# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0001752724-23-043544
**Filing Date:** 2023-2
**Character Count:** 1238734
**Document Hash:** ffb7b2870dfff3dc04587ae6038799ef
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-043544.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-043544

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AQR Funds
- **CENTRAL INDEX KEY:** 0001444822
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22235
- **FILM NUMBER:** 23675344

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

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

## Series and Classes Contracts Data

### AQR Alternative Risk Premia Fund (Series ID: S000058563)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000192463 | Class N      | QRPNX           |
| C000192464 | Class I      | QRPIX           |
| C000192465 | Class R6     | QRPRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Greenwich

  - **State:** CT

  - **Foreign country:** US

  - **Zip / Postal Code:** 06830

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

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

- **a. Name of Series:** AQR Alternative Risk Premia Fund

- **b. EDGAR series identifier (if any):** S000058563

- **c. LEI of Series:** 5493003TFOLYCKBNVM51

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $400869680.75

**Total Liabilities:** $239326612.92

**Net Assets:** $161543067.83

**Amount of Assets Invested in Other Investment Companies:** $37395948.06

**Cash Not Reported:** $27033.48

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 20.93133974 | **10-Year:** 2004.32440566 | **30-Year:** 14.48632883

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000192464 | 7.67%                | -0.21%               | -0.63%               |
| Class ID C000192465 | 7.64%                | -0.21%               | -0.52%               |
| Class ID C000192463 | 7.72%                | -0.32%               | -0.63%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6849556.10              | $-6070.37                                  |
| Month 2  | $-1430104.69             | $5118620.01                                |
| Month 3  | $-1655336.32             | $4910463.05                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                             | Title                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $131.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          -5 | NC      | $9517.57      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANA Holdings, Inc.                                               | ANA Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Short            | EC               | CORP              | JP        |      -14200 | NS      | $-300726.65   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Ubisoft Entertainment SA                                         | Ubisoft Entertainment SA                                               | CUSIP: N/A<br>LEI: 969500I7C8V1LBIMSM05       | Long             | EC               | CORP              | FR        |        8392 | NS      | $237081.13    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-36246.99    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-17.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Envestnet, Inc.                                                  | Envestnet, Inc.                                                        | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Short            | EC               | CORP              | US        |       -4035 | NS      | $-248959.50   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3959.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-252.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fluor Corp.                                                      | Fluor Corp.                                                            | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Short            | EC               | CORP              | US        |       -2079 | NS      | $-72058.14    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1823.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Werner Enterprises, Inc.                                         | Werner Enterprises, Inc.                                               | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |        9924 | NS      | $399540.24    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Square Enix Holdings Co. Ltd.                                    | Square Enix Holdings Co. Ltd.                                          | CUSIP: N/A<br>LEI: 529900KCRNRDF8DIA489       | Long             | EC               | CORP              | JP        |        3100 | NS      | $143918.93    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-666.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $523.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp.                                               | Suzuki Motor Corp.                                                     | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Short            | EC               | CORP              | JP        |       -4300 | NS      | $-137717.60   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $41.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5000000 | PA      | $14492.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-805.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6570.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-826.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                                   | DoorDash, Inc., Class A                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Short            | EC               | CORP              | US        |       -3599 | NS      | $-175703.18   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| CI Financial Corp.                                               | CI Financial Corp.                                                     | CUSIP: 125491100<br>LEI: 549300M9W7JJQSVCEM78 | Long             | EC               | CORP              | CA        |       31065 | NS      | $309961.71    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11253.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2020.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Franco-Nevada Corp.                                              | Franco-Nevada Corp.                                                    | CUSIP: 351858105<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |       -2907 | NS      | $-396266.61   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd.                                                     | Nutrien Ltd.                                                           | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |        5766 | NS      | $420952.07    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3.74         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagen, Inc.                                                     | Seagen, Inc.                                                           | CUSIP: 81181C104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3885 | NS      | $-499261.35   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4570.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3.99         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Euro-Schatz                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -70 | NC      | $93935.78     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                                       | Constellation Energy Corp.                                             | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Short            | EC               | CORP              | US        |        -890 | NS      | $-76726.90    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co.                                               | STAAR Surgical Co.                                                     | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Short            | EC               | CORP              | US        |       -1156 | NS      | $-56112.24    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group, Inc.                                                 | CBRE Group, Inc., Class A                                              | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Short            | EC               | CORP              | US        |       -1129 | NS      | $-86887.84    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp.                                                       | Ball Corp.                                                             | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Short            | EC               | CORP              | US        |      -10424 | NS      | $-533083.36   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd.                                                         | Sea Ltd.                                                               | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Short            | EC               | CORP              | KY        |       -6471 | NS      | $-336686.13   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11434.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon M&A Center Holdings, Inc.                                  | Nihon M&A Center Holdings, Inc.                