LEI: 529900VM3464806ERS69 | Long             | EC               | CORP              | DE        |      2682 | NS      | $166567.83    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Nomura Real Estate Holdings Inc                         | Nomura Real Estate Holdings Inc                         | CUSIP: 000000000<br>LEI: 353800UZ91CT24OL9P59 | Long             | EC               | CORP              | JP        |    129000 | NS      | $797064.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp                                                | Fox Corp                                                | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      2093 | NS      | $124952.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                                  | Boston Scientific Corp                                  | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Short            | EC               | CORP              | US        |      -481 | NS      | $-50745.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| China Railway Group Ltd                                 | China Railway Group Ltd                                 | CUSIP: 000000000<br>LEI: 529900TFRLG8UDJ7QA89 | Long             | EC               | CORP              | CN        |    750000 | NS      | $381512.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                              | Vonovia SE                                              | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Short            | EC               | CORP              | DE        |    -13739 | NS      | $-444914.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                               | Palantir Technologies Inc                               | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Short            | EC               | CORP              | US        |     -8937 | NS      | $-1400517.27  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Tripod Technology Corp                                  | Tripod Technology Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     12000 | NS      | $125489.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                           | Akzo Nobel NV                                           | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |      1642 | NS      | $113502.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Tire Corp                                          | Toyo Tire Corp                                          | CUSIP: 000000000<br>LEI: 529900Y41RD7VQM9RF75 | Long             | EC               | CORP              | JP        |     12400 | NS      | $315032.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                               | Orange SA                                               | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |     32816 | NS      | $534873.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankook Tire & Technology Co Ltd                        | Hankook Tire & Technology Co Ltd                        | CUSIP: 000000000<br>LEI: 9884001BIEVM09M7AH02 | Long             | EC               | CORP              | KR        |     10871 | NS      | $313365.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp                                             | Exelon Corp                                             | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      1253 | NS      | $54731.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                 | ABB Ltd                                                 | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     12030 | NS      | $807346.57    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Zydus Lifesciences Ltd                                  | Zydus Lifesciences Ltd                                  | CUSIP: 000000000<br>LEI: 335800R9O14ORBXLPN13 | Long             | EC               | CORP              | IN        |     38691 | NS      | $431784.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PALTAC Corp                                             | PALTAC Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $27622.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nucor Corp                                              | Nucor Corp                                              | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     13011 | NS      | $1935126.03   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UNTRADE.CHINA ZHONGWANG                                 | UNTRADE.CHINA ZHONGWANG                                 | CUSIP: 000000000<br>LEI: 529900J21TD2P9K4YC63 | Long             | EC               | CORP              | HK        |   1776400 | NS      | $0.23         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Jeol Ltd                                                | Jeol Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $109484.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                 | Bank of Nova Scotia/The                                 | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     31900 | NS      | $1992254.71   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                               | Lear Corp                                               | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      2860 | NS      | $314600.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Gruppen ASA                                   | Kongsberg Gruppen ASA                                   | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Short            | EC               | CORP              | NO        |    -38212 | NS      | $-1141249.54  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CAR Group Ltd                                           | CAR Group Ltd                                           | CUSIP: 000000000<br>LEI: 5299009TFWZGH2AN7D11 | Short            | EC               | CORP              | AU        |    -21552 | NS      | $-568497.62   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Towa Corp                                               | Towa Corp                                               | CUSIP: 000000000<br>LEI: 353800HAMO7IT6KBJX75 | Long             | EC               | CORP              | JP        |     95100 | NS      | $1107626.24   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Proximus SADP                                           | Proximus SADP                                           | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |     80732 | NS      | $699821.52    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | Societe Generale SA                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     17034 | NS      | $1051148.10   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                             | Hitachi Ltd                                             | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     30200 | NS      | $813690.92    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Draegerwerk AG & Co KGaA                                | Draegerwerk AG & Co KGaA                                | CUSIP: 000000000<br>LEI: 5493005UFVHY0PPNKD75 | Long             | EC               | CORP              | DE        |       141 | NS      | $9151.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shandong Weigao Group Medical Polymer Co Ltd            | Shandong Weigao Group Medical Polymer Co Ltd            | CUSIP: 000000000<br>LEI: 5299005WQUU15JQU8S60 | Long             | EC               | CORP              | CN        |     83600 | NS      | $63172.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                            | Metro Inc/CN                                            | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |      1300 | NS      | $93182.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nichias Corp                                            | Nichias Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $138599.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Franco-Nevada Corp                                      | Franco-Nevada Corp                                      | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Short            | EC               | CORP              | CA        |     -8714 | NS      | $-1641281.90  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Kyudenko Corp                                           | Kyudenko Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22500 | NS      | $1082942.29   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic PLC                                           | Medtronic PLC                                           | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      1806 | NS      | $167614.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| en Japan Inc                                            | en Japan Inc                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18800 | NS      | $224401.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hornbach Holding AG & Co KGaA                           | Hornbach Holding AG & Co KGaA                           | CUSIP: 000000000<br>LEI: 529900EGQZ79V21LBL44 | Long             | EC               | CORP              | DE        |       340 | NS      | $41383.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evraz PLC                                               | Evraz PLC                                               | CUSIP: 000000000<br>LEI: 5493005B7DAN39RXLK23 | Long             | EC               | CORP              | GB        |     23265 | NS      | $0.03         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Truist Financial Corp                                   | Truist Financial Corp                                   | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      2839 | NS      | $132921.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                              | HEICO Corp                                              | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Short            | EC               | CORP              | US        |      -450 | NS      | $-140409.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Navigator Co SA/The                                     | Navigator Co SA/The                                     | CUSIP: 000000000<br>LEI: 549300UNIB7M2AXUXS35 | Long             | EC               | CORP              | PT        |     66581 | NS      | $258350.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI Corp                                                | IHI Corp                                                | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Short            | EC               | CORP              | JP        |      -700 | NS      | $-72745.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Glovis Co Ltd                                   | Hyundai Glovis Co Ltd                                   | CUSIP: 000000000<br>LEI: 988400U6RDXNJ5ZRN304 | Long             | EC               | CORP              | KR        |     17536 | NS      | $2319120.57   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co Inc                                        | Ajinomoto Co Inc                                        | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Short            | EC               | CORP              | JP        |     -1900 | NS      | $-51526.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Megaworld Corp                                          | Megaworld Corp                                          | CUSIP: 000000000<br>LEI: 254900P57OOZ5AY5C521 | Long             | EC               | CORP              | PH        |    583080 | NS      | $21036.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                            | Huntington Bancshares Inc/OH                            | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      3896 | NS      | $69387.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                             | PepsiCo Inc                                             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1205 | NS      | $179123.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bradesco SA                                       | Banco Bradesco SA                                       | CUSIP: 059460303<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |    217800 | NS      | $677358.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| T&D Holdings Inc                                        | T&D Holdings Inc                                        | CUSIP: 000000000<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |     75900 | NS      | $1965037.22   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co Ltd                              | Dai Nippon Printing Co Ltd                              | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |     58800 | NS      | $984877.69    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LSR Group PJSC                                          | LSR Group PJSC                                          | CUSIP: 000000000<br>LEI: 25340067LEEMJ79K8X43 | Long             | EC               | CORP              | RU        |     19776 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Marvell Technology Inc                                  | Marvell Technology Inc                                  | CUSIP: 573874104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -483 | NS      | $-30363.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Tsugami Corp                                            | Tsugami Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $54715.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MGIC Investment Corp                                    | MGIC Investment Corp                                    | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     18514 | NS      | $515244.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                     | PayPal Holdings Inc                                     | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     28543 | NS      | $2003433.17   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgutneftegas PAO                                      | Surgutneftegas PAO                                      | CUSIP: 000000000<br>LEI: 2138002GZLU65FRAC894 | Long             | EC               | CORP              | RU        |   5940620 | NS      | $0.07         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Centene Corp                                            | Centene Corp                                            | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     50200 | NS      | $1457808.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Renault SA                                              | Renault SA                                              | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |     17625 | NS      | $693644.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                            | Alphabet Inc                                            | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      1578 | NS      | $335971.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Television Holdings Inc                          | Nippon Television Holdings Inc                          | CUSIP: 000000000<br>LEI: 353800QI43C3H97E4W63 | Long             | EC               | CORP              | JP        |     21600 | NS      | $565465.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tri Pointe Homes Inc                                    | Tri Pointe Homes Inc                                    | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2663 | NS      | $94083.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Energy Ltd                                     | Meridian Energy Ltd                                     | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |     42555 | NS      | $143272.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IGG Inc                                                 | IGG Inc                                                 | CUSIP: 000000000<br>LEI: 529900VBUXYUOTABSC33 | Long             | EC               | CORP              | KY        |    200000 | NS      | $121833.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp                                                | EQT Corp                                                | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Short            | EC               | CORP              | US        |    -26321 | NS      | $-1364480.64  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                                             | ROBLOX Corp                                             | CUSIP: 771049103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -12102 | NS      | $-1507788.18  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Compal Electronics Inc                                  | Compal Electronics Inc                                  | CUSIP: 000000000<br>LEI: 529900ZPKWFDL21LW166 | Long             | EC               | CORP              | TW        |    208000 | NS      | $187090.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                       | CNH Industrial NV                                       | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |     89294 | NS      | $1022416.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Eventim AG & Co KGaA                                | CTS Eventim AG & Co KGaA                                | CUSIP: 000000000<br>LEI: 529900FDHSN08UBJII80 | Short            | EC               | CORP              | DE        |     -3441 | NS      | $-322555.20   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co Ltd                         | Daito Trust Construction Co Ltd                         | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |      4000 | NS      | $425647.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                     | Henkel AG & Co KGaA                                     | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |      9917 | NS      | $837096.13    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                   | Lincoln National Corp                                   | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      1028 | NS      | $44132.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| China Banking Corp                                      | China Banking Corp                                      | CUSIP: 000000000<br>LEI: 549300UF0WW28Z71DM64 | Long             | EC               | CORP              | PH        |     19930 | NS      | $23368.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Giordano International Ltd                              | Giordano International Ltd                              | CUSIP: 000000000<br>LEI: 5299002Q4JRP5LUE6V15 | Long             | EC               | CORP              | BM        |    104000 | NS      | $20814.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                              | Genmab A/S                                              | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      6517 | NS      | $1626571.78   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Cintas Corp                                             | Cintas Corp                                             | CUSIP: 172908105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -6684 | NS      | $-1403840.52  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Kubota Corp                                             | Kubota Corp                                             | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |    130400 | NS      | $1507691.78   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                           | Hewlett Packard Enterprise Co                           | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     83659 | NS      | $1888183.63   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                                             | Ageas SA/NV                                             | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |     52220 | NS      | $3679304.39   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Bobst Group SA                                          | Bobst Group SA                                          | CUSIP: 000000000<br>LEI: 5067009NFH4S4F9KA938 | Long             | EC               | CORP              | CH        |       393 | NS      | $27553.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui DM Sugar Co Ltd                                  | Mitsui DM Sugar Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $52892.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk PT                         | Telkom Indonesia Persero Tbk PT                         | CUSIP: 000000000<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |   3588800 | NS      | $686477.97    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                               | Orkla ASA                                               | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |    142124 | NS      | $1589104.42   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                        | Roche Holding AG                                        | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     18177 | NS      | $5927122.81   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co Ltd                           | ASE Technology Holding Co Ltd                           | CUSIP: 000000000<br>LEI: 300300GO8QHPMV87NZ73 | Long             | EC               | CORP              | TW        |    119000 | NS      | $577920.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Group 1 Automotive Inc                                  | Group 1 Automotive Inc                                  | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       512 | NS      | $237967.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                               | Alibaba Group Holding Ltd                               | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      1448 | NS      | $195480.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Canon Inc                                               | Canon Inc                                               | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |     16100 | NS      | $471166.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Entertainment PLC                               | Flutter Entertainment PLC                               | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Short            | EC               | CORP              | IE        |     -5106 | NS      | $-1567609.48  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt                                           | OTP Bank Nyrt                                           | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |     40917 | NS      | $3568953.63   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                   | Spotify Technology SA                                   | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Short            | EC               | CORP              | LU        |     -2046 | NS      | $-1395126.48  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Nichiha Corp                                            | Nichiha Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $43274.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                             | FinecoBank Banca Fineco SpA                             | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Short            | EC               | CORP              | IT        |    -62415 | NS      | $-1370123.65  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                               | Archer-Daniels-Midland Co                               | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      1947 | NS      | $121960.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG                                | Daimler Truck Holding AG                                | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |     26079 | NS      | $1226726.56   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                             | Swedbank AB                                             | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |     29569 | NS      | $832156.30    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                     | Elevance Health Inc                                     | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      5569 | NS      | $1774561.85   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                             | Lennar Corp                                             | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     13322 | NS      | $1773691.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Motor Co                                        | Hyundai Motor Co                                        | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EC               | CORP              | KR        |      4491 | NS      | $707008.71    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co Ltd                                        | Tokyo Gas Co Ltd                                        | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |     10800 | NS      | $412613.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                       | Lam Research Corp                                       | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      3794 | NS      | $379969.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Russel Metals Inc                                       | Russel Metals Inc                                       | CUSIP: 781903604<br>LEI: 5493005F9VPHFO17OV54 | Long             | EC               | CORP              | CA        |      3100 | NS      | $93901.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Inc                                                 | NTT Inc                                                 | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |   1870500 | NS      | $1978380.68   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                   | NXP Semiconductors NV                                   | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       791 | NS      | $185766.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emaar Development PJSC                                  | Emaar Development PJSC                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |      8342 | NS      | $33454.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vontier Corp                                            | Vontier Corp                                            | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      1794 | NS      | $76980.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zensho Holdings Co Ltd                                  | Zensho Holdings Co Ltd                                  | CUSIP: 000000000<br>LEI: 353800DYF3UDM49ITT03 | Short            | EC               | CORP              | JP        |    -13000 | NS      | $-820111.40   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                          | CBRE Group Inc                                          | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     13001 | NS      | $2107722.12   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HKT Trust & HKT Ltd                                     | HKT Trust & HKT Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    191000 | NS      | $289728.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Densetsu Kogyo Co Ltd                            | Nippon Densetsu Kogyo Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $36785.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                            | 3i Group PLC                                            | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     88829 | NS      | $4825966.22   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                 | GSK PLC                                                 | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     97671 | NS      | $3874608.57   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                 | Procter & Gamble Co/The                                 | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       366 | NS      | $57476.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co Ltd                                           | Empire Co Ltd                                           | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |     15000 | NS      | $582262.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CSPC Pharmaceutical Group Ltd                           | CSPC Pharmaceutical Group Ltd                           | CUSIP: 000000000<br>LEI: 529900M3XQCW234H8O91 | Long             | EC               | CORP              | HK        |   1972000 | NS      | $2563484.14   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Valqua Ltd                                              | Valqua Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     43400 | NS      | $1121848.36   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                        | TotalEnergies SE                                        | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     64257 | NS      | $4034121.46   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Industrial Holdings Ltd                        | Shanghai Industrial Holdings Ltd                        | CUSIP: 000000000<br>LEI: 529900S37EMGYP84J616 | Long             | EC               | CORP              | HK        |     19000 | NS      | $35302.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aneka Tambang Tbk                                       | Aneka Tambang Tbk                                       | CUSIP: 000000000<br>LEI: 529900LRE2NALSSHMB80 | Long             | EC               | CORP              | ID        |   7829900 | NS      | $1451325.65   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                                 | Akamai Technologies Inc                                 | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |     14137 | NS      | $1118660.81   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaTek Inc                                            | MediaTek Inc                                            | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |     65000 | NS      | $2888340.44   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Tire Corp Ltd                                  | Canadian Tire Corp Ltd                                  | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |     19865 | NS      | $2477067.94   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV                                   | STMicroelectronics NV                                   | CUSIP: 861012102<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |     51831 | NS      | $1398918.69   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Toll Brothers Inc                                       | Toll Brothers Inc                                       | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       402 | NS      | $55878.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Jitsugyo Co Ltd                                 | Daiichi Jitsugyo Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $43966.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                                | Itau Unibanco Holding SA                                | CUSIP: 000000000<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EP               | CORP              | BR        |     16350 | NS      | $116069.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp                                       | State Street Corp                                       | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      9109 | NS      | $1047261.73   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentera SAB de CV                                       | Gentera SAB de CV                                       | CUSIP: 000000000<br>LEI: 4469000001ECOWXFNE33 | Long             | EC               | CORP              | MX        |    385600 | NS      | $945380.59    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Corp of Canada                                    | Power Corp of Canada                                    | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |    101224 | NS      | $4284524.06   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Bashneft PJSC                                           | Bashneft PJSC                                           | CUSIP: 000000000<br>LEI: 2534002L55BBQ1E3R735 | Long             | EP               | CORP              | RU        |     12924 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Mechel PJSC                                             | Mechel PJSC                                             | CUSIP: 000000000<br>LEI: 253400C9GSPBSKERRP65 | Long             | EC               | CORP              | RU        |     25400 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| United Therapeutics Corp                                | United Therapeutics Corp                                | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      1155 | NS      | $351997.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| London Stock Exchange Group PLC                         | London Stock Exchange Group PLC                         | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Short            | EC               | CORP              | GB        |     -9699 | NS      | $-1202026.21  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Dhampur Bio Organics Ltd                                | Dhampur Bio Organics Ltd                                | CUSIP: 000000000<br>LEI: 98450098D6C08D36DF29 | Long             | EC               | CORP              | IN        |      5692 | NS      | $5442.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                                  | KB Financial Group Inc                                  | CUSIP: 48241A105<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |      3654 | NS      | $287423.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                  | AP Moller - Maersk A/S                                  | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       367 | NS      | $754451.83    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LY Corp                                                 | LY Corp                                                 | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |    121200 | NS      | $383716.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International SCA                                | Hermes International SCA                                | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Short            | EC               | CORP              | FR        |      -532 | NS      | $-1302951.54  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc                                      | Albertsons Cos Inc                                      | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      4632 | NS      | $90138.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Finning International Inc                               | Finning International Inc                               | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |      3300 | NS      | $136820.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wallenius Wilhelmsen ASA                                | Wallenius Wilhelmsen ASA                                | CUSIP: 000000000<br>LEI: 549300NBN0URT3RA3Y54 | Long             | EC               | CORP              | NO        |     25593 | NS      | $239503.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cummins Inc                                             | Cummins Inc                                             | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      5020 | NS      | $2000168.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT DEC25                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       459 | NC      | $240773.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENN Energy Holdings Ltd                                 | ENN Energy Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 549300V7BXPWT6WIPR03 | Long             | EC               | CORP              | KY        |     70700 | NS      | $572252.36    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                         | Sealed Air Corp                                         | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      4907 | NS      | $159330.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                                 | Magna International Inc                                 | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     36703 | NS      | $1684667.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Ltd                                                 | ASX Ltd                                                 | CUSIP: 000000000<br>LEI: 549300VSBVYUCBIQKT71 | Short            | EC               | CORP              | AU        |     -7333 | NS      | $-299543.84   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RusHydro PJSC                                           | RusHydro PJSC                                           | CUSIP: 000000000<br>LEI: 2534005TJN9DX4YWVT97 | Long             | EC               | CORP              | RU        |  24471200 | NS      | $0.30         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EQT AB                                                  | EQT AB                                                  | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Short            | EC               | CORP              | SE        |    -40486 | NS      | $-1456286.62  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                   | Pembina Pipeline Corp                                   | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Short            | EC               | CORP              | CA        |    -31564 | NS      | $-1192172.28  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                                    | Align Technology Inc                                    | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      1033 | NS      | $146644.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIC Housing Finance Ltd                                 | LIC Housing Finance Ltd                                 | CUSIP: 000000000<br>LEI: 335800NFSMJ2ZKBCYP06 | Long             | EC               | CORP              | IN        |      4252 | NS      | $26773.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                         | Tyson Foods Inc                                         | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      1861 | NS      | $105667.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Saratoga Investama Sedaya Tbk PT                        | Saratoga Investama Sedaya Tbk PT                        | CUSIP: 000000000<br>LEI: 254900LIRX29G7OOIT03 | Long             | EC               | CORP              | ID        |   1944400 | NS      | $218474.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AviChina Industry & Technology Co Ltd                   | AviChina Industry & Technology Co Ltd                   | CUSIP: 000000000<br>LEI: 5299003TVA3JVDKJGF39 | Long             | EC               | CORP              | CN        |    519000 | NS      | $294965.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vesuvius PLC                                            | Vesuvius PLC                                            | CUSIP: 000000000<br>LEI: 213800ORZ521W585SY02 | Long             | EC               | CORP              | GB        |      7576 | NS      | $38298.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PhosAgro PJSC                                           | PhosAgro PJSC                                           | CUSIP: 000000000<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |      3466 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Hoegh Autoliners ASA                                    | Hoegh Autoliners ASA                                    | CUSIP: 000000000<br>LEI: 549300D7GNMPKTA4HD46 | Long             | EC               | CORP              | NO        |     38535 | NS      | $442859.32    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Toryo Co Ltd                                 | Dai Nippon Toryo Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $9555.72      | 0.00%             |  |  |  | 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        |    -14240 | NS      | $-1422576.00  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Kaga Electronics Co Ltd                                 | Kaga Electronics Co Ltd                                 | CUSIP: 000000000<br>LEI: 3538005V2HARHWLTPJ42 | Long             | EC               | CORP              | JP        |     50000 | NS      | $1169156.62   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Toa Corp/Tokyo                                          | Toa Corp/Tokyo                                          | CUSIP: 000000000<br>LEI: 353800AT816JCLZ5WD63 | Long             | EC               | CORP              | JP        |      3800 | NS      | $55662.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axial Retailing Inc                                     | Axial Retailing Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8800 | NS      | $68831.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                   | Applied Materials Inc                                   | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      2179 | NS      | $350296.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinanen Holdings Co Ltd                                 | Sinanen Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $31110.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elkem ASA                                               | Elkem ASA                                               | CUSIP: 000000000<br>LEI: 549300CVBE06T0SH6T76 | Long             | EC               | CORP              | NO        |     39484 | NS      | $100525.38    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Aptiv PLC                                               | Aptiv PLC                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      1580 | NS      | $125657.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Europris ASA                                            | Europris ASA                                            | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGA8G28 | Long             | EC               | CORP              | NO        |     27357 | NS      | $264671.40    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Itochu Enex Co Ltd                                      | Itochu Enex Co Ltd                                      | CUSIP: 000000000<br>LEI: 549300WO21DGCU3JY132 | Long             | EC               | CORP              | JP        |     12000 | NS      | $157405.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| u-blox Holding AG                                       | u-blox Holding AG                                       | CUSIP: 000000000<br>LEI: 506700B2W2NUXS9X8479 | Long             | EC               | CORP              | CH        |       562 | NS      | $95230.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moderna Inc                                             | Moderna Inc                                             | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     16449 | NS      | $396256.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sakai Moving Service Co Ltd                             | Sakai Moving Service Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5700 | NS      | $112834.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                     | Henkel AG & Co KGaA                                     | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |      2496 | NS      | $191829.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yang Ming Marine Transport Corp                         | Yang Ming Marine Transport Corp                         | CUSIP: 000000000<br>LEI: 254900WG2ACWNVSP6E13 | Long             | EC               | CORP              | TW        |    669000 | NS      | $1257838.31   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Sindall Group PLC                                | Morgan Sindall Group PLC                                | CUSIP: 000000000<br>LEI: 2138008339ULDGZRB345 | Long             | EC               | CORP              | GB        |      5953 | NS      | $336199.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| First Real Estate Investment Trust                      | First Real Estate Investment Trust                      | CUSIP: 000000000<br>LEI: 549300SI6X0UQQINB286 | Long             | EC               |  | SG        |     35500 | NS      | $7601.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Microchip Technology Inc                                | Microchip Technology Inc                                | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Short            | EC               | CORP              | US        |    -17786 | NS      | $-1156090.00  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The                                 | Bank of Nova Scotia/The                                 | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     19860 | NS      | $1240455.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wan Hai Lines Ltd                                       | Wan Hai Lines Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    171000 | NS      | $461677.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamazen Corp                                            | Yamazen Corp                                            | CUSIP: 000000000<br>LEI: 353800VADDW91MPELT42 | Long             | EC               | CORP              | JP        |      5300 | NS      | $49250.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orascom Construction PLC                                | Orascom Construction PLC                                | CUSIP: 000000000<br>LEI: 254900ZIYKZ3Y4EANH33 | Long             | EC               | CORP              | AE        |     40096 | NS      | $321948.51    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Atresmedia Corp de Medios de Comunicacion SA            | Atresmedia Corp de Medios de Comunicacion SA            | CUSIP: 000000000<br>LEI: 95980020140005491929 | Long             | EC               | CORP              | ES        |     24986 | NS      | $152401.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vienna Insurance Group AG Wiener Versicherung Gruppe    | Vienna Insurance Group AG Wiener Versicherung Gruppe    | CUSIP: 000000000<br>LEI: 549300JCRU23I1THU176 | Long             | EC               | CORP              | AT        |      1919 | NS      | $99517.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                         | Best Buy Co Inc                                         | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      6536 | NS      | $481311.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                            | Chevron Corp                                            | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8992 | NS      | $1444115.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fufeng Group Ltd                                        | Fufeng Group Ltd                                        | CUSIP: 000000000<br>LEI: 549300OQ91X6COVM4483 | Long             | EC               | CORP              | KY        |    169000 | NS      | $202186.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                               | Woodside Energy Group Ltd                               | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     18383 | NS      | $316876.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                                          | Mastercard Inc                                          | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Short            | EC               | CORP              | US        |     -2024 | NS      | $-1204866.96  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Chambal Fertilisers and Chemicals Ltd                   | Chambal Fertilisers and Chemicals Ltd                   | CUSIP: 000000000<br>LEI: 335800DFMF2OEJ7HWM17 | Long             | EC               | CORP              | IN        |     12741 | NS      | $78305.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Communications Co Ltd                           | Bank of Communications Co Ltd                           | CUSIP: 000000000<br>LEI: 549300AX1UM10U30HK09 | Long             | EC               | CORP              | CN        |    111091 | NS      | $96323.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                                  | Agnico Eagle Mines Ltd                                  | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Short            | EC               | CORP              | CA        |      -319 | NS      | $-45990.23    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Odfjell Drilling Ltd                                    | Odfjell Drilling Ltd                                    | CUSIP: 000000000<br>LEI: 529900M08ZU24JXMPB85 | Long             | EC               | CORP              | BM        |      6787 | NS      | $54766.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group Inc                         | Sumitomo Mitsui Trust Group Inc                         | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |     80800 | NS      | $2299485.48   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                  | AXA SA                                                  | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     23448 | NS      | $1092152.51   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                 | GSK PLC                                                 | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     19945 | NS      | $394114.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                     | Axon Enterprise Inc                                     | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Short            | EC               | CORP              | US        |     -1766 | NS      | $-1319714.14  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                    | Infrastrutture Wireless Italiane SpA                    | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Short            | EC               | CORP              | IT        |    -94272 | NS      | $-1143002.15  | -0.09%            |  |  |  | Yes           |                  2 | On Loan: No      |
| S Foods Inc                                             | S Foods Inc                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $54945.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Bharat Electronics Ltd                                  | Bharat Electronics Ltd                                  | CUSIP: 000000000<br>LEI: 335800HS8AOTM9W1F335 | Long             | EC               | CORP              | IN        |     85969 | NS      | $360235.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pixart Imaging Inc                                      | Pixart Imaging Inc                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      4000 | NS      | $25598.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Restar Corp                                             | Restar Corp                                             | CUSIP: 000000000<br>LEI: 353800609PNM9E4ZNY15 | Long             | EC               | CORP              | JP        |       500 | NS      | $8811.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Twilio Inc                                              | Twilio Inc                                              | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Short            | EC               | CORP              | US        |      -836 | NS      | $-88289.96    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                                     | Otis Worldwide Corp                                     | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Short            | EC               | CORP              | US        |    -14184 | NS      | $-1225213.92  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                         | Danske Bank A/S                                         | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |      5309 | NS      | $218508.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daicel Corp                                             | Daicel Corp                                             | CUSIP: 000000000<br>LEI: 353800ZG4XF6D7NZGS72 | Long             | EC               | CORP              | JP        |     85700 | NS      | $788736.50    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Etihad Etisalat Co                                      | Etihad Etisalat Co                                      | CUSIP: 000000000<br>LEI: 2549007BA9ABDE3HVK79 | Long             | EC               | CORP              | SA        |      6197 | NS      | $105686.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                            | Alphabet Inc                                            | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      1316 | NS      | $281005.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumitama Agri Ltd                                       | Bumitama Agri Ltd                                       | CUSIP: 000000000<br>LEI: 529900BOE6UQFFDNZR10 | Long             | EC               | CORP              | SG        |     29900 | NS      | $27725.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group/The                                         | Cigna Group/The                                         | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      8106 | NS      | $2438852.22   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Open House Group Co Ltd                                 | Open House Group Co Ltd                                 | CUSIP: 000000000<br>LEI: 529900WQOGPBIJEHW865 | Long             | EC               | CORP              | JP        |      1300 | NS      | $66432.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co Ltd                      | SITC International Holdings Co Ltd                      | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |     62000 | NS      | $218953.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Research Institute Inc                       | Mitsubishi Research Institute Inc                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $71353.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cipla Ltd/India                                         | Cipla Ltd/India                                         | CUSIP: 000000000<br>LEI: 335800KMJJYEDDK82Q34 | Long             | EC               | CORP              | IN        |     77032 | NS      | $1386422.68   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                           | M&T Bank Corp                                           | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      1375 | NS      | $277282.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Youngone Corp                                           | Youngone Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2332 | NS      | $98099.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THK Co Ltd                                              | THK Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     49900 | NS      | $1342117.03   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Mining & Smelting Co Ltd                         | Mitsui Mining & Smelting Co Ltd                         | CUSIP: 000000000<br>LEI: 35380021EYAHSQM25559 | Long             | EC               | CORP              | JP        |     25600 | NS      | $1805063.73   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimamura Co Ltd                                        | Shimamura Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $66438.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oil & Natural Gas Corp Ltd                              | Oil & Natural Gas Corp Ltd                              | CUSIP: 000000000<br>LEI: 335800FPDZ9MRSNO7N41 | Long             | EC               | CORP              | IN        |    526672 | NS      | $1393777.23   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Vibra Energia SA                                        | Vibra Energia SA                                        | CUSIP: 000000000<br>LEI: 549300U7VLJ3SYVNY689 | Long             | EC               | CORP              | BR        |    182900 | NS      | $810962.31    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                      | Cellnex Telecom SA                                      | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Short            | EC               | CORP              | ES        |    -36934 | NS      | $-1314743.05  | -0.11%            |  |  |  | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                         | CVS Health Corp                                         | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     40775 | NS      | $2982691.25   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                                       | Hyatt Hotels Corp                                       | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Short            | EC               | CORP              | US        |     -9171 | NS      | $-1323191.88  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Sixt SE                                                 | Sixt SE                                                 | CUSIP: 000000000<br>LEI: 5299004ZME6CSBR7WP07 | Long             | EC               | CORP              | DE        |       846 | NS      | $83687.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Weibo Corp                                              | Weibo Corp                                              | CUSIP: 948596101<br>LEI: 549300Q9ID4640FE0422 | Long             | EC               | CORP              | KY        |     36100 | NS      | $413706.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Grid Corp of India Ltd                            | Power Grid Corp of India Ltd                            | CUSIP: 000000000<br>LEI: 3358009SHWZ3DZEQ4Z56 | Long             | EC               | CORP              | IN        |      3627 | NS      | $11363.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Centerra Gold Inc                                       | Centerra Gold Inc                                       | CUSIP: 152006102<br>LEI: 549300K0HXTMP5JJ0E62 | Long             | EC               | CORP              | CA        |     11914 | NS      | $97337.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                            | DNB Bank ASA                                            | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |      1403 | NS      | $36966.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntory Beverage & Food Ltd                             | Suntory Beverage & Food Ltd                             | CUSIP: 000000000<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |     31200 | NS      | $965845.40    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sigma Healthcare Ltd                                    | Sigma Healthcare Ltd                                    | CUSIP: 000000000<br>LEI: 529900BZSP3BK7GYAO50 | Short            | EC               | CORP              | AU        |    -24532 | NS      | $-49984.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp                                             | Subaru Corp                                             | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     66900 | NS      | $1312334.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Target Corp                                             | Target Corp                                             | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     13310 | NS      | $1277493.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                                     | Signet Jewelers Ltd                                     | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |      2030 | NS      | $178741.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Oil Refineries Ltd                                      | Oil Refineries Ltd                                      | CUSIP: 000000000<br>LEI: 213800CWUC7NV7VR3D03 | Long             | EC               | CORP              | IL        |     81196 | NS      | $20122.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FF Group                                                | FF Group                                                | CUSIP: 000000000<br>LEI: 213800ZMDLVEKZIKFX90 | Long             | EC               | CORP              | GR        |     12055 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sun Hung Kai Properties Ltd                             | Sun Hung Kai Properties Ltd                             | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |     63500 | NS      | $750086.58    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CIE Automotive SA                                       | CIE Automotive SA                                       | CUSIP: 000000000<br>LEI: 95980020140005381252 | Long             | EC               | CORP              | ES        |      1977 | NS      | $62393.