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |       -8700 | NS      | $-107051.34   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4176.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                   | Walgreens Boots Alliance, Inc.                                         | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |       10230 | NS      | $382192.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          -6 | NC      | $4575.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1786.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                        | Orange SA                                                              | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |       32118 | NS      | $318678.71    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Canada                                          | National Bank of Canada                                                | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |        2094 | NS      | $141089.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp.                                         | Wintrust Financial Corp.                                               | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |        1230 | NS      | $103959.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    12554639 | PA      | $78796.82     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MEIJI Holdings Co. Ltd.                                          | MEIJI Holdings Co. Ltd.                                                | CUSIP: N/A<br>LEI: 5299002D52YIP6DWMV49       | Long             | EC               | CORP              | JP        |        3200 | NS      | $164026.25    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp.                                            | Thomson Reuters Corp.                                                  | CUSIP: 884903709<br>LEI: 549300561UZND4C7B569 | Short            | EC               | CORP              | CA        |       -5297 | NS      | $-604264.86   | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-188.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4.58         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                          | Element Solutions, Inc.                                                | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Short            | EC               | CORP              | US        |       -4315 | NS      | $-78489.85    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2295.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                     | Mizuho Financial Group, Inc.                                           | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |       37080 | NS      | $522393.96    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-281.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3812.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-218.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $87.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Smith plc                                                     | WH Smith plc                                                           | CUSIP: N/A<br>LEI: 2138001KJNGUJ34G7X91       | Short            | EC               | CORP              | GB        |       -2620 | NS      | $-46597.89    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $12.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                                              | Synchrony Financial                                                    | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       14704 | NS      | $483173.44    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Prime Site AG                                              | Swiss Prime Site AG (Registered)                                       | CUSIP: N/A<br>LEI: 506700XI9H64OPR34158       | Short            | EC               | CORP              | CH        |       -2380 | NS      | $-206281.40   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                             | SoftBank Group Corp.                                                   | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Short            | EC               | CORP              | JP        |       -9800 | NS      | $-414471.05   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4345.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-737.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1796.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                     | Cadence Design Systems, Inc.                                           | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        1531 | NS      | $245939.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Naturgy Energy Group SA                                          | Naturgy Energy Group SA                                                | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Short            | EC               | CORP              | ES        |      -13414 | NS      | $-348616.93   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2284.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 5 Year Note                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -23 | NC      | $5368.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co. Ltd.                                                | Mitsui & Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |       18700 | NS      | $544651.09    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -1 | NC      | $-2095.74     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ARC Resources Ltd.                                               | ARC Resources Ltd.                                                     | CUSIP: 00208D408<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |       23342 | NS      | $314617.06    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's, Inc.                                                   | Carter's, Inc.                                                         | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |        1762 | NS      | $131462.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $718.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dolby Laboratories, Inc.                                         | Dolby Laboratories, Inc., Class A                                      | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |        4857 | NS      | $342612.78    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide, Inc.                                      | CH Robinson Worldwide, Inc.                                            | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Short            | EC               | CORP              | US        |       -4543 | NS      | $-415957.08   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1492.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2379.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $421.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                       | Archer-Daniels-Midland Co.                                             | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |        7093 | NS      | $658585.05    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1730.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-0.74        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Bank                                                     | Cadence Bank                                                           | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Short            | EC               | CORP              | US        |       -3394 | NS      | $-83696.04    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    32000000 | PA      | $123911.19    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5365.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $577.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd.                                                      | Garmin Ltd.                                                            | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Short            | EC               | CORP              | CH        |       -3776 | NS      | $-348487.04   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-846.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                    | CUSIP: 912796YU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    19310000 | PA      | $19091957.86  | 11.82%            | 2023-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3594.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $920.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Foot Locker, Inc.                                                | Foot Locker, Inc.                                                      | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |        5675 | NS      | $214458.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1102.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Penumbra, Inc.                                                   | Penumbra, Inc.                                                         | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Short            | EC               | CORP              | US        |       -2370 | NS      | $-527230.20   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3123.