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co Ltd                                         | Mitsui & Co Ltd                                         | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |     76000 | NS      | $1749624.66   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SCSK Corp                                               | SCSK Corp                                               | CUSIP: 000000000<br>LEI: 529900SNGFXMSUBB7864 | Long             | EC               | CORP              | JP        |     13000 | NS      | $414104.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Macnica Holdings Inc                                    | Macnica Holdings Inc                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     52000 | NS      | $707451.76    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RTL Group SA                                            | RTL Group SA                                            | CUSIP: 000000000<br>LEI: 5493000C8J3C3SZYS040 | Long             | EC               | CORP              | LU        |      1759 | NS      | $72509.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Aeronautics Ltd                               | Hindustan Aeronautics Ltd                               | CUSIP: 000000000<br>LEI: 335800AKDC7T933T3I86 | Long             | EC               | CORP              | IN        |      3479 | NS      | $171472.07    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Itochu-Shokuhin Co Ltd                                  | Itochu-Shokuhin Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $34098.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                        | Coca-Cola Co/The                                        | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      1909 | NS      | $131701.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Financial Group Inc                                  | KB Financial Group Inc                                  | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |      1001 | NS      | $78183.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosei Corp                                              | Tosei Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     97400 | NS      | $2102750.30   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Energi Mega Persada Tbk PT                              | Energi Mega Persada Tbk PT                              | CUSIP: 000000000<br>LEI: 25490019ABALWIGUDM79 | Long             | EC               | CORP              | ID        |    404900 | NS      | $13596.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBM Offshore NV                                         | SBM Offshore NV                                         | CUSIP: 000000000<br>LEI: 549300RDGCRYZ5QE6513 | Long             | EC               | CORP              | NL        |      5244 | NS      | $143368.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc                                            | Enbridge Inc                                            | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Short            | EC               | CORP              | CA        |    -31235 | NS      | $-1509899.90  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| PTT Exploration & Production PCL                        | PTT Exploration & Production PCL                        | CUSIP: 000000000<br>LEI: 2549001O8YYGP5N7Q076 | Long             | EC               | CORP              | TH        |    490000 | NS      | $1694493.48   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Arca Continental SAB de CV                              | Arca Continental SAB de CV                              | CUSIP: 000000000<br>LEI: 254900U2BSJCQHJCXN24 | Long             | EC               | CORP              | MX        |     19086 | NS      | $195016.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1135000 | PA      | $1134645.11   | 0.09%             | 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        |    -13140 | NS      | $-1262660.17  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Sanlam Ltd                                              | Sanlam Ltd                                              | CUSIP: 000000000<br>LEI: 37890014418406D9FC23 | Long             | EC               | CORP              | ZA        |     13286 | NS      | $68496.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinopharm Group Co Ltd                                  | Sinopharm Group Co Ltd                                  | CUSIP: 000000000<br>LEI: 529900N54X78YH9JYK92 | Long             | EC               | CORP              | CN        |     55200 | NS      | $133022.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                       | InterContinental Hotels Group PLC                       | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Short            | EC               | CORP              | GB        |    -12014 | NS      | $-1458388.38  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| NGK Insulators Ltd                                      | NGK Insulators Ltd                                      | CUSIP: 000000000<br>LEI: 353800701BNCL25VYY16 | Long             | EC               | CORP              | JP        |     54400 | NS      | $858642.76    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Magna International Inc                                 | Magna International Inc                                 | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     11300 | NS      | $518696.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Group Holdings PLC                             | Berkeley Group Holdings PLC                             | CUSIP: 000000000<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |      3669 | NS      | $178550.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WiseTech Global Ltd                                     | WiseTech Global Ltd                                     | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Short            | EC               | CORP              | AU        |    -19244 | NS      | $-1274950.73  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Mobilezone Holding AG                                   | Mobilezone Holding AG                                   | CUSIP: 000000000<br>LEI: 506700P3R89PJL1LM545 | Long             | EC               | CORP              | CH        |      2012 | NS      | $27379.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMP Ltd                                                 | AMP Ltd                                                 | CUSIP: 000000000<br>LEI: 5299000D93LTLU0UJR35 | Long             | EC               | CORP              | AU        |     82263 | NS      | $91816.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd                                                | Nice Ltd                                                | CUSIP: 653656108<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |      6656 | NS      | $940825.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pro Medicus Ltd                                         | Pro Medicus Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | AU        |     -6915 | NS      | $-1343132.16  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| PACCAR Inc                                              | PACCAR Inc                                              | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     15156 | NS      | $1515296.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                        | Exxon Mobil Corp                                        | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     16900 | NS      | $1931501.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Morinaga & Co Ltd/Japan                                 | Morinaga & Co Ltd/Japan                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     69400 | NS      | $1259368.94   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co Ltd                                 | Sekisui Chemical Co Ltd                                 | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |    141700 | NS      | $2689225.58   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Marketing Japan Inc                               | Canon Marketing Japan Inc                               | CUSIP: 000000000<br>LEI: 529900WMTZBIIROD5K97 | Long             | EC               | CORP              | JP        |     21700 | NS      | $841196.17    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIC Telecom International Holdings Ltd                | CITIC Telecom International Holdings Ltd                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    234000 | NS      | $77551.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                  | Franklin Resources Inc                                  | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     32502 | NS      | $834001.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Nestle SA                                               | Nestle SA                                               | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      8929 | NS      | $842277.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTRA WALGREENS BOOTS                                  | CONTRA WALGREENS BOOTS                                  | CUSIP: 931CVR013<br>LEI: 549300RPTUOIXG4LIH86 | N/A              | DE               |  | US        |     90581 | NS      | $45290.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Doosan Bobcat Inc                                       | Doosan Bobcat Inc                                       | CUSIP: 000000000<br>LEI: 9884007K6X0Q0112FX44 | Long             | EC               | CORP              | KR        |     23096 | NS      | $882324.50    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Tatneft PJSC                                            | Tatneft PJSC                                            | CUSIP: 000000000<br>LEI: 253400PAT768SVJMV121 | Long             | EC               | CORP              | RU        |    332388 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Iveco Group NV                                          | Iveco Group NV                                          | CUSIP: 000000000<br>LEI: 549300ZWF2ZJDD9EOR96 | Long             | EC               | CORP              | NL        |      6408 | NS      | $137784.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Buffalo Inc /Japan                                      | Buffalo Inc /Japan                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $22479.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kitz Corp                                               | Kitz Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13100 | NS      | $133011.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Okamura Corp                                            | Okamura Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     49300 | NS      | $796364.28    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NH Foods Ltd                                            | NH Foods Ltd                                            | CUSIP: 000000000<br>LEI: 353800NLDBIOUQILWU82 | Long             | EC               | CORP              | JP        |     66200 | NS      | $2501400.09   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuasa Trading Co Ltd                                    | Yuasa Trading Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6200 | NS      | $206568.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Frontier Fudousan Co Ltd                            | Sun Frontier Fudousan Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $85691.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp                                            | Moody's Corp                                            | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Short            | EC               | CORP              | US        |     -1065 | NS      | $-542894.40   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                        | Deutsche Bank AG                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     92884 | NS      | $3263584.58   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                       | HSBC Holdings PLC                                       | CUSIP: 404280406<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |       933 | NS      | $60150.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unipro PAO                                              | Unipro PAO                                              | CUSIP: 000000000<br>LEI: 253400DR5QSH8MEGZZ11 | Long             | EC               | CORP              | RU        |   1300440 | NS      | $0.02         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JDE Peet's NV                                           | JDE Peet's NV                                           | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |     34576 | NS      | $1266219.84   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                      | Steel Dynamics Inc                                      | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      9962 | NS      | $1304225.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Itausa SA                                               | Itausa SA                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    193200 | NS      | $399808.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Grid Co - Rosseti PJSC                          | Federal Grid Co - Rosseti PJSC                          | CUSIP: 000000000<br>LEI: 253400FZQ7Z49QZNSG30 | Long             | EC               | CORP              | RU        | 160792062 | NS      | $2.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Universal Music Group NV                                | Universal Music Group NV                                | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Short            | EC               | CORP              | NL        |    -46546 | NS      | $-1315822.15  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                               | Avolta AG                                               | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Short            | EC               | CORP              | CH        |    -17063 | NS      | $-980007.11   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Willis Towers Watson PLC                                | Willis Towers Watson PLC                                | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Short            | EC               | CORP              | IE        |      -515 | NS      | $-168296.85   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Indocement Tunggal Prakarsa Tbk PT                      | Indocement Tunggal Prakarsa Tbk PT                      | CUSIP: 000000000<br>LEI: 529900U7IH8JW3FMGM30 | Long             | EC               | CORP              | ID        |     45500 | NS      | $19318.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Geely Automobile Holdings Ltd                           | Geely Automobile Holdings Ltd                           | CUSIP: 000000000<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | KY        |     55000 | NS      | $138728.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sega Sammy Holdings Inc                                 | Sega Sammy Holdings Inc                                 | CUSIP: 000000000<br>LEI: 5493006B6WMKNQ8QNP51 | Long             | EC               | CORP              | JP        |    112300 | NS      | $2336478.98   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Denka Co Ltd                                            | Denka Co Ltd                                            | CUSIP: 000000000<br>LEI: 353800Y94EKQEH8MVD43 | Long             | EC               | CORP              | JP        |     89200 | NS      | $1349039.34   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Matsuda Sangyo Co Ltd                                   | Matsuda Sangyo Co Ltd                                   | CUSIP: 000000000<br>LEI: 3538005JX81V3H77VM68 | Long             | EC               | CORP              | JP        |      5500 | NS      | $142662.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashapura Minechem Ltd                                   | Ashapura Minechem Ltd                                   | CUSIP: 000000000<br>LEI: 335800BSI9EHP97MPU18 | Long             | EC               | CORP              | IN        |     10745 | NS      | $62808.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinopec Engineering Group Co Ltd                        | Sinopec Engineering Group Co Ltd                        | CUSIP: 000000000<br>LEI: 529900MZVFFC7D57VV51 | Long             | EC               | CORP              | CN        |    392500 | NS      | $351325.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc                                | Hana Financial Group Inc                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     17433 | NS      | $1027700.75   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukuda Denshi Co Ltd                                    | Fukuda Denshi Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $4570.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent PLC                                        | Severn Trent PLC                                        | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Short            | EC               | CORP              | GB        |    -30642 | NS      | $-1070380.75  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                               | Linde PLC                                               | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Short            | EC               | CORP              | IE        |     -3133 | NS      | $-1498482.57  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems Inc                                     | Bentley Systems Inc                                     | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Short            | EC               | CORP              | US        |     -6790 | NS      | $-377863.50   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| NetEase Inc                                             | NetEase Inc                                             | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |     10100 | NS      | $276949.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                      | Vodafone Group PLC                                      | CUSIP: 92857W308<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    280613 | NS      | $3356131.48   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Implenia AG                                             | Implenia AG                                             | CUSIP: 000000000<br>LEI: 52990006TKCUQQJ79B11 | Long             | EC               | CORP              | CH        |      1313 | NS      | $104780.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnitogorsk Iron & Steel Works PJSC                    | Magnitogorsk Iron & Steel Works PJSC                    | CUSIP: 000000000<br>LEI: 253400XSJ4C01YMCXG44 | Long             | EC               | CORP              | RU        |   1863335 | NS      | $0.02         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Asahi Kasei Corp                                        | Asahi Kasei Corp                                        | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |     31300 | NS      | $255426.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rubis SCA                                               | Rubis SCA                                               | CUSIP: 000000000<br>LEI: 969500MGFIKUGLTC9742 | Long             | EC               | CORP              | FR        |     13605 | NS      | $450440.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GHCL Ltd                                                | GHCL Ltd                                                | CUSIP: 000000000<br>LEI: 335800L2UYNOUH82F930 | Long             | EC               | CORP              | IN        |      2545 | NS      | $15874.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Outokumpu Oyj                                           | Outokumpu Oyj                                           | CUSIP: 000000000<br>LEI: 5493009YRUJJDCFF0R80 | Long             | EC               | CORP              | FI        |     14179 | NS      | $58336.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanki Engineering Co Ltd                                | Sanki Engineering Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6700 | NS      | $226409.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yellow Hat Ltd                                          | Yellow Hat Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11900 | NS      | $133801.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                       | Siemens Energy AG                                       | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Short            | EC               | CORP              | DE        |    -13703 | NS      | $-1457716.00  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Prosegur Cia de Seguridad SA                            | Prosegur Cia de Seguridad SA                            | CUSIP: 000000000<br>LEI: 549300N94L4D5NDBFG97 | Long             | EC               | CORP              | ES        |     29927 | NS      | $92925.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Petroleum Corp                            | International Petroleum Corp                            | CUSIP: 46016U108<br>LEI: 54930025D80LU0SMR645 | Long             | EC               | CORP              | CA        |      5506 | NS      | $102100.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lippo Karawaci Tbk PT                                   | Lippo Karawaci Tbk PT                                   | CUSIP: 000000000<br>LEI: 254900KQ77NJ1AG8IC28 | Long             | EC               | CORP              | ID        |   6119300 | NS      | $38611.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca IFIS SpA                                          | Banca IFIS SpA                                          | CUSIP: 000000000<br>LEI: 8156005420362AE59184 | Long             | EC               | CORP              | IT        |     15170 | NS      | $410107.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                                        | Nitto Denko Corp                                        | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |     22500 | NS      | $506444.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Getlink SE                                              | Getlink SE                                              | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Short            | EC               | CORP              | FR        |    -50352 | NS      | $-952492.07   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Zhongsheng Group Holdings Ltd                           | Zhongsheng Group Holdings Ltd                           | CUSIP: 000000000<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | EC               | CORP              | KY        |     86500 | NS      | $179462.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                                   | Emaar Properties PJSC                                   | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |    476062 | NS      | $1866298.10   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp                                             | Incyte Corp                                             | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     17970 | NS      | $1520441.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp                                | Pan American Silver Corp                                | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Short            | EC               | CORP              | CA        |    -47172 | NS      | $-1600074.24  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                               | Repsol SA                                               | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |    119730 | NS      | $1963104.91   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CTBC Financial Holding Co Ltd                           | CTBC Financial Holding Co Ltd                           | CUSIP: 000000000<br>LEI: 549300IWDYIFW6JXM387 | Long             | EC               | CORP              | TW        |    237000 | NS      | $317892.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NewMarket Corp                                          | NewMarket Corp                                          | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |        50 | NS      | $41348.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beijing Enterprises Holdings Ltd                        | Beijing Enterprises Holdings Ltd                        | CUSIP: 000000000<br>LEI: 529900896ODARUEY2V26 | Long             | EC               | CORP              | HK        |     55500 | NS      | $231108.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Manhattan Associates Inc                                | Manhattan Associates Inc                                | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Short            | EC               | CORP              | US        |      -792 | NS      | $-170628.48   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                        | West Pharmaceutical Services Inc                        | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Short            | EC               | CORP              | US        |      -277 | NS      | $-68405.15    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                             | Nutrien Ltd                                             | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      1900 | NS      | $109502.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                               | Janus Henderson Group PLC                               | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |      4202 | NS      | $186232.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nizhnekamskneftekhim PJSC                               | Nizhnekamskneftekhim PJSC                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | RU        |     56000 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sun Life Financial Inc                                  | Sun Life Financial Inc                                  | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |      4900 | NS      | $286307.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung E&A Co Ltd                                      | Samsung E&A Co Ltd                                      | CUSIP: 000000000<br>LEI: 988400HDAY5KIVHGZ188 | Long             | EC               | CORP              | KR        |     21083 | NS      | $439649.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                      | Grupo Financiero Banorte SAB de CV                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    199122 | NS      | $1813749.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                     | Intesa Sanpaolo SpA                                     | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    226760 | NS      | $1427578.80   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                 | Recruit Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     26800 | NS      | $1533583.94   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co Ltd                          | Shinhan Financial Group Co Ltd                          | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |     10865 | NS      | $509116.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Telecommunications Infrastructure Fund          | Digital Telecommunications Infrastructure Fund          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     59800 | NS      | $15141.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jungheinrich AG                                         | Jungheinrich AG                                         | CUSIP: 000000000<br>LEI: 529900PHZORTU6FSXE73 | Long             | EP               | CORP              | DE        |      1546 | NS      | $54379.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO Inc                                                | ZOZO Inc                                                | CUSIP: 000000000<br>LEI: 549300GC7XPQMZA0OW13 | Short            | EC               | CORP              | JP        |    -26600 | NS      | $-247172.98   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Qatar National Bank QPSC                                | Qatar National Bank QPSC                                | CUSIP: 000000000<br>LEI: 549300FFSRVBS0SQXY75 | Long             | EC               | CORP              | QA        |    114766 | NS      | $598214.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GMK Norilskiy Nickel PAO                                | GMK Norilskiy Nickel PAO                                | CUSIP: 000000000<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |    455400 | NS      | $0.01         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dah Sing Financial Holdings Ltd                         | Dah Sing Financial Holdings Ltd                         | CUSIP: 000000000<br>LEI: 529900J55QMXMR5KMH32 | Long             | EC               | CORP              | HK        |     18800 | NS      | $85528.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Quang Ngai Sugar JSC                                    | Quang Ngai Sugar JSC                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |    122200 | NS      | $220790.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                               | Fresenius Medical Care AG                               | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |     10699 | NS      | $551519.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Health & Happiness H&H International Holdings Ltd       | Health & Happiness H&H International Holdings Ltd       | CUSIP: 000000000<br>LEI: 2138007WU5DJFZFDDV59 | Long             | EC               | CORP              | KY        |     34500 | NS      | $65328.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Koninklijke KPN NV                                      | Koninklijke KPN NV                                      | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |    122709 | NS      | $585586.37    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp                                               | ORIX Corp                                               | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     34700 | NS      | $896231.42    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsara Inc                                             | Samsara Inc                                             | CUSIP: 79589L106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -30309 | NS      | $-1095367.26  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| EDION Corp                                              | EDION Corp                                              | CUSIP: 000000000<br>LEI: 353800697NBCW7EAHZ97 | Long             | EC               | CORP              | JP        |      4000 | NS      | $54987.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valmet Oyj                                              | Valmet Oyj                                              | CUSIP: 000000000<br>LEI: 213800D9O7FUQDH83V62 | Long             | EC               | CORP              | FI        |     15785 | NS      | $548648.40    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lotus Bakeries NV                                       | Lotus Bakeries NV                                       | CUSIP: 000000000<br>LEI: 5493004C0K34IFI67I03 | Short            | EC               | CORP              | BE        |       -35 | NS      | $-343225.98   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| STERIS PLC                                              | STERIS PLC                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IE        |      -638 | NS      | $-156348.28   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Inter RAO UES PJSC                                      | Inter RAO UES PJSC                                      | CUSIP: 000000000<br>LEI: 253400PMFKF8Q8G1FA17 | Long             | EC               | CORP              | RU        |   6310100 | NS      | $0.08         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GS Yuasa Corp                                           | GS Yuasa Corp                                           | CUSIP: 000000000<br>LEI: 353800MW7O6PQQHLDR79 | Long             | EC               | CORP              | JP        |      4700 | NS      | $105357.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Esprinet SpA                                            | Esprinet SpA                                            | CUSIP: 000000000<br>LEI: 8156007E3375956ADD08 | Long             | EC               | CORP              | IT        |      4144 | NS      | $22035.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| BlueScope Steel Ltd                                     | BlueScope Steel Ltd                                     | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |    117876 | NS      | $1765982.74   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                        | Powszechny Zaklad Ubezpieczen SA                        | CUSIP: 000000000<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |     11961 | NS      | $199070.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sakata INX Corp                                         | Sakata INX Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21600 | NS      | $328861.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ramelius Resources Ltd                                  | Ramelius Resources Ltd                                  | CUSIP: 000000000<br>LEI: 254900E44AIGW7KKNR98 | Long             | EC               | CORP              | AU        |     89499 | NS      | $188101.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                                | Adyen NV                                                | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Short            | EC               | CORP              | NL        |      -393 | NS      | $-659913.80   | -0.05%            |  |  |  | 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        |   2562184 | NS      | $32585.81     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| West Fraser Timber Co Ltd                               | West Fraser Timber Co Ltd                               | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |      6293 | NS      | $458822.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Glenmark Pharmaceuticals Ltd                            | Glenmark Pharmaceuticals Ltd                            | CUSIP: 000000000<br>LEI: 335800WKECZXIIT9GK20 | Long             | EC               | CORP              | IN        |     40737 | NS      | $886325.77    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Arkema SA                                               | Arkema SA                                               | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |      1270 | NS      | $90108.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                | AT&T Inc                                                | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     12207 | NS      | $357543.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Schroders PLC                                           | Schroders PLC                                           | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |     55836 | NS      | $286855.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia De Sanena Do Parana                                 | Cia De Sanena Do Parana                                 | CUSIP: 000000000<br>LEI: 254900SZW9X2D21A7X94 | Long             | EC               | CORP              | BR        |     15900 | NS      | $101144.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| First Pacific Co Ltd                                    | First Pacific Co Ltd                                    | CUSIP: 000000000<br>LEI: 254900VS1MDQSDM9DE09 | Long             | EC               | CORP              | BM        |     10000 | NS      | $8570.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IPSOS SA                                                | IPSOS SA                                                | CUSIP: 000000000<br>LEI: 9695002OY2X35E9X8W87 | Long             | EC               | CORP              | FR        |      6169 | NS      | $256319.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Academy Sports & Outdoors Inc                           | Academy Sports & Outdoors Inc                           | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2837 | NS      | $151921.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co Ltd                              | Japan Post Holdings Co Ltd                              | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |     20900 | NS      | $213272.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                    | Westpac Banking Corp                                    | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |      4630 | NS      | $116625.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stella International Holdings Ltd                       | Stella International Holdings Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     34000 | NS      | $73548.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Electric Co Ltd                                    | Fuji Electric Co Ltd                                    | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |     14000 | NS      | $881600.82    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                    | Bank of America Corp                                    | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     55336 | NS      | $2807748.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Transneft PJSC                                          | Transneft PJSC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | RU        |     16100 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Air Water Inc                                           | Air Water Inc                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21400 | NS      | $372047.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Iwatani Corp                                            | Iwatani Corp                                            | CUSIP: 000000000<br>LEI: 353800TSKIDNENNV2L96 | Long             | EC               | CORP              | JP        |      9500 | NS      | $103516.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                      | Credit Agricole SA                                      | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |     11569 | NS      | $211620.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cyrela Brazil Realty SA Empreendimentos e Participacoes | Cyrela Brazil Realty SA Empreendimentos e Participacoes | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    206100 | NS      | $1068921.49   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Wipro Ltd                                               | Wipro Ltd                                               | CUSIP: 000000000<br>LEI: 335800IFS1IJHESG8362 | Long             | EC               | CORP              | IN        |     48172 | NS      | $136146.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                           | Automatic Data Processing Inc                           | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Short            | EC               | CORP              | US        |      -231 | NS      | $-70235.55    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                             | Bayerische Motoren Werke AG                             | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |     17959 | NS      | $1878878.02   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Indofood Sukses Makmur Tbk PT                           | Indofood Sukses Makmur Tbk PT                           | CUSIP: 000000000<br>LEI: 529900E61EV2GTYWZ485 | Long             | EC               | CORP              | ID        |   3383700 | NS      | $1529264.07   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                  | Equitable Holdings Inc                                  | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Short            | EC               | CORP              | US        |     -8818 | NS      | $-469646.68   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co                                       | Erie Indemnity Co                                       | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Short            | EC               | CORP              | US        |     -3198 | NS      | $-1133307.24  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| TDK Corp                                                | TDK Corp                                                | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |      7500 | NS      | $96849.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                           | Volkswagen AG                                           | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |     19600 | NS      | $2283939.40   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Radiant Opto-Electronics Corp                           | Radiant Opto-Electronics Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    102472 | NS      | $479026.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                           | Stellantis NV                                           | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |    210230 | NS      | $2013013.97   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Matas A/S                                               | Matas A/S                                               | CUSIP: 000000000<br>LEI: 2138004PXX8LWGHGL872 | Long             | EC               | CORP              | DK        |       799 | NS      | $16709.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Global SA                                         | Bunge Global SA                                         | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | CH        |      2375 | NS      | $200022.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| US Bancorp                                              | US Bancorp                                              | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     44201 | NS      | $2158334.83   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO Resources Fund                                      | GMO Resources Fund                                      | CUSIP: 362014409<br>LEI: 549300RZ6MOU726M7F60 | Long             | EC               | RF                | US        |   1716375 | NS      | $34653609.80  | 2.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp                                              | Inpex Corp                                              | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |    233700 | NS      | $3971067.95   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                             | Swisscom AG                                             | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |       654 | NS      | $472825.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                     | Deutsche Telekom AG                                     | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      2456 | NS      | $89877.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                   | STMicroelectronics NV                                   | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |      2536 | NS      | $69039.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rollins Inc                                             | Rollins Inc                                             | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Short            | EC               | CORP              | US        |    -24037 | NS      | $-1359051.98  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc                  | International Flavors & Fragrances Inc                  | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Short            | EC               | CORP              | US        |     -1714 | NS      | $-115712.14   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                            | ING Groep NV                                            | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     89391 | NS      | $2134207.38   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-Dan Co Ltd                                          | Dai-Dan Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $116897.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Okta Inc                                                | Okta Inc                                                | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Short            | EC               | CORP              | US        |    -12643 | NS      | $-1172891.11  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                              | Intel Corp                                              | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     65419 | NS      | $1592952.65   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment PLC                               | Flutter Entertainment PLC                               | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Short            | EC               | CORP              | IE        |      -182 | NS      | $-55904.94    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dundee Precious Metals Inc                              | Dundee Precious Metals Inc                              | CUSIP: 265269209<br>LEI: 549300LATVTU0EIUMD45 | Long             | EC               | CORP              | CA        |     39500 | NS      | $732275.09    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                               | Crocs Inc                                               | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      3355 | NS      | $292556.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wilmar International Ltd                                | Wilmar International Ltd                                | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |     27600 | NS      | $63431.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO Climate Change Fund                                 | GMO Climate Change Fund                                 | CUSIP: 362014615<br>LEI: 549300YHGBL4FWUNIF94 | Long             | EC               | RF                | US        |    592482 | NS      | $13467122.86  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Agri-Resources Ltd                               | Golden Agri-Resources Ltd                               | CUSIP: 000000000<br>LEI: 529900GAK9LTNC3IFY40 | Long             | EC               | CORP              | MU        |    481600 | NS      | $105204.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gazprom PJSC                                            | Gazprom PJSC                                            | CUSIP: 000000000<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               | CORP              | RU        |   2050858 | NS      | $0.03         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Austevoll Seafood ASA                                   | Austevoll Seafood ASA                                   | CUSIP: 000000000<br>LEI: 5967007LIEEXZXFFDC03 | Long             | EC               | CORP              | NO        |      3449 | NS      | $31992.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd                                    | Mitsui OSK Lines Ltd                                    | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |     85600 | NS      | $2746837.34   | 0.23%             |  |  |  | No            |                  2 | On Loan: —       |
| Coface SA                                               | Coface SA                                               | CUSIP: 000000000<br>LEI: 96950025N07LTJYFSN57 | Long             | EC               | CORP              | FR        |     11757 | NS      | $221411.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Linamar Corp                                            | Linamar Corp                                            | CUSIP: 53278L107<br>LEI: 549300LW6VIYFRMFBU20 | Long             | EC               | CORP              | CA        |      2000 | NS      | $109192.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU Aero Engines AG                                     | MTU Aero Engines AG                                     | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Short            | EC               | CORP              | DE        |     -3312 | NS      | $-1476049.84  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                           | Rio Tinto PLC                                           | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      2887 | NS      | $180471.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Petroleum Corp Ltd                            | Hindustan Petroleum Corp Ltd                            | CUSIP: 000000000<br>LEI: 335800DWLXIP7HFFY564 | Long             | EC               | CORP              | IN        |     26236 | NS      | $112089.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co Ltd                               | Ono Pharmaceutical Co Ltd                               | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |    160200 | NS      | $1804370.46   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Noor Financial Investment Co KSC                        | Noor Financial Investment Co KSC                        | CUSIP: 000000000<br>LEI: 549300US0VXHVXG6RD34 | Long             | EC               | CORP              | KW        |    163396 | NS      | $238056.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co/The                                           | Boeing Co/The                                           | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Short            | EC               | CORP              | US        |     -6886 | NS      | $-1616006.48  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| LG Electronics Inc                                      | LG Electronics Inc                                      | CUSIP: 000000000<br>LEI: 988400RMQFTGZIOG0609 | Long             | EC               | CORP              | KR        |     16069 | NS      | $851475.93    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                             | Bouygues SA                                             | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |      1192 | NS      | $51116.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                      | Honda Motor Co Ltd                                      | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |    168000 | NS      | $1862275.31   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| China Conch Venture Holdings Ltd                        | China Conch Venture Holdings Ltd                        | CUSIP: 000000000<br>LEI: 836800AA0Q4R3O6ZDB17 | Long             | EC               | CORP              | KY        |     85000 | NS      | $112958.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                          | Abu Dhabi Commercial Bank PJSC                          | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | EC               | CORP              | AE        |    208894 | NS      | $860678.37    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Mutual Ltd                                          | Old Mutual Ltd                                          | CUSIP: 000000000<br>LEI: 213800MON84ZWWPQCN47 | Long             | EC               | CORP              | ZA        |    720638 | NS      | $567101.78    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                        | ABN AMRO Bank NV                                        | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     24054 | NS      | $693805.26    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| APERAM SA                                               | APERAM SA                                               | CUSIP: 000000000<br>LEI: 5493001136GE6L4R7M63 | Long             | EC               | CORP              | LU        |     12450 | NS      | $377976.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group Inc                                       | Rakuten Group Inc                                       | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Short            | EC               | CORP              | JP        |   -208400 | NS      | $-1282797.02  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Electric Holdings Ltd                           | Johnson Electric Holdings Ltd                           | CUSIP: 000000000<br>LEI: 529900EDYRQ6K25JEC80 | Long             | EC               | CORP              | BM        |     77500 | NS      | $284761.60    | 0.02%             |  |  |  | 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        |     15269 | NS      | $56114.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chiyoda Integre Co Ltd                                  | Chiyoda Integre Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $27736.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kloeckner & Co SE                                       | Kloeckner & Co SE                                       | CUSIP: 000000000<br>LEI: 529900CQ31CN6GV5LL52 | Long             | EC               | CORP              | DE        |      2247 | NS      | $15492.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                           | Koninklijke Ahold Delhaize NV                           | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     46621 | NS      | $1868233.87   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Petroleum Corp Ltd                               | Bharat Petroleum Corp Ltd                               | CUSIP: 000000000<br>LEI: 8GRDBX1TJ0PU5NCSHT72 | Long             | EC               | CORP              | IN        |    198182 | NS      | $693672.53    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp                                           | SoftBank Corp                                           | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Short            | EC               | CORP              | JP        |   -968000 | NS      | $-1497380.73  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Radian Group Inc                                        | Radian Group Inc                                        | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     11426 | NS      | $398538.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                          | BorgWarner Inc                                          | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     17911 | NS      | $765874.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital Corp                                   | Blue Owl Capital Corp                                   | CUSIP: 69121K104<br>LEI: 2549000BD79OOCPF2L94 | Long             | EC               | CORP              | US        |      5307 | NS      | $76102.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                                          | AutoNation Inc                                          | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1263 | NS      | $276698.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Credito Emiliano SpA                                    | Credito Emiliano SpA                                    | CUSIP: 000000000<br>LEI: 8156004B244AA70DE787 | Long             | EC               | CORP              | IT        |     17700 | NS      | $278290.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Organon & Co                                            | Organon & Co                                            | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     23295 | NS      | $219438.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) DEC25                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1519 | NC      | $901006.87    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandai Namco Holdings Inc                               | Bandai Namco Holdings Inc                               | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |     56200 | NS      | $1932273.36   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                              | Legrand SA                                              | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |       592 | NS      | $90153.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp                                              | FedEx Corp                                              | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      3548 | NS      | $819836.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Industrial Co Ltd                               | Pacific Industrial Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    138200 | NS      | $2141488.82   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastenal Co                                             | Fastenal Co                                             | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Short            | EC               | CORP              | US        |    -32360 | NS      | $-1606997.60  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Rengo Co Ltd                                            | Rengo Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     34000 | NS      | $212109.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                                     | Synchrony Financial                                     | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     23861 | NS      | $1821548.74   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMCO Corp                                              | SUMCO Corp                                              | CUSIP: 000000000<br>LEI: 353800SUSRUOM0V6KU92 | Long             | EC               | CORP              | JP        |    113800 | NS      | $946838.26    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co                                           | Ford Motor Co                                           | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    142531 | NS      | $1677589.87   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Salzgitter AG                                           | Salzgitter AG                                           | CUSIP: 000000000<br>LEI: 529900E12Z6HXIMHFA15 | Long             | EC               | CORP              | DE        |      2328 | NS      | $60716.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corp                                             | Kajima Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $178418.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kenvue Inc                                              | Kenvue Inc                                              | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      3391 | NS      | $70227.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                                | MSCI Inc                                                | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Short            | EC               | CORP              | US        |     -2491 | NS      | $-1414190.52  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Fujikura Ltd                                            | Fujikura Ltd                                            | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Short            | EC               | CORP              | JP        |     -1300 | NS      | $-110290.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Tokai Carbon Co Ltd                                     | Tokai Carbon Co Ltd                                     | CUSIP: 000000000<br>LEI: 5299002HKWA5B57KLT43 | Long             | EC               | CORP              | JP        |    228000 | NS      | $1565572.32   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Manappuram Finance Ltd                                  | Manappuram Finance Ltd                                  | CUSIP: 000000000<br>LEI: 335800JL5WTUSKOSPN77 | Long             | EC               | CORP              | IN        |    396578 | NS      | $1176696.47   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Match Group Inc                                         | Match Group Inc                                         | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      6197 | NS      | $231395.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cochlear Ltd                                            | Cochlear Ltd                                            | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Short            | EC               | CORP              | AU        |     -1584 | NS      | $-311913.96   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                                         | J Sainsbury PLC                                         | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |     93759 | NS      | $379395.