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                | Exxon Mobil Corp.                                                      | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |        4780 | NS      | $527234.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | DAX Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         -40 | NC      | $486021.16    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15454.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corp.                         | Pan Pacific International Holdings Corp.                               | CUSIP: N/A<br>LEI: 529900QLHJM2E18A5763       | Short            | EC               | CORP              | JP        |       -8700 | NS      | $-161594.77   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                     | Nasdaq, Inc.                                                           | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Short            | EC               | CORP              | US        |       -5622 | NS      | $-344909.70   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                                           | Home Depot, Inc. (The)                                                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Short            | EC               | CORP              | US        |        -578 | NS      | $-182567.08   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7117.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6979.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Utilities Ltd.                                          | Canadian Utilities Ltd., Class A                                       | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |        4384 | NS      | $118665.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                                          | Louisiana-Pacific Corp.                                                | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |        2383 | NS      | $141073.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                                   | Alphabet, Inc., Class A                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        2564 | NS      | $226221.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-153.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2894.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Holdings, Inc.                                             | Crown Holdings, Inc.                                                   | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Short            | EC               | CORP              | US        |       -5610 | NS      | $-461198.10   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp.                                    | Six Flags Entertainment Corp.                                          | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |        9877 | NS      | $229640.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp.                                        | United Therapeutics Corp.                                              | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |        3280 | NS      | $912135.20    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Idemitsu Kosan Co. Ltd.                                          | Idemitsu Kosan Co. Ltd.                                                | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |       10700 | NS      | $250503.99    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Expeditors International of Washington, Inc.                     | Expeditors International of Washington, Inc.                           | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |        2840 | NS      | $295132.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                                                    | Walmart, Inc.                                                          | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |        4173 | NS      | $591689.67    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                                       | PG&E Corp.                                                             | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Short            | EC               | CORP              | US        |       -3566 | NS      | $-57983.16    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                                                  | Ingredion, Inc.                                                        | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |        1755 | NS      | $171867.15    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6483.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-149.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canada Goose Holdings, Inc.                                      | Canada Goose Holdings, Inc.                                            | CUSIP: 135086106<br>LEI: 529900891XBE6RV8JR07 | Short            | EC               | CORP              | CA        |       -3293 | NS      | $-58563.84    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Evonik Industries AG                                             | Evonik Industries AG                                                   | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |        6611 | NS      | $126097.12    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-903.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8.75         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $66.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                              | Valero Energy Corp.                                                    | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        4102 | NS      | $520379.72    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4899.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MP Materials Corp.                                               | MP Materials Corp.                                                     | CUSIP: 553368101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -14133 | NS      | $-343149.24   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                    | CUSIP: 912796X53<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      158000 | PA      | $154814.91    | 0.10%             | 2023-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oak Street Health, Inc.                                          | Oak Street Health, Inc.                                                | CUSIP: 67181A107<br>LEI: 2549007CJE6GSEURLA30 | Short            | EC               | CORP              | US        |      -11234 | NS      | $-241643.34   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1011.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mercury Systems, Inc.                                            | Mercury Systems, Inc.                                                  | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Short            | EC               | CORP              | US        |       -2776 | NS      | $-124198.24   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $-827.20      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                    | CUSIP: 912796ZQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      637000 | PA      | $623370.50    | 0.39%             | 2023-06-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp.                                                 | OGE Energy Corp.                                                       | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |        5009 | NS      | $198105.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9615.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qube Holdings Ltd.                                               | Qube Holdings Ltd.                                                     | CUSIP: N/A<br>LEI: 391200RT2MUFEO3RFW25       | Long             | EC               | CORP              | AU        |      154947 | NS      | $295566.24    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Open Text Corp.                                                  | Open Text Corp.                                                        | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |       12020 | NS      | $356161.30    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3905.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4569.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                  | Canadian Natural Resources Ltd.                                        | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |        7186 | NS      | $399051.21    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global plc                                               | Liberty Global plc, Class C                                            | CUSIP: N/A<br>LEI: 549300BSGXG3QLIQYT84       | Long             | EC               | CORP              | GB        |        1320 | NS      | $25647.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                                            | Landstar System, Inc.                                                  | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |        3691 | NS      | $601263.90    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Oji Holdings Corp.                                               | Oji Holdings Corp.                                                     | CUSIP: N/A<br>LEI: 529900LVC9GIIYUGE243       | Long             | EC               | CORP              | JP        |       79700 | NS      | $321907.26    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                       | Microchip Technology, Inc.                                             | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |        2750 | NS      | $193187.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Carl Zeiss Meditec AG                                            | Carl Zeiss Meditec AG                                                  | CUSIP: N/A<br>LEI: 529900GRL4MZ8NMOOK95       | Short            | EC               | CORP              | DE        |       -2008 | NS      | $-252393.45   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $677.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amcor plc                                                        | Amcor plc                                                              | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Short            | EC               | CORP              | JE        |      -27886 | NS      | $-332122.26   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7.99        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coupa Software, Inc.                                             | Coupa Software, Inc.                                                   | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Short            | EC               | CORP              | US        |       -2535 | NS      | $-200695.95   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2327.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group plc                                                | Compass Group plc                                                      | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Short            | EC               | CORP              | GB        |       -3049 | NS      | $-70407.60    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Loews Corp.                                                      | Loews Corp.                                                            | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |        3025 | NS      | $176448.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                                     | AMETEK, Inc.                                                           | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        1348 | NS      | $188342.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Getinge AB                                                       | Getinge AB, Class B                                                    | CUSIP: N/A<br>LEI: 5493003PZ4F570G3W735       | Long             | EC               | CORP              | SE        |       11533 | NS      | $239778.00    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Keisei Electric Railway Co. Ltd.                                 | Keisei Electric Railway Co. Ltd.                                       | CUSIP: N/A<br>LEI: 529900VNP95IIHXPCY17       | Short            | EC               | CORP              | JP        |      -10500 | NS      | $-298318.13   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Cocoa                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           5 | NC      | $6525.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          -6 | NC      | $1475.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                              | EssilorLuxottica SA                                                    | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Short            | EC               | CORP              | FR        |       -2025 | NS      | $-366389.74   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Tourmaline Oil Corp.                                             | Tourmaline Oil Corp.                                                   | CUSIP: 89156V106<br>LEI: 549300LCHLN94A7Y1572 | Long             | EC               | CORP              | CA        |       14446 | NS      | $728914.86    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen        | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Registered) | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |        2982 | NS      | $964589.85    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp.                                                    | Danaher Corp.                                                          | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Short            | EC               | CORP              | US        |       -1806 | NS      | $-479348.52   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Note                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -249 | NC      | $328574.87    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                                           | Verisk Analytics, Inc.                                                 | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Short            | EC               | CORP              | US        |       -2227 | NS      | $-392887.34   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-162.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Accor SA                                                         | Accor SA                                                               | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Short            | EC               | CORP              | FR        |       -4911 | NS      | $-122517.57   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SunPower Corp.                                                   | SunPower Corp.                                                         | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Short            | EC               | CORP              | US        |       -6020 | NS      | $-108540.60   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10228.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                           | Kyndryl Holdings, Inc.                                                 | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |       40904 | NS      | $454852.48    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Airlines Co. Ltd.                                          | Japan Airlines Co. Ltd.                                                | CUSIP: N/A<br>LEI: 3538002MH5L1QZZ93477       | Short            | EC               | CORP              | JP        |      -16800 | NS      | $-342176.92   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Morningstar, Inc.                                                | Morningstar, Inc.                                                      | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Short            | EC               | CORP              | US        |        -194 | NS      | $-42018.46    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| IGO Ltd.                                                         | IGO Ltd.                                                               | CUSIP: N/A<br>LEI: 2549005DZO8VGXM5QN07       | Short            | EC               | CORP              | AU        |      -36762 | NS      | $-336274.99   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2258.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | EURO STOXX 50 Index                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         -59 | NC      | $26751.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp.                                                   | Repligen Corp.                                                         | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Short            | EC               | CORP              | US        |       -2046 | NS      | $-346408.26   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           4 | NC      | $40621.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris, Inc.                                                    | Polaris, Inc.                                                          | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |        4177 | NS      | $421877.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $18009.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1070.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1635.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-125.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                       | Snap, Inc., Class A                                                    | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | EC               | CORP              | US        |      -61776 | NS      | $-552895.20   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson plc                                         | Willis Towers Watson plc                                               | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Short            | EC               | CORP              | IE        |       -1601 | NS      | $-391572.58   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                                        | Rockwell Automation, Inc.                                              | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Short            | EC               | CORP              | US        |        -774 | NS      | $-199359.18   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets, Inc.                                        | Cboe Global Markets, Inc.                                              | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Short            | EC               | CORP              | US        |       -3259 | NS      | $-408906.73   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Keyence Corp.                                                    | Keyence Corp.                                                          | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Short            | EC               | CORP              | JP        |        -500 | NS      | $-194122.39   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6752.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                  | Starbucks Corp.                                                        | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Short            | EC               | CORP              | US        |       -1072 | NS      | $-106342.40   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2259.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa plc                                                      | Informa plc                                                            | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Short            | EC               | CORP              | GB        |       -9966 | NS      | $-74344.01    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1322.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10156.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -1 | NC      | $-5462.95     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7.67        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toromont Industries Ltd.                                         | Toromont Industries Ltd.                                               | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               | CORP              | CA        |         476 | NS      | $34350.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Enterprises Ltd.                                  | Domino's Pizza Enterprises Ltd.                                        | CUSIP: N/A<br>LEI: 54930034RFI409JZ3179       | Short            | EC               | CORP              | AU        |        -578 | NS      | $-26029.57    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-121.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co. Ltd.                                    | Daiwa House Industry Co. Ltd.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       10500 | NS      | $241880.72    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $811.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1448.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Middleby Corp. (The)                                             | Middleby Corp. (The)                                                   | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Short            | EC               | CORP              | US        |       -1027 | NS      | $-137515.30   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                                            | Las Vegas Sands Corp.                                                  | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Short            | EC               | CORP              | US        |       -9957 | NS      | $-478632.99   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-17.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grab Holdings Ltd.                                               | Grab Holdings Ltd., Class A                                            | CUSIP: N/A<br>LEI: 549300N4VQX83VPJF439       | Short            | EC               | CORP              | KY        |      -97949 | NS      | $-315395.78   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv, Inc.                                                    | Ovintiv, Inc.                                                          | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5154 | NS      | $261359.34    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2.60        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1360.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medipal Holdings Corp.                                           | Medipal Holdings Corp.                                                 | CUSIP: N/A<br>LEI: 353800PJDODZEA4NP730       | Long             | EC               | CORP              | JP        |       22900 | NS      | $302674.82    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-384.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NVR, Inc.                                                        | NVR, Inc.                                                              | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Short            | EC               | CORP              | US        |         -57 | NS      | $-262917.06   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1260.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1.07        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ballard Power Systems, Inc.                                      | Ballard Power Systems, Inc.                                            | CUSIP: 058586108<br>LEI: 549300OHZ8BMF53YYS26 | Short            | EC               | CORP              | CA        |      -38603 | NS      | $-184747.00   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-57.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cosmos Pharmaceutical Corp.                                      | Cosmos Pharmaceutical Corp.                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |       -2600 | NS      | $-264168.87   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $490.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Makita Corp.                                                     | Makita Corp.                                                           | CUSIP: N/A<br>LEI: 529900CDR9E94BCM6294       | Short            | EC               | CORP              | JP        |       -2200 | NS      | $-51249.47    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                              | Flowers Foods, Inc.                                                    | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |        4028 | NS      | $115764.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-112.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $123.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Timken Co. (The)                                                 | Timken Co. (The)                                                       | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |        4757 | NS      | $336177.19    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $146.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haemonetics Corp.                                                | Haemonetics Corp.                                                      | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |        1008 | NS      | $79279.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                    | CUSIP: 912796S34<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       93200 | PA      | $92968.94     | 0.06%             | 2023-01-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-286.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | HSCEI                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |         -22 | NC      | $-2110.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14859.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Onex Corp.                                                       | Onex Corp.                                                             | CUSIP: 68272K103<br>LEI: 894500LB8PNE5C7CEN88 | Long             | EC               | CORP              | CA        |        2963 | NS      | $142876.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALS Ltd.                                                         | ALS Ltd.                                                               | CUSIP: N/A<br>LEI: 549300RYCQ8DMIO2J661       | Short            | EC               | CORP              | AU        |       -5050 | NS      | $-41869.13    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Air Products and Chemicals, Inc.                                 | Air Products and Chemicals, Inc.                                       | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Short            | EC               | CORP              | US        |        -422 | NS      | $-130085.72   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Group, Inc.                                              | Rakuten Group, Inc.                                                    | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Short            | EC               | CORP              | JP        |     -103600 | NS      | $-466932.66   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                      | Jabil, Inc.                                                            | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        7212 | NS      | $491858.