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker Solutions ASA                                      | Aker Solutions ASA                                      | CUSIP: 000000000<br>LEI: 5967007LIEEXZXG42836 | Long             | EC               | CORP              | NO        |     45984 | NS      | $142483.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Enterprises PLC                                  | Origin Enterprises PLC                                  | CUSIP: 000000000<br>LEI: 213800AIB4U7N5BLS350 | Long             | EC               | CORP              | IE        |     15644 | NS      | $69486.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                       | Tractor Supply Co                                       | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Short            | EC               | CORP              | US        |     -1344 | NS      | $-83005.44    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                            | CaixaBank SA                                            | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     19200 | NS      | $191712.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Polyus PJSC                                             | Polyus PJSC                                             | CUSIP: 000000000<br>LEI: 549300FUXVT7TF6ZKV71 | Long             | EC               | CORP              | RU        |    102150 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| First Abu Dhabi Bank PJSC                               | First Abu Dhabi Bank PJSC                               | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | EC               | CORP              | AE        |    112636 | NS      | $508738.78    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IG Group Holdings PLC                                   | IG Group Holdings PLC                                   | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |     87840 | NS      | $1341906.35   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                          | GE HealthCare Technologies Inc                          | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     20528 | NS      | $1513529.44   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ANA Holdings Inc                                        | ANA Holdings Inc                                        | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Short            | EC               | CORP              | JP        |    -31400 | NS      | $-633060.92   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Stolt-Nielsen Ltd                                       | Stolt-Nielsen Ltd                                       | CUSIP: 000000000<br>LEI: 213800VZX4LWJSGRLR94 | Long             | EC               | CORP              | BM        |      4613 | NS      | $149957.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM Corp                                                | SLM Corp                                                | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6991 | NS      | $218678.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Erajaya Swasembada Tbk PT                               | Erajaya Swasembada Tbk PT                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   6514400 | NS      | $173862.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pou Chen Corp                                           | Pou Chen Corp                                           | CUSIP: 000000000<br>LEI: 25490027LIXQ7W4PBH18 | Long             | EC               | CORP              | TW        |   1861000 | NS      | $1749529.15   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                   | Burlington Stores Inc                                   | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Short            | EC               | CORP              | US        |     -4809 | NS      | $-1397880.12  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| LG Corp                                                 | LG Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      7141 | NS      | $381819.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Corp/Aichi                                         | Fuji Corp/Aichi                                         | CUSIP: 000000000<br>LEI: 353800G4VS3QLM6BSX66 | Long             | EC               | CORP              | JP        |     89800 | NS      | $1671565.49   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Perenti Ltd                                             | Perenti Ltd                                             | CUSIP: 000000000<br>LEI: 25490044GUNE4S2E6K11 | Long             | EC               | CORP              | AU        |     59370 | NS      | $91649.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Saison Co Ltd                                    | Credit Saison Co Ltd                                    | CUSIP: 000000000<br>LEI: 529900SV58ZWTGRH3A66 | Long             | EC               | CORP              | JP        |    120100 | NS      | $3049792.35   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                          | BE Semiconductor Industries NV                          | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Short            | EC               | CORP              | NL        |     -8289 | NS      | $-1116507.49  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp                                              | Asics Corp                                              | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Short            | EC               | CORP              | JP        |    -37800 | NS      | $-1016124.13  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                       | Kinder Morgan Inc                                       | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     25854 | NS      | $697540.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coway Co Ltd                                            | Coway Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3108 | NS      | $232032.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Super Retail Group Ltd                                  | Super Retail Group Ltd                                  | CUSIP: 000000000<br>LEI: 9845001C5140A8CK7D81 | Long             | EC               | CORP              | AU        |     18735 | NS      | $230013.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Signify NV                                              | Signify NV                                              | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |     48041 | NS      | $1268629.19   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bank Negara Indonesia Persero Tbk PT                    | Bank Negara Indonesia Persero Tbk PT                    | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | EC               | CORP              | ID        |    268400 | NS      | $71256.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                             | Goldman Sachs Group Inc/The                             | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       989 | NS      | $737052.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                        | Coca-Cola HBC AG                                        | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |     25618 | NS      | $1295868.23   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                            | Leonardo SpA                                            | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |     33206 | NS      | $1886378.98   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ITV PLC                                                 | ITV PLC                                                 | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | EC               | CORP              | GB        |    580131 | NS      | $639944.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Pembangunan Daerah Jawa Timur Tbk PT               | Bank Pembangunan Daerah Jawa Timur Tbk PT               | CUSIP: 000000000<br>LEI: 529900DGM06AC0584V78 | Long             | EC               | CORP              | ID        |   1665900 | NS      | $51984.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                               | Logitech International SA                               | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |      2394 | NS      | $247198.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd                                       | Sekisui House Ltd                                       | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |     82700 | NS      | $1861101.77   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Co                                              | Carvana Co                                              | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Short            | EC               | CORP              | US        |     -4294 | NS      | $-1597024.48  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Bankinter SA                                            | Bankinter SA                                            | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |     15749 | NS      | $235040.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wise PLC                                                | Wise PLC                                                | CUSIP: 000000000<br>LEI: 213800LD9XCHIC1C4V71 | Short            | EC               | CORP              | GB        |    -87489 | NS      | $-1246363.62  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                                | Ipsen SA                                                | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |      1585 | NS      | $215491.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Macy's Inc                                              | Macy's Inc                                              | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      2139 | NS      | $28298.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                              | Dexcom Inc                                              | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Short            | EC               | CORP              | US        |    -10971 | NS      | $-826555.14   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Niterra Co Ltd                                          | Niterra Co Ltd                                          | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |     17300 | NS      | $616233.69    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagers Automotive Ltd                                   | Eagers Automotive Ltd                                   | CUSIP: 000000000<br>LEI: 2549009FI5JQMNR9RJ37 | Long             | EC               | CORP              | AU        |      3396 | NS      | $61282.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yanlord Land Group Ltd                                  | Yanlord Land Group Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    161100 | NS      | $89040.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Transcontinental Inc                                    | Transcontinental Inc                                    | CUSIP: 893578104<br>LEI: 549300C86G4JLR01YF53 | Long             | EC               | CORP              | CA        |      8200 | NS      | $121565.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (CDX.EM.43.V1)                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  22800000 | OU      | $392575.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASAHI YUKIZAI CORP                                      | ASAHI YUKIZAI CORP                                      | CUSIP: 000000000<br>LEI: 353800BBLKAGEXVVBE41 | Long             | EC               | CORP              | JP        |      6500 | NS      | $196596.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                                  | FUJIFILM Holdings Corp                                  | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |     65100 | NS      | $1542268.64   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                     | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |    106700 | NS      | $2906035.42   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Dayforce Inc                                            | Dayforce Inc                                            | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Short            | EC               | CORP              | US        |     -9116 | NS      | $-636023.32   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Manila Water Co Inc                                     | Manila Water Co Inc                                     | CUSIP: 000000000<br>LEI: 5493004SJIK0GOUIZM45 | Long             | EC               | CORP              | PH        |     43500 | NS      | $31974.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AppLovin Corp                                           | AppLovin Corp                                           | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Short            | EC               | CORP              | US        |     -1594 | NS      | $-762872.46   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Sandoz Group AG                                         | Sandoz Group AG                                         | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |       728 | NS      | $45681.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                               | Prosus NV                                               | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |     36697 | NS      | $2270056.42   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| YETI Holdings Inc                                       | YETI Holdings Inc                                       | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |      2322 | NS      | $81641.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Bridge Holdings Corp                           | Yokogawa Bridge Holdings Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     59600 | NS      | $1122859.64   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd                   | Yangzijiang Shipbuilding Holdings Ltd                   | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |   1086699 | NS      | $2462256.16   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd                                            | WH Group Ltd                                            | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |   2109000 | NS      | $2266331.86   | 0.19%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Komatsu Ltd                                             | Komatsu Ltd                                             | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |     57500 | NS      | $1946624.85   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                        | Unicaja Banco SA                                        | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | EC               | CORP              | ES        |    181860 | NS      | $504261.97    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                                | Itau Unibanco Holding SA                                | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |     24380 | NS      | $174073.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sojitz Corp                                             | Sojitz Corp                                             | CUSIP: 000000000<br>LEI: 5493004SE33MRLPB1W98 | Long             | EC               | CORP              | JP        |     10400 | NS      | $273973.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Innotek Co Ltd                                       | LG Innotek Co Ltd                                       | CUSIP: 000000000<br>LEI: 988400KTHH2LMUX7EB48 | Long             | EC               | CORP              | KR        |       829 | NS      | $100191.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                          | ServiceNow Inc                                          | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Short            | EC               | CORP              | US        |     -1467 | NS      | $-1345913.82  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                                      | Trade Desk Inc/The                                      | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Short            | EC               | CORP              | US        |     -1259 | NS      | $-68816.94    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Lonking Holdings Ltd                                    | Lonking Holdings Ltd                                    | CUSIP: 000000000<br>LEI: 5299004M92ACMGS3QI84 | Long             | EC               | CORP              | KY        |     87000 | NS      | $30247.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                    | Fastighets AB Balder                                    | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | EC               | CORP              | SE        |     22578 | NS      | $160740.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PGE Polska Grupa Energetyczna SA                        | PGE Polska Grupa Energetyczna SA                        | CUSIP: 000000000<br>LEI: 259400MP9VXR0E69MJ89 | Long             | EC               | CORP              | PL        |     93044 | NS      | $289985.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shun Tak Holdings Ltd                                   | Shun Tak Holdings Ltd                                   | CUSIP: 000000000<br>LEI: 2549009R5NCY1DI0ZG82 | Long             | EC               | CORP              | HK        |     58000 | NS      | $5516.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                        | Roche Holding AG                                        | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       901 | NS      | $309435.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Gazprom Neft PJSC                                       | Gazprom Neft PJSC                                       | CUSIP: 000000000<br>LEI: 253400KXA9P2AN72P004 | Long             | EC               | CORP              | RU        |    180610 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MetLife Inc                                             | MetLife Inc                                             | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      2864 | NS      | $233015.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TV Asahi Holdings Corp                                  | TV Asahi Holdings Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5100 | NS      | $107082.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kasikornbank PCL                                        | Kasikornbank PCL                                        | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | EC               | CORP              | TH        |    669400 | NS      | $3481959.35   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Spin Master Corp                                        | Spin Master Corp                                        | CUSIP: 848510103<br>LEI: 254900ACUT127TXKWO71 | Long             | EC               | CORP              | CA        |      4845 | NS      | $79765.14     | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Beijer Ref AB                                           | Beijer Ref AB                                           | CUSIP: 000000000<br>LEI: 549300PZZEUVH08H4G75 | Short            | EC               | CORP              | SE        |    -22782 | NS      | $-387538.68   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Aflac Inc                                               | Aflac Inc                                               | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      5012 | NS      | $535582.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Noritake Co Ltd                                         | Noritake Co Ltd                                         | CUSIP: 000000000<br>LEI: 529900EN4XJGJXV4A581 | Long             | EC               | CORP              | JP        |      3200 | NS      | $97594.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa PLC                                             | Informa PLC                                             | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Short            | EC               | CORP              | GB        |   -120722 | NS      | $-1422043.33  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| LT Group Inc                                            | LT Group Inc                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |    300600 | NS      | $73750.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Morrison Home Corp                               | Taylor Morrison Home Corp                               | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       906 | NS      | $61037.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                                            | Insulet Corp                                            | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Short            | EC               | CORP              | US        |     -4534 | NS      | $-1541015.92  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| United Co RUSAL International PJSC                      | United Co RUSAL International PJSC                      | CUSIP: 000000000<br>LEI: 213800WNO9IQTTI4PG55 | Long             | EC               | CORP              | RU        |     50950 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Allianz SE                                              | Allianz SE                                              | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       794 | NS      | $335689.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                      | Meta Platforms Inc                                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      2842 | NS      | $2099385.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                              | Pfizer Inc                                              | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    113322 | NS      | $2805852.72   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                 | E.ON SE                                                 | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     73055 | NS      | $1302668.73   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Perdoceo Education Corp                                 | Perdoceo Education Corp                                 | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      2808 | NS      | $91933.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Horiba Ltd                                              | Horiba Ltd                                              | CUSIP: 000000000<br>LEI: 529900OOTWPYSNW0EC84 | Long             | EC               | CORP              | JP        |     10800 | NS      | $801923.82    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hera SpA                                                | Hera SpA                                                | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | EC               | CORP              | IT        |     19226 | NS      | $82636.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Avnet Inc                                               | Avnet Inc                                               | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      7774 | NS      | $424227.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UPL Ltd                                                 | UPL Ltd                                                 | CUSIP: 000000000<br>LEI: 335800RJSM1SLHO4UA95 | Long             | EC               | CORP              | IN        |     18339 | NS      | $148341.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Reinsurance Group Corp                            | China Reinsurance Group Corp                            | CUSIP: 000000000<br>LEI: 300300F3000111000079 | Long             | EC               | CORP              | CN        |   2367000 | NS      | $521518.83    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Hi-Fi Ltd                                            | JB Hi-Fi Ltd                                            | CUSIP: 000000000<br>LEI: 529900TPC8H040Y3ZQ65 | Long             | EC               | CORP              | AU        |     16547 | NS      | $1265347.20   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Hogy Medical Co Ltd                                     | Hogy Medical Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     65000 | NS      | $2333239.20   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corp                                              | Tosoh Corp                                              | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |     55900 | NS      | $881230.85    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                              | Verizon Communications Inc                              | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     66292 | NS      | $2932095.16   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                           | BHP Group Ltd                                           | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    192138 | NS      | $5355455.70   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Generali                                                | Generali                                                | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |     14151 | NS      | $552413.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods PLC                            | Associated British Foods PLC                            | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |     11654 | NS      | $340572.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                   | Molina Healthcare Inc                                   | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      2415 | NS      | $436704.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Inflation-Indexed Notes                   | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11548487 | PA      | $11868939.38  | 0.98%             | 2035-01-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Derichebourg SA                                         | Derichebourg SA                                         | CUSIP: 000000000<br>LEI: 969500QOO4C4IPGID263 | Long             | EC               | CORP              | FR        |      8028 | NS      | $56192.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Perusahaan Gas Negara Tbk PT                            | Perusahaan Gas Negara Tbk PT                            | CUSIP: 000000000<br>LEI: 549300OX1VFDX7ZPN240 | Long             | EC               | CORP              | ID        |   6379500 | NS      | $661533.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Selvaag Bolig ASA                                       | Selvaag Bolig ASA                                       | CUSIP: 000000000<br>LEI: 5967007LIEEXZXIHPK59 | Long             | EC               | CORP              | NO        |      1648 | NS      | $5970.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                   | Bath & Body Works Inc                                   | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      2449 | NS      | $71535.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| George Weston Ltd                                       | George Weston Ltd                                       | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |      3900 | NS      | $251149.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd                          | Fairfax Financial Holdings Ltd                          | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |        87 | NS      | $149776.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| A'ayan Leasing & Investment Co KSCP                     | A'ayan Leasing & Investment Co KSCP                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KW        |     10348 | NS      | $6460.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vipshop Holdings Ltd                                    | Vipshop Holdings Ltd                                    | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | KY        |     74100 | NS      | $1240434.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Genomma Lab Internacional SAB de CV                     | Genomma Lab Internacional SAB de CV                     | CUSIP: 000000000<br>LEI: 984500B7084AA76ACF85 | Long             | EC               | CORP              | MX        |    115000 | NS      | $137523.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Awwal Bank                                        | Saudi Awwal Bank                                        | CUSIP: 000000000<br>LEI: 558600TQS0WENZUC5190 | Long             | EC               | CORP              | SA        |     27048 | NS      | $217080.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kung Long Batteries Industrial Co Ltd                   | Kung Long Batteries Industrial Co Ltd                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1000 | NS      | $4258.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Soda Co Ltd                                      | Nippon Soda Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $81078.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                              | Eiffage SA                                              | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |      6879 | NS      | $865691.06    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrotec Corp                                           | Ferrotec Corp                                           | CUSIP: 000000000<br>LEI: 3538005N4KWZD4R07U97 | Long             | EC               | CORP              | JP        |     29800 | NS      | $778885.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| China Hongqiao Group Ltd                                | China Hongqiao Group Ltd                                | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | KY        |    535500 | NS      | $1762629.49   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Credito Real SAB de CV SOFOM ER                         | Credito Real SAB de CV SOFOM ER                         | CUSIP: 000000000<br>LEI: 549300W2IL7TPPCTKL39 | Long             | EC               | CORP              | MX        |    495200 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VTech Holdings Ltd                                      | VTech Holdings Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     28600 | NS      | $231043.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk PT                         | Telkom Indonesia Persero Tbk PT                         | CUSIP: 715684106<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |      3900 | NS      | $75621.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                                | Fox Corp                                                | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     22268 | NS      | $1214719.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Delivery Hero SE                                        | Delivery Hero SE                                        | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Short            | EC               | CORP              | DE        |    -29333 | NS      | $-778174.49   | -0.06%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Wajax Corp                                              | Wajax Corp                                              | CUSIP: 930783105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1119 | NS      | $19392.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japfa Comfeed Indonesia Tbk PT                          | Japfa Comfeed Indonesia Tbk PT                          | CUSIP: 000000000<br>LEI: 549300VJMRP8O87R3147 | Long             | EC               | CORP              | ID        |   3435900 | NS      | $341468.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxell Ltd                                              | Maxell Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    182900 | NS      | $2555092.34   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| MFE-MediaForEurope NV                                   | MFE-MediaForEurope NV                                   | CUSIP: 000000000<br>LEI: 213800DIFN7NR7B97A50 | Long             | EC               | CORP              | NL        |     54627 | NS      | $199005.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                       | Allstate Corp/The                                       | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      1131 | NS      | $230101.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Daido Steel Co Ltd                                      | Daido Steel Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800WZKGRNG0T2FR92 | Long             | EC               | CORP              | JP        |      2300 | NS      | $19677.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                | Rolls-Royce Holdings PLC                                | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Short            | EC               | CORP              | GB        |   -108520 | NS      | $-1564894.79  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Solventum Corp                                          | Solventum Corp                                          | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |     17914 | NS      | $1309334.26   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MonotaRO Co Ltd                                         | MonotaRO Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | JP        |    -51200 | NS      | $-882205.99   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Konami Group Corp                                       | Konami Group Corp                                       | CUSIP: 000000000<br>LEI: 353800FC4A5QCMIZFV94 | Long             | EC               | CORP              | JP        |      6200 | NS      | $935197.95    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Television Francaise 1 SA                               | Television Francaise 1 SA                               | CUSIP: 000000000<br>LEI: 969500WQFC6OAQYG7E65 | Long             | EC               | CORP              | FR        |     25176 | NS      | $248562.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mueller Industries Inc                                  | Mueller Industries Inc                                  | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |       816 | NS      | $78287.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corp                                        | Bridgestone Corp                                        | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |     23300 | NS      | $1052587.38   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Grange Resources Ltd                                    | Grange Resources Ltd                                    | CUSIP: 000000000<br>LEI: 529900NMGGZAKQ0JZU73 | Long             | EC               | CORP              | AU        |     95164 | NS      | $12454.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                 | Heidelberg Materials AG                                 | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      5202 | NS      | $1230524.24   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Oki Electric Industry Co Ltd                            | Oki Electric Industry Co Ltd                            | CUSIP: 000000000<br>LEI: 529900VJ2Q0182B3J852 | Long             | EC               | CORP              | JP        |      6100 | NS      | $63269.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grab Holdings Ltd                                       | Grab Holdings Ltd                                       | CUSIP: 000000000<br>LEI: 549300N4VQX83VPJF439 | Short            | EC               | CORP              | KY        |   -263747 | NS      | $-1316097.53  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Advanced Materials PLC                           | Morgan Advanced Materials PLC                           | CUSIP: 000000000<br>LEI: I4K14LL95N2PHDL7EG85 | Long             | EC               | CORP              | GB        |      6754 | NS      | $19266.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                        | Raiffeisen Bank International AG                        | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |     26786 | NS      | $889885.69    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Federated Hermes Inc                                    | Federated Hermes Inc                                    | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      1440 | NS      | $76464.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                                | Bayer AG                                                | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |     34923 | NS      | $1148986.33   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Aberdeen Group PLC                                      | Aberdeen Group PLC                                      | CUSIP: 000000000<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | EC               | CORP              | GB        |     54388 | NS      | $143150.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                       | Kinross Gold Corp                                       | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |      7600 | NS      | $158878.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeCo Daily Needs REIT                                 | HomeCo Daily Needs REIT                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     40119 | NS      | $35257.52     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Carrier Global Corp                                     | Carrier Global Corp                                     | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      1056 | NS      | $68851.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                       | Devon Energy Corp                                       | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     20345 | NS      | $734454.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                            | LyondellBasell Industries NV                            | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |     23578 | NS      | $1328620.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial Inc                                  | Sun Life Financial Inc                                  | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |     27300 | NS      | $1594645.21   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Sheng Siong Group Ltd                                   | Sheng Siong Group Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      7800 | NS      | $12340.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAIC Motor Corp Ltd                                     | BAIC Motor Corp Ltd                                     | CUSIP: 000000000<br>LEI: 5299003EYHISIDNLZQ19 | Long             | EC               | CORP              | CN        |    219500 | NS      | $57905.37     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sanofi SA                                               | Sanofi SA                                               | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     35632 | NS      | $3535120.18   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                                        | Isuzu Motors Ltd                                        | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |    209100 | NS      | $2738921.12   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Zillow Group Inc                                        | Zillow Group Inc                                        | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Short            | EC               | CORP              | US        |    -17238 | NS      | $-1453335.78  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                                  | Skyworks Solutions Inc                                  | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      2019 | NS      | $151303.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                        | Altria Group Inc                                        | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      4053 | NS      | $272402.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp                                | Mitsubishi Electric Corp                                | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |    145300 | NS      | $3468750.81   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties Inc                                     | VICI Properties Inc                                     | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |     34775 | NS      | $1174699.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Nippon Shinyaku Co Ltd                                  | Nippon Shinyaku Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     32900 | NS      | $696896.79    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LKQ Corp                                                | LKQ Corp                                                | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      3279 | NS      | $106960.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Plus500 Ltd                                             | Plus500 Ltd                                             | CUSIP: 000000000<br>LEI: 549300X8NGW9C5OJZU13 | Long             | EC               | CORP              | IL        |     19947 | NS      | $817393.16    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                           | AIB Group PLC                                           | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |      7695 | NS      | $62520.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group Inc                                | Japan Exchange Group Inc                                | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Short            | EC               | CORP              | JP        |    -97200 | NS      | $-1015947.04  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)DEC25                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       747 | NC      | $625133.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp                               | Brookfield Renewable Corp                               | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Short            | EC               | CORP              | CA        |     -9321 | NS      | $-314117.70   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Sanrio Co Ltd                                           | Sanrio Co Ltd                                           | CUSIP: 000000000<br>LEI: 3538002Q5JQLOMSPH125 | Short            | EC               | CORP              | JP        |    -25100 | NS      | $-1298704.80  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Permanent TSB Group Holdings PLC                        | Permanent TSB Group Holdings PLC                        | CUSIP: 000000000<br>LEI: 635400DTNHVYGZODKQ93 | Long             | EC               | CORP              | IE        |      9611 | NS      | $26190.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Concentrix Corp                                         | Concentrix Corp                                         | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |      1845 | NS      | $97342.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| LUKOIL PJSC                                             | LUKOIL PJSC                                             | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |     74944 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Samsung Electronics Co Ltd                              | Samsung Electronics Co Ltd                              | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |        26 | NS      | $32158.43     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Vinci SA                                                | Vinci SA                                                | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      1002 | NS      | $135902.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Accent Group Ltd                                        | Accent Group Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     60270 | NS      | $55913.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTO Ltd                                                | TOTO Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     99600 | NS      | $2571947.77   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                          | Rheinmetall AG                                          | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Short            | EC               | CORP              | DE        |      -586 | NS      | $-1136693.78  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                   | Waste Connections Inc                                   | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Short            | EC               | CORP              | CA        |     -2736 | NS      | $-505640.16   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                                  | IDEXX Laboratories Inc                                  | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Short            | EC               | CORP              | US        |       -82 | NS      | $-53061.38    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| China Feihe Ltd                                         | China Feihe Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    952000 | NS      | $538828.70    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Open Text Corp                                          | Open Text Corp                                          | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |     12800 | NS      | $423326.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurobindo Pharma Ltd                                    | Aurobindo Pharma Ltd                                    | CUSIP: 000000000<br>LEI: 335800G4T2A353RDGM23 | Long             | EC               | CORP              | IN        |     47150 | NS      | $548878.89    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Canfor Corp                                             | Canfor Corp                                             | CUSIP: 137576104<br>LEI: 549300DRE7WBHY02BD70 | Long             | EC               | CORP              | CA        |      6250 | NS      | $59252.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Galenica AG                                             | Galenica AG                                             | CUSIP: 000000000<br>LEI: 506700W4772BD8016Z20 | Long             | EC               | CORP              | CH        |      1039 | NS      | $111311.50    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Storebrand ASA                                          | Storebrand ASA                                          | CUSIP: 000000000<br>LEI: 5967007LIEEXZX7NA051 | Long             | EC               | CORP              | NO        |     37409 | NS      | $575607.39    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| El Puerto de Liverpool SAB de CV                        | El Puerto de Liverpool SAB de CV                        | CUSIP: 000000000<br>LEI: 4469000001BO4JEXZL32 | Long             | EC               | CORP              | MX        |     40329 | NS      | $199392.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texhong International Group Ltd                         | Texhong International Group Ltd                         | CUSIP: 000000000<br>LEI: 213800M1HN85ACHDBK34 | Long             | EC               | CORP              | KY        |     39000 | NS      | $23519.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoom Communications Inc                                 | Zoom Communications Inc                                 | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |     19299 | NS      | $1571324.58   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                  | AP Moller - Maersk A/S                                  | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       866 | NS      | $1784418.84   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunka Shutter Co Ltd                                    | Bunka Shutter Co Ltd                                    | CUSIP: 000000000<br>LEI: 3538006KDHDR2E6VDJ47 | Long             | EC               | CORP              | JP        |      5000 | NS      | $88138.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenaris SA                                              | Tenaris SA                                              | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |     10360 | NS      | $187678.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                           | Sumitomo Corp                                           | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     34500 | NS      | $966186.07    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                 | SSAB AB                                                 | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |     14266 | NS      | $80964.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Luk Fook Holdings International Ltd                     | Luk Fook Holdings International Ltd                     | CUSIP: 000000000<br>LEI: 529900U7PECBLERIIX44 | Long             | EC               | CORP              | BM        |     28800 | NS      | $89942.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                               | CK Hutchison Holdings Ltd                               | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |    393500 | NS      | $2603473.13   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Penta-Ocean Construction Co Ltd                         | Penta-Ocean Construction Co Ltd                         | CUSIP: 000000000<br>LEI: 529900QN42Q9UIW3AS17 | Long             | EC               | CORP              | JP        |    238600 | NS      | $1722260.16   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| San-Ai Obbli Co Ltd                                     | San-Ai Obbli Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35800 | NS      | $505241.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichireki Group Co Ltd                                  | Nichireki Group Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $45517.52     | 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        |     -1221 | NS      | $-1139779.08  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| SIG Group AG                                            | SIG Group AG                                            | CUSIP: 000000000<br>LEI: 5493004Z6P7TSVB1L042 | Short            | EC               | CORP              | CH        |    -20508 | NS      | $-324858.59   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Southern Cross Media Group Ltd                          | Southern Cross Media Group Ltd                          | CUSIP: 000000000<br>LEI: 529900LIF6IT4VHV0617 | Long             | EC               | CORP              | AU        |      3853 | NS      | $2016.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                          | PulteGroup Inc                                          | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12883 | NS      | $1700813.66   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Jushi Corp                                      | Sekisui Jushi Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $42864.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHOSAGRO PJSC                                           | PHOSAGRO PJSC                                           | CUSIP: 000000000<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |        67 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Aurizon Holdings Ltd                                    | Aurizon Holdings Ltd                                    | CUSIP: 000000000<br>LEI: 5299005PC1O6NOWL3H48 | Long             | EC               | CORP              | AU        |     59000 | NS      | $124947.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd                                                | Nice Ltd                                                | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       252 | NS      | $35523.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stanley Electric Co Ltd                                 | Stanley Electric Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     92100 | NS      | $1865361.03   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| AGC Inc                                                 | AGC Inc                                                 | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |     58500 | NS      | $1834398.16   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Astra Otoparts Tbk PT                                   | Astra Otoparts Tbk PT                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    279300 | NS      | $41151.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sberbank of Russia PJSC                                 | Sberbank of Russia PJSC                                 | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |   3677652 | NS      | $0.05         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Medipal Holdings Corp                                   | Medipal Holdings Corp                                   | CUSIP: 000000000<br>LEI: 353800PJDODZEA4NP730 | Long             | EC               | CORP              | JP        |      1000 | NS      | $17718.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                        | Bank of New York Mellon Corp/The                        | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      3053 | NS      | $322396.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd                                           | Fortescue Ltd                                           | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |    194559 | NS      | $2454006.33   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                          | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      4466 | NS      | $672043.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Realtek Semiconductor Corp                              | Realtek Semiconductor Corp                              | CUSIP: 000000000<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |     87000 | NS      | $1511541.91   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Square Co Ltd                                        | SK Square Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      7166 | NS      | $760008.49    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                              | United Utilities Group PLC                              | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Short            | EC               | CORP              | GB        |     -1700 | NS      | $-26411.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                   | Costco Wholesale Corp                                   | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Short            | EC               | CORP              | US        |       -48 | NS      | $-45279.36    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kaneka Corp                                             | Kaneka Corp                                             | CUSIP: 000000000<br>LEI: 529900FWWCF6RY313R16 | Long             | EC               | CORP              | JP        |     11800 | NS      | $345146.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Xero Ltd                                                | Xero Ltd                                                | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Short            | EC               | CORP              | NZ        |    -11269 | NS      | $-1201645.93  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Kohnan Shoji Co Ltd                                     | Kohnan Shoji Co Ltd                                     | CUSIP: 000000000<br>LEI: 353800Z44MNXZ33L2N11 | Long             | EC               | CORP              | JP        |     11800 | NS      | $318727.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Delek Group Ltd                                         | Delek Group Ltd                                         | CUSIP: 000000000<br>LEI: 213800CYKA4XE2HZZB09 | Long             | EC               | CORP              | IL        |       570 | NS      | $125766.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                     | Nissan Motor Co Ltd                                     | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | EC               | CORP              | JP        |    478700 | NS      | $1073614.98   | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| Cia Energetica de Minas Gerais                          | Cia Energetica de Minas Gerais                          | CUSIP: 000000000<br>LEI: 254900W703PXLDSEM056 | Long             | EP               | CORP              | BR        |    973903 | NS      | $1995640.29   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Novatek PJSC                                            | Novatek PJSC                                            | CUSIP: 000000000<br>LEI: 2138008R6GCRVBDFA581 | Long             | EC               | CORP              | RU        |     75720 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Shinagawa Refractories Co Ltd                           | Shinagawa Refractories Co Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $55009.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                      | Banco Santander SA                                      | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    449570 | NS      | $4293411.02   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc                                  | Tyler Technologies Inc                                  | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Short            | EC               | CORP              | US        |     -1975 | NS      | $-1111688.00  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| CVC Capital Partners PLC                                | CVC Capital Partners PLC                                | CUSIP: 000000000<br>LEI: 213800E8UQS1KA32YD39 | Short            | EC               | CORP              | JE        |    -28901 | NS      | $-583386.22   | -0.05%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                                   | Fast Retailing Co Ltd                                   | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Short            | EC               | CORP              | JP        |      -100 | NS      | $-31257.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                        | Oversea-Chinese Banking Corp Ltd                        | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |    148600 | NS      | $1937665.13   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Kayaku Co Ltd                                    | Nippon Kayaku Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13100 | NS      | $126935.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab National Bank                                      | Arab National Bank                                      | CUSIP: 000000000<br>LEI: 213800CYWGYQVT1ZBQ57 | Long             | EC               | CORP              | SA        |      9198 | NS      | $57514.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Astra International Tbk PT                              | Astra International Tbk PT                              | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |   8982200 | NS      | $2996586.39   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                            | QUALCOMM Inc                                            | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     11608 | NS      | $1865753.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                               | Alibaba Group Holding Ltd                               | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     40300 | NS      | $667273.85    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Lifeline Co Ltd                                   | Japan Lifeline Co Ltd                                   | CUSIP: 000000000<br>LEI: 353800QUW6LROZVA6765 | Long             | EC               | CORP              | JP        |      1000 | NS      | $9799.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CGI Inc                                                 | CGI Inc                                                 | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |      5526 | NS      | $536605.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrovial SE                                            | Ferrovial SE                                            | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Short            | EC               | CORP              | NL        |    -28068 | NS      | $-1535156.24  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| GMO Emerging Country Debt                               | GMO Emerging Country Debt                               | CUSIP: 36262F103<br>LEI: KCRGSH2QB4OQ3874HQ90 | Long             | EC               | RF                | US        |   1170358 | NS      | $25466987.58  | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                              | Siemens AG                                              | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      7158 | NS      | $1984234.86   | 0.16%             |  |  |  | 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        |      1776 | NS      | $64315.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                             | NN Group NV                                             | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |     56926 | NS      | $3918335.56   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                                       | Swire Pacific Ltd                                       | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |      9500 | NS      | $81430.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                | United Overseas Bank Ltd                                | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |     24900 | NS      | $681927.75    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DREAM Unlimited Corp                                    | DREAM Unlimited Corp                                    | CUSIP: 26153M507<br>LEI: 549300OLZNGGLFVS4206 | Long             | EC               | CORP              | CA        |      2900 | NS      | $44618.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Analog Devices Inc                                      | Analog Devices Inc                                      | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Short            | EC               | CORP              | US        |      -446 | NS      | $-112084.26   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                                   | ON Semiconductor Corp                                   | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     25843 | NS      | $1281554.37   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Severstal PAO                                           | Severstal PAO                                           | CUSIP: 000000000<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |       425 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Panasonic Holdings Corp                                 | Panasonic Holdings Corp                                 | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |    320200 | NS      | $3241153.53   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| M&G PLC                                                 | M&G PLC                                                 | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Short            | EC               | CORP              | GB        |    -42208 | NS      | $-151190.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Corp                                             | Yamaha Corp                                             | CUSIP: 000000000<br>LEI: 529900S5TENP3IJS7S02 | Long             | EC               | CORP              | JP        |    154800 | NS      | $1018541.58   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| 3BB Internet Infrastructure Fund                        | 3BB Internet Infrastructure Fund                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | TH        |     88000 | NS      | $16853.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Strabag SE                                              | Strabag SE                                              | CUSIP: 000000000<br>LEI: 529900TYYSRJH2VJSP60 | Long             | EC               | CORP              | AT        |       737 | NS      | $67713.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DTS Corp                                                | DTS Corp                                                | CUSIP: 000000000<br>LEI: 529900WBOTPBINBCF151 | Long             | EC               | CORP              | JP        |      1500 | NS      | $52888.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Torex Gold Resources Inc                                | Torex Gold Resources Inc                                | CUSIP: 891054603<br>LEI: 549300QL07027186GQ85 | Long             | EC               | CORP              | CA        |      4116 | NS      | $137294.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Oil Ltd                                        | Imperial Oil Ltd                                        | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |      1500 | NS      | $136112.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                        | Deutsche Post AG                                        | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     24292 | NS      | $1107172.98   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain PLC                                              | Entain PLC                                              | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Short            | EC               | CORP              | IM        |    -37884 | NS      | $-449935.73   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                   | Northrop Grumman Corp                                   | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1140 | NS      | $672645.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                         | Telefonaktiebolaget LM Ericsson                         | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    237785 | NS      | $1882497.96   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                        | Hartford Insurance Group Inc/The                        | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      4075 | NS      | $539163.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Galliford Try Holdings PLC                              | Galliford Try Holdings PLC                              | CUSIP: 000000000<br>LEI: 213800MR6DRHCJIV8113 | Long             | EC               | CORP              | GB        |      1604 | NS      | $9284.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                           | Banco BPM SpA                                           | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |     62353 | NS      | $855427.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                     | Electronic Arts Inc                                     | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      1207 | NS      | $207543.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Indra Sistemas SA                                       | Indra Sistemas SA                                       | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |     15130 | NS      | $611049.15    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MCJ Co Ltd                                              | MCJ Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23900 | NS      | $230495.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co Ltd                                   | Idemitsu Kosan Co Ltd                                   | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |     19100 | NS      | $126714.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lottery Corp Ltd/The                                    | Lottery Corp Ltd/The                                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | AU        |   -123123 | NS      | $-473015.86   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Brother Industries Ltd                                  | Brother Industries Ltd                                  | CUSIP: 000000000<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |     95500 | NS      | $1609251.14   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                  | Regions Financial Corp                                  | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      3220 | NS      | $88195.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                              | Humana Inc                                              | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      2565 | NS      | $778887.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Onex Corp                                               | Onex Corp                                               | CUSIP: 68272K103<br>LEI: 894500LB8PNE5C7CEN88 | Long             | EC               | CORP              | CA        |      1100 | NS      | $94112.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                                | PVH Corp                                                | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      2569 | NS      | $216618.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Kroger Co/The                                           | Kroger Co/The                                           | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      7024 | NS      | $476508.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeon Co Ltd                                             | Aeon Co Ltd                                             | CUSIP: 000000000<br>LEI: 5299009MXFL34SA71416 | Short            | EC               | CORP              | JP        |   -124500 | NS      | $-1510315.64  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| TIS Inc                                                 | TIS Inc                                                 | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |     15000 | NS      | $499388.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Metals Co                                    | Commercial Metals Co                                    | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      2308 | NS      | $133102.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                            | United Airlines Holdings Inc                            | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     14699 | NS      | $1543395.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PAX Global Technology Ltd                               | PAX Global Technology Ltd                               | CUSIP: 000000000<br>LEI: 5299008CRGPD1WZXCD36 | Long             | EC               | CORP              | BM        |    119000 | NS      | $99168.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                  | Cie de Saint-Gobain SA                                  | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |     16753 | NS      | $1808639.65   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                       | IGM Financial Inc                                       | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Long             | EC               | CORP              | CA        |     26631 | NS      | $954826.11    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                             | Ovintiv Inc                                             | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |      1176 | NS      | $49533.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InPost SA                                               | InPost SA                                               | CUSIP: 000000000<br>LEI: 2221003M23QLERR89585 | Short            | EC               | CORP              | LU        |    -34407 | NS      | $-500115.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                              | AbbVie Inc                                              | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Short            | EC               | CORP              | US        |     -6974 | NS      | $-1467329.60  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                     | Erste Group Bank AG                                     | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      3976 | NS      | $378457.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TTY Biopharm Co Ltd                                     | TTY Biopharm Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      2000 | NS      | $5017.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | BFF MORD SUPERVAL                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |   8450227 | OU      | $-43556.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Adecco Group AG                                         | Adecco Group AG                                         | CUSIP: 000000000<br>LEI: NI14Y5UMU60O7JE9P611 | Long             | EC               | CORP              | CH        |     21845 | NS      | $699770.01    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sagax AB                                                | Sagax AB                                                | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Short            | EC               | CORP              | SE        |     -2243 | NS      | $-48638.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hosiden Corp                                            | Hosiden Corp                                            | CUSIP: 000000000<br>LEI: 353800IQGIGW1XT2JX97 | Long             | EC               | CORP              | JP        |       100 | NS      | $1553.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash Inc                                            | DoorDash Inc                                            | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Short            | EC               | CORP              | US        |     -2129 | NS      | $-522137.25   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd               | Taiwan Semiconductor Manufacturing Co Ltd               | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    322000 | NS      | $12059346.04  | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co                                  | MatsukiyoCocokara & Co                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $72296.45     | 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        |    -18017 | NS      | $-1257766.77  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp                                               | KDDI Corp                                               | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     52400 | NS      | $905645.69    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonae SGPS SA                                           | Sonae SGPS SA                                           | CUSIP: 000000000<br>LEI: 549300847SOBT7HY7R50 | Long             | EC               | CORP              | PT        |    206269 | NS      | $308429.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinnihon Corp                                          | Shinnihon Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $25529.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                           | Regeneron Pharmaceuticals Inc                           | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      3539 | NS      | $2055097.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Inc                     | Restaurant Brands International Inc                     | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Short            | EC               | CORP              | CA        |    -17155 | NS      | $-1086426.15  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Saudi National Bank/The                                 | Saudi National Bank/The                                 | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |     85643 | NS      | $793768.07    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TBC Bank Group PLC                                      | TBC Bank Group PLC                                      | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | EC               | CORP              | GB        |      2868 | NS      | $169631.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anritsu Corp                                            | Anritsu Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14900 | NS      | $174845.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zenkoku Hosho Co Ltd                                    | Zenkoku Hosho Co Ltd                                    | CUSIP: 000000000<br>LEI: 353800VOQEKTSCSL9O03 | Long             | EC               | CORP              | JP        |     57300 | NS      | $1310352.78   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                | Builders FirstSource Inc                                | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     10035 | NS      | $1391653.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                      | Vodafone Group PLC                                      | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |     54115 | NS      | $64798.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Boshoku Corp                                     | Toyota Boshoku Corp                                     | CUSIP: 000000000<br>LEI: 529900KS87U6EY7PWG26 | Long             | EC               | CORP              | JP        |      1900 | NS      | $30989.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                                 | EXOR NV                                                 | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |     28429 | NS      | $2849030.78   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Bando Chemical Industries Ltd                           | Bando Chemical Industries Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $48686.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Perusahaan Perkebunan London Sumatra Indonesia Tbk PT   | Perusahaan Perkebunan London Sumatra Indonesia Tbk PT   | CUSIP: 000000000<br>LEI: 5299004YVLW9J08ITY27 | Long             | EC               | CORP              | ID        |   5235300 | NS      | $426981.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co Ltd                                       | Shionogi & Co Ltd                                       | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |    175900 | NS      | $3042667.64   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp                                          | Advantest Corp                                          | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Short            | EC               | CORP              | JP        |     -5900 | NS      | $-451169.95   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Maruha Nichiro Corp                                     | Maruha Nichiro Corp                                     | CUSIP: 000000000<br>LEI: 529900HGXVKT576NWZ27 | Long             | EC               | CORP              | JP        |     33200 | NS      | $741726.02    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Land Co Ltd/Japan                              | Oriental Land Co Ltd/Japan                              | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Short            | EC               | CORP              | JP        |    -61100 | NS      | $-1454689.82  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Global Brands Manufacture Ltd                           | Global Brands Manufacture Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     72000 | NS      | $336289.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia de Saneamento de Minas Gerais Copasa MG             | Cia de Saneamento de Minas Gerais Copasa MG             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     92400 | NS      | $509389.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kunlun Energy Co Ltd                                    | Kunlun Energy Co Ltd                                    | CUSIP: 000000000<br>LEI: 5299007GRIKP15GM4927 | Long             | EC               | CORP              | BM        |    124000 | NS      | $115426.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dharma Satya Nusantara Tbk PT                           | Dharma Satya Nusantara Tbk PT                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   4298500 | NS      | $423594.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Drax Group PLC                                          | Drax Group PLC                                          | CUSIP: 000000000<br>LEI: 549300YPSNTXR4ZHSR98 | Long             | EC               | CORP              | GB        |     22961 | NS      | $201682.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeuchi Manufacturing Co Ltd                           | Takeuchi Manufacturing Co Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $103751.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd                                  | Singapore Airlines Ltd                                  | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Short            | EC               | CORP              | SG        |     -9000 | NS      | $-46145.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Unifin Financiera SAB de CV                             | Unifin Financiera SAB de CV                             | CUSIP: 000000000<br>LEI: 5493007GRMPGDJG93Z17 | Long             | EC               | CORP              | MX        |       815 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Manulife Financial Corp                                 | Manulife Financial Corp                                 | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     71944 | NS      | $2213298.87   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                        | ArcelorMittal SA                                        | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |     44082 | NS      | $1468582.76   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Moscow Exchange MICEX-RTS PJSC                          | Moscow Exchange MICEX-RTS PJSC                          | CUSIP: 000000000<br>LEI: 253400M5M1222KPNWE87 | Long             | EC               | CORP              | RU        |    361420 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Melexis NV                                              | Melexis NV                                              | CUSIP: 000000000<br>LEI: 549300QRPSGOJRPUFO80 | Long             | EC               | CORP              | BE        |       422 | NS      | $33410.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                                          | ICICI Bank Ltd                                          | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |     15806 | NS      | $250157.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Indian Oil Corp Ltd                                     | Indian Oil Corp Ltd                                     | CUSIP: 000000000<br>LEI: 335800J8OBWE4VFUDG88 | Long             | EC               | CORP              | IN        |     44852 | NS      | $69640.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enova International Inc                                 | Enova International Inc                                 | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      1304 | NS      | $158175.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp                                             | Cameco Corp                                             | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Short            | EC               | CORP              | CA        |    -20219 | NS      | $-1564748.41  | -0.13%            |  |  |  | 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        |  10759075 | NS      | $10759074.79  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Bajaj Finance Ltd                                       | Bajaj Finance Ltd                                       | CUSIP: 000000000<br>LEI: 335800YTEXC3DO4Z6F68 | Long             | EC               | CORP              | IN        |     75591 | NS      | $754002.04    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropole Television SA                                 | Metropole Television SA                                 | CUSIP: 000000000<br>LEI: 96950018NOMJX5XRH047 | Long             | EC               | CORP              | FR        |      7536 | NS      | $116094.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cogeco Inc                                              | Cogeco Inc                                              | CUSIP: 19238T100<br>LEI: 5493000KSZQCX0QM2V25 | Long             | EC               | CORP              | CA        |      2356 | NS      | $103411.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Forestry Co Ltd                                | Sumitomo Forestry Co Ltd                                | CUSIP: 000000000<br>LEI: 549300FIIRGO6D5FWR19 | Long             | EC               | CORP              | JP        |    204600 | NS      | $2320426.62   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                      | Honda Motor Co Ltd                                      | CUSIP: 438128308<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     45433 | NS      | $1517462.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Modec Inc                                               | Modec Inc                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $160397.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                         | Sandoz Group AG                                         | CUSIP: 799926100<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |      6200 | NS      | $389918.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TP ICAP Group PLC                                       | TP ICAP Group PLC                                       | CUSIP: 000000000<br>LEI: 2138006YAA7IRVKKGE63 | Long             | EC               | CORP              | JE        |     34570 | NS      | $129773.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zigup PLC                                               | Zigup PLC                                               | CUSIP: 000000000<br>LEI: 213800B3ZUTDOZYVJB41 | Long             | EC               | CORP              | GB        |     35451 | NS      | $150838.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                             | Euronext NV                                             | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Short            | EC               | CORP              | NL        |       -54 | NS      | $-8914.31     | -0.00%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Novartis AG                                             | Novartis AG                                             | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     18110 | NS      | $2292220.08   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                     | Kimberly-Clark Corp                                     | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1139 | NS      | $147090.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Investment Ltd/Singapore                     | CapitaLand Investment Ltd/Singapore                     | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Short            | EC               | CORP              | SG        |   -266600 | NS      | $-573021.07   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MFE-MediaForEurope NV                                   | MFE-MediaForEurope NV                                   | CUSIP: 000000000<br>LEI: 213800DIFN7NR7B97A50 | Long             | EC               | CORP              | NL        |      7028 | NS      | $37374.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Reddy's Laboratories Ltd                             | Dr Reddy's Laboratories Ltd                             | CUSIP: 256135203<br>LEI: 335800OVDPY3DVZR2798 | Long             | EC               | CORP              | IN        |     47360 | NS      | $672512.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Monday.com Ltd                                          | Monday.com Ltd                                          | CUSIP: 000000000<br>LEI: 984500MDAFVD86E3B328 | Short            | EC               | CORP              | IL        |     -4469 | NS      | $-862517.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Central Glass Co Ltd                                    | Central Glass Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $41025.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC PLC                                                 | DCC PLC                                                 | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |      5230 | NS      | $332601.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd                        | Sumitomo Electric Industries Ltd                        | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |     70800 | NS      | $1983034.38   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                   | Travelers Cos Inc/The                                   | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       749 | NS      | $203360.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bizlink Holding Inc                                     | Bizlink Holding Inc                                     | CUSIP: 000000000<br>LEI: 213800YAKRFVU5XOX138 | Long             | EC               | CORP              | KY        |      2019 | NS      | $70267.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp                                                | NEC Corp                                                | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |    104300 | NS      | $3176008.94   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                                      | Kraft Heinz Co/The                                      | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     50371 | NS      | $1408876.87   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Spirent Communications PLC                              | Spirent Communications PLC                              | CUSIP: 000000000<br>LEI: 213800HKCUNWP1916L38 | Long             | EC               | CORP              | GB        |     14146 | NS      | $37474.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ansell Ltd                                              | Ansell Ltd                                              | CUSIP: 000000000<br>LEI: 549300NEGJ5G23VCJM45 | Long             | EC               | CORP              | AU        |      6294 | NS      | $139547.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd                                   | CK Asset Holdings Ltd                                   | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |    221000 | NS      | $1045661.13   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                             | Bayerische Motoren Werke AG                             | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |      7312 | NS      | $700103.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nittetsu Mining Co Ltd                                  | Nittetsu Mining Co Ltd                                  | CUSIP: 000000000<br>LEI: 213800HBRWZK44PCU381 | Long             | EC               | CORP              | JP        |      1300 | NS      | $74416.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co Ltd                       | Hon Hai Precision Industry Co Ltd                       | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |    229318 | NS      | $1513945.71   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                    | Tencent Holdings Ltd                                    | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     49900 | NS      | $3864478.29   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                     | Delta Air Lines Inc                                     | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     22835 | NS      | $1410746.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AcadeMedia AB                                           | AcadeMedia AB                                           | CUSIP: 000000000<br>LEI: 549300H47PGHY4JNKO68 | Long             | EC               | CORP              | SE        |      7111 | NS      | $69708.69     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Mizuno Corp                                             | Mizuno Corp                                             | CUSIP: 000000000<br>LEI: 353800HVH84K5YH37819 | Long             | EC               | CORP              | JP        |    108000 | NS      | $1883691.56   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Construction Machinery Co Ltd                   | Hitachi Construction Machinery Co Ltd                   | CUSIP: 000000000<br>LEI: 5493009B7C53PDH8W826 | Long             | EC               | CORP              | JP        |     31800 | NS      | $977606.18    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                         | Antofagasta PLC                                         | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Short            | EC               | CORP              | GB        |    -10402 | NS      | $-301827.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                               | Partners Group Holding AG                               | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Short            | EC               | CORP              | CH        |      -777 | NS      | $-1067061.11  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Cloudflare Inc                                          | Cloudflare Inc                                          | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |     -7377 | NS      | $-1539653.67  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIC Ltd                                               | CITIC Ltd                                               | CUSIP: 000000000<br>LEI: 2549006I3Q3M98KHOT11 | Long             | EC               | CORP              | HK        |    628000 | NS      | $901574.06    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Tempo Scan Pacific Tbk PT                               | Tempo Scan Pacific Tbk PT                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    518600 | NS      | $71694.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phison Electronics Corp                                 | Phison Electronics Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     31000 | NS      | $491356.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Optex Group Co Ltd                                      | Optex Group Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $16956.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO USTF SEC LENDING                                    | GMO U.S. Treasury Fund                                  | CUSIP: 000000000<br>LEI: 0NIBQB0NDRTFX04R2J69 | Long             | EC               | RF                | US        |      9795 | NS      | $49071.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                         | Mitsubishi Heavy Industries Ltd                         | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Short            | EC               | CORP              | JP        |     -3400 | NS      | $-85789.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Scandinavian Tobacco Group A/S                          | Scandinavian Tobacco Group A/S                          | CUSIP: 000000000<br>LEI: 5299003KG4JS99TRML67 | Long             | EC               | CORP              | DK        |      2201 | NS      | $31220.53     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| T Rowe Price Group Inc                                  | T Rowe Price Group Inc                                  | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     10600 | NS      | $1140772.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Coloplast A/S                                           | Coloplast A/S                                           | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Short            | EC               | CORP              | DK        |    -11968 | NS      | $-1151279.14  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| VSTECS Holdings Ltd                                     | VSTECS Holdings Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    188000 | NS      | $263652.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                           | McKesson Corp                                           | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Short            | EC               | CORP              | US        |      -145 | NS      | $-99562.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                             | Novartis AG                                             | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     14254 | NS      | $1803843.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                    | Keurig Dr Pepper Inc                                    | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      6050 | NS      | $175994.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                          | Merck & Co Inc                                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     29567 | NS      | $2487176.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sixth Street Specialty Lending Inc                      | Sixth Street Specialty Lending Inc                      | CUSIP: 83012A109<br>LEI: 549300TX61566GJWCN05 | Long             | EC               | CORP              | US        |      3038 | NS      | $74279.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                                       | Steven Madden Ltd                                       | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      2083 | NS      | $60490.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Zhen Ding Technology Holding Ltd                        | Zhen Ding Technology Holding Ltd                        | CUSIP: 000000000<br>LEI: 549300H7R4K33675UP38 | Long             | EC               | CORP              | KY        |     69000 | NS      | $440256.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Obara Group Inc                                         | Obara Group Inc                                         | CUSIP: 000000000<br>LEI: 3538003M0UGWDBTV2318 | Long             | EC               | CORP              | JP        |      1100 | NS      | $31470.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                           | Live Nation Entertainment Inc                           | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |     -9664 | NS      | $-1608959.36  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                               | Tesla Inc                                               | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Short            | EC               | CORP              | US        |     -4235 | NS      | $-1413939.45  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Corp Financiera Colombiana SA                           | Corp Financiera Colombiana SA                           | CUSIP: 000000000<br>LEI: 549300UTJ6LGMSTZYJ30 | Long             | EC               | CORP              | CO        |      3121 | NS      | $14201.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA RESOLUTE FOREST                                  | CONTRA RESOLUTE FOREST                                  | CUSIP: 761CVR042<br>LEI: N/A                  | N/A              | DE               |  | US        |      7900 | NS      | $11850.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Justsystems Corp                                        | Justsystems Corp                                        | CUSIP: 000000000<br>LEI: 5299006DS4ZV570NR192 | Long             | EC               | CORP              | JP        |       300 | NS      | $9379.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Pharmaceutical Group Ltd                | China Resources Pharmaceutical Group Ltd                | CUSIP: 000000000<br>LEI: 3003004H1KDKMJ8JD874 | Long             | EC               | CORP              | HK        |     88500 | NS      | $55517.69     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                    | Colgate-Palmolive Co                                    | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      1230 | NS      | $103406.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cemex SAB de CV                                         | Cemex SAB de CV                                         | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |     63543 | NS      | $577605.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AltaGas Ltd                                             | AltaGas Ltd                                             | CUSIP: 021361100<br>LEI: 2549008X5V70MOS4HM10 | Short            | EC               | CORP              | CA        |    -45100 | NS      | $-1336892.27  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| GMO Alternative Allocation Fund                         | GMO Alternative Allocation Fund                         | CUSIP: 362014466<br>LEI: 549300NEZ72NVUM4S865 | Long             | EC               | RF                | US        |   8816019 | NS      | $157806745.24 | 13.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                                   | Rivian Automotive Inc                                   | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Short            | EC               | CORP              | US        |    -96806 | NS      | $-1313657.42  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Glory Ltd                                               | Glory Ltd                                               | CUSIP: 000000000<br>LEI: 3538003FKID28TGG5U64 | Long             | EC               | CORP              | JP        |     24200 | NS      | $627413.34    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH PLC                                                 | CRH PLC                                                 | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      1080 | NS      | $121986.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                                            | Oshkosh Corp                                            | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      3099 | NS      | $431907.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Discount Bank Ltd                                | Israel Discount Bank Ltd                                | CUSIP: 000000000<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |     42794 | NS      | $423944.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                | Unipol Assicurazioni SpA                                | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |    153255 | NS      | $3201960.99   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                                | Tryg A/S                                                | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Short            | EC               | CORP              | DK        |    -34822 | NS      | $-915133.65   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                                            | Brambles Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     78755 | NS      | $1334671.91   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Kalbe Farma Tbk PT                                      | Kalbe Farma Tbk PT                                      | CUSIP: 000000000<br>LEI: 529900PRQI8S32HOE387 | Long             | EC               | CORP              | ID        |     42000 | NS      | $3099.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iA Financial Corp Inc                                   | iA Financial Corp Inc                                   | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |     11500 | NS      | $1237211.93   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                     | JPMorgan Chase & Co                                     | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      5317 | NS      | $1602650.14   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                   | Schneider Electric SE                                   | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |       358 | NS      | $87955.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HP Inc                                                  | HP Inc                                                  | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     63915 | NS      | $1824134.10   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| China Lesso Group Holdings Ltd                          | China Lesso Group Holdings Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    122000 | NS      | $75774.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keller Group PLC                                        | Keller Group PLC                                        | CUSIP: 000000000<br>LEI: 549300QO4MBL43UHSN10 | Long             | EC               | CORP              | GB        |      6333 | NS      | $114259.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                             | Equinor ASA                                             | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |    152774 | NS      | $3770283.64   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Inflation-Indexed Notes                   | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12455180 | PA      | $12528181.80  | 1.03%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| YungShin Global Holding Corp                            | YungShin Global Holding Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     80000 | NS      | $146199.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atkore Inc                                              | Atkore Inc                                              | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |       391 | NS      | $22752.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| K Wah International Holdings Ltd                        | K Wah International Holdings Ltd                        | CUSIP: 000000000<br>LEI: 529900ZOP51K5LHLPK04 | Long             | EC               | CORP              | BM        |     52598 | NS      | $14947.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yara International ASA                                  | Yara International ASA                                  | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |     15739 | NS      | $572957.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Corp Ltd                                        | Venture Corp Ltd                                        | CUSIP: 000000000<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |     18500 | NS      | $195781.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Interfor Corp                                           | Interfor Corp                                           | CUSIP: 45868C109<br>LEI: 549300P4G5UZ3AMJE056 | Long             | EC               | CORP              | CA        |      5783 | NS      | $53309.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                               | Toronto-Dominion Bank/The                               | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      5044 | NS      | $379006.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Nippon Yusen KK                                         | Nippon Yusen KK                                         | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |    120500 | NS      | $4343705.60   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corp                                              | Disco Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | JP        |     -4200 | NS      | $-1149143.39  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Raito Kogyo Co Ltd                                      | Raito Kogyo Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $87372.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NMDC Ltd                                                | NMDC Ltd                                                | CUSIP: 000000000<br>LEI: 335800IXHXOHQ7B2HP66 | Long             | EC               | CORP              | IN        |    384213 | NS      | $300350.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| M/I Homes Inc                                           | M/I Homes Inc                                           | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       346 | NS      | $50951.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shriram Finance Ltd                                     | Shriram Finance Ltd                                     | CUSIP: 000000000<br>LEI: 335800TM2YO24B76XL26 | Long             | EC               | CORP              | IN        |    122702 | NS      | $810426.72    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMABIKO Corp                                           | YAMABIKO Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21100 | NS      | $331455.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruzen Showa Unyu Co Ltd                               | Maruzen Showa Unyu Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $49315.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORLEN SA                                                | ORLEN SA                                                | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |     60223 | NS      | $1286907.66   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris CR AS                                     | Philip Morris CR AS                                     | CUSIP: 000000000<br>LEI: 315700LNPHNXCMNLQC73 | Long             | EC               | CORP              | CZ        |       117 | NS      | $100187.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ComfortDelGro Corp Ltd                                  | ComfortDelGro Corp Ltd                                  | CUSIP: 000000000<br>LEI: 2549005O5PVA2JCH6Q33 | Long             | EC               | CORP              | SG        |    262600 | NS      | $296679.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx AG                                               | Talanx AG                                               | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Short            | EC               | CORP              | DE        |     -6649 | NS      | $-916827.87   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corp                                              | Denso Corp                                              | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |      8400 | NS      | $120368.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                                   | Mohawk Industries Inc                                   | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       519 | NS      | $68866.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp                         | Old Republic International Corp                         | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |       896 | NS      | $35813.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                              | Samsung Electronics Co Ltd                              | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |     18916 | NS      | $768025.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe BIC SA                                          | Societe BIC SA                                          | CUSIP: 000000000<br>LEI: 969500UR00DF63I0VH67 | Long             | EC               | CORP              | FR        |      2655 | NS      | $165915.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                 | Bristol-Myers Squibb Co                                 | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     53314 | NS      | $2515354.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                 | KB Home                                                 | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      4284 | NS      | $272248.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Muthoot Finance Ltd                                     | Muthoot Finance Ltd                                     | CUSIP: 000000000<br>LEI: 335800HAMJMBFL4RRF02 | Long             | EC               | CORP              | IN        |     25734 | NS      | $770964.88    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Genpact Ltd                                             | Genpact Ltd                                             | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |      2552 | NS      | $115707.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                     | American Express Co                                     | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      2671 | NS      | $884848.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleperformance SE                                      | Teleperformance SE                                      | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |      8343 | NS      | $643737.34    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Asustek Computer Inc                                    | Asustek Computer Inc                                    | CUSIP: 000000000<br>LEI: 254900B3WB4OGRB7HM13 | Long             | EC               | CORP              | TW        |     91000 | NS      | $1872081.02   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| E-Commodities Holdings Ltd                              | E-Commodities Holdings Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |    108000 | NS      | $11654.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNTRADE.CH GREENFRESH                                   | UNTRADE.CH GREENFRESH                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1058000 | NS      | $0.14         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mercedes-Benz Group AG                                  | Mercedes-Benz Group AG                                  | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     41346 | NS      | $2587631.05   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Dentsu Group Inc                                        | Dentsu Group Inc                                        | CUSIP: 000000000<br>LEI: 5299007PBBE83ZLJZG91 | Short            | EC               | CORP              | JP        |    -13600 | NS      | $-268545.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                              | Capital One Financial Corp                              | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     10163 | NS      | $2309236.86   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mapfre SA                                               | Mapfre SA                                               | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | EC               | CORP              | ES        |    198792 | NS      | $871239.88    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (CDX.NA.HY.44.V1)                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  11448000 | OU      | $-940669.44   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                   | Arrow Electronics Inc                                   | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      2391 | NS      | $302055.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Krung Thai Bank PCL                                     | Krung Thai Bank PCL                                     | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | EC               | CORP              | TH        |   4553800 | NS      | $3463218.25   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                             | Investor AB                                             | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |     29675 | NS      | $914196.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Dowa Holdings Co Ltd                                    | Dowa Holdings Co Ltd                                    | CUSIP: 000000000<br>LEI: 353800ZSQZKFE140A689 | Long             | EC               | CORP              | JP        |       400 | NS      | $14043.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                                     | TransDigm Group Inc                                     | CUSIP: 893641100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -775 | NS      | $-1084132.00  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| POSCO Holdings Inc                                      | POSCO Holdings Inc                                      | CUSIP: 693483109<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |      3552 | NS      | $183247.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                      | Banco Bilbao Vizcaya Argentaria SA                      | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    374075 | NS      | $6807791.35   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Vadilal Industries Ltd                                  | Vadilal Industries Ltd                                  | CUSIP: 000000000<br>LEI: 335800YO53STSJH9RB97 | Long             | EC               | CORP              | IN        |       288 | NS      | $16568.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regional Container Lines PCL                            | Regional Container Lines PCL                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     63500 | NS      | $53919.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOS SGPS SA                                             | NOS SGPS SA                                             | CUSIP: 000000000<br>LEI: 5493004DM8FGIY6QKF37 | Long             | EC               | CORP              | PT        |     33022 | NS      | $150916.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                   | Kirin Holdings Co Ltd                                   | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |    198200 | NS      | $2877185.26   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                     | Gilead Sciences Inc                                     | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      3606 | NS      | $407369.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                                           | Timken Co/The                                           | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |       807 | NS      | $62324.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quadient SA                                             | Quadient SA                                             | CUSIP: 000000000<br>LEI: 549300K4W3A5ITOPTK67 | Long             | EC               | CORP              | FR        |      6239 | NS      | $116725.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosenergo PJSC                                          | Mosenergo PJSC                                          | CUSIP: 000000000<br>LEI: 529900HWROSNW89Z7C14 | Long             | EC               | CORP              | RU        |   3294000 | NS      | $0.04         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Synergy Grid & Development Phils Inc                    | Synergy Grid & Development Phils Inc                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |    164500 | NS      | $43173.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Surya Citra Media Tbk PT                                | Surya Citra Media Tbk PT                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   5175300 | NS      | $99753.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zscaler Inc                                             | Zscaler Inc                                             | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Short            | EC               | CORP              | US        |     -4762 | NS      | $-1319312.10  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| China Construction Bank Corp                            | China Construction Bank Corp                            | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |   1093000 | NS      | $1057807.52   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Polyus PJSC                                             | Polyus PJSC                                             | CUSIP: 000000000<br>LEI: 549300FUXVT7TF6ZKV71 | Long             | EC               | CORP              | RU        |         1 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ConocoPhillips                                          | ConocoPhillips                                          | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      4019 | NS      | $397760.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                       | HSBC Holdings PLC                                       | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    164718 | NS      | $2108617.44   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Valeo SE                                                | Valeo SE                                                | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | EC               | CORP              | FR        |     46482 | NS      | $564101.46    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Eva Airways Corp                                        | Eva Airways Corp                                        | CUSIP: 000000000<br>LEI: 254900S1P4XOXV67GC07 | Long             | EC               | CORP              | TW        |    179000 | NS      | $226694.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** GMO TRUST

**Signature:** Betty Maganzini

**Name of Signer:** Betty Maganzini

**Title:** Treasurer