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Subsea 7 SA                                                      | Subsea 7 SA                                                            | CUSIP: N/A<br>LEI: 222100AIF0CBCY80AH62       | Long             | EC               | CORP              | LU        |       25758 | NS      | $298268.45    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Syneos Health, Inc.                                              | Syneos Health, Inc.                                                    | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |       13131 | NS      | $481645.08    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1823.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10888.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $62799.98     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4631.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2021.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Burlington Stores, Inc.                                          | Burlington Stores, Inc.                                                | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Short            | EC               | CORP              | US        |        -873 | NS      | $-177009.48   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                  | Fairfax Financial Holdings Ltd.                                        | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |         510 | NS      | $302109.08    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                                               | nVent Electric plc                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |        5559 | NS      | $213854.73    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Trelleborg AB                                                    | Trelleborg AB, Class B                                                 | CUSIP: N/A<br>LEI: 213800XY16PAWG2PAD14       | Long             | EC               | CORP              | SE        |        5208 | NS      | $120297.65    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ERG SpA                                                          | ERG SpA                                                                | CUSIP: N/A<br>LEI: 8156004604684CA44A90       | Short            | EC               | CORP              | IT        |       -1008 | NS      | $-31241.49    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -2 | NC      | $-41893.26    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Corp.                                                    | Olympus Corp.                                                          | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Short            | EC               | CORP              | JP        |      -12800 | NS      | $-225761.15   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co.                                        | Central Japan Railway Co.                                              | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Short            | EC               | CORP              | JP        |        -700 | NS      | $-85945.74    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American plc                                               | Anglo American plc                                                     | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |        4305 | NS      | $168583.31    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AECOM                                                            | AECOM                                                                  | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |         966 | NS      | $82042.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                                          | Progressive Corp. (The)                                                | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Short            | EC               | CORP              | US        |       -6158 | NS      | $-798754.18   | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                    | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Short            | EC               | CORP              | US        |      -30447 | NS      | $-398246.76   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $-272.13      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-468.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lattice Semiconductor Corp.                                      | Lattice Semiconductor Corp.                                            | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |         779 | NS      | $50541.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1552.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kobayashi Pharmaceutical Co. Ltd.                                | Kobayashi Pharmaceutical Co. Ltd.                                      | CUSIP: N/A<br>LEI: 529900WBSL04KD6TKP95       | Short            | EC               | CORP              | JP        |        -800 | NS      | $-54834.08    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11434.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Magna International, Inc.                                        | Magna International, Inc.                                              | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |        3997 | NS      | $224528.67    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                                               | CoStar Group, Inc.                                                     | CUSIP: 22160N109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3943 | NS      | $-304715.04   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics plc                                         | Horizon Therapeutics plc                                               | CUSIP: N/A<br>LEI: 529900P0GSQ79OOZEV53       | Long             | EC               | CORP              | IE        |        4762 | NS      | $541915.60    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral, Inc.                                                | RingCentral, Inc., Class A                                             | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |        3183 | NS      | $112678.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-889.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Okta, Inc.                                                       | Okta, Inc.                                                             | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Short            | EC               | CORP              | US        |       -4005 | NS      | $-273661.65   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Northland Power, Inc.                                            | Northland Power, Inc.                                                  | CUSIP: 666511100<br>LEI: 549300IT8CIDW8V5KX72 | Long             | EC               | CORP              | CA        |       12022 | NS      | $329672.72    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1013.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hess Corp.                                                       | Hess Corp.                                                             | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Short            | EC               | CORP              | US        |       -6329 | NS      | $-897578.78   | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $396.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-737.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                                        | Argenx SE                                                              | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Short            | EC               | CORP              | NL        |       -1852 | NS      | $-695252.03   | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| Mercury General Corp.                                            | Mercury General Corp.                                                  | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Short            | EC               | CORP              | US        |       -4141 | NS      | $-141622.20   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    -2827000 | PA      | $1142.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                                      | NN Group NV                                                            | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |        7998 | NS      | $327055.83    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corp.                                     | Tokyu Fudosan Holdings Corp.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        7200 | NS      | $34143.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Equitrans Midstream Corp.                                        | Equitrans Midstream Corp.                                              | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Short            | EC               | CORP              | US        |      -18394 | NS      | $-123239.80   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $932.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-632.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp.                                                        | KLA Corp.                                                              | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |         377 | NS      | $142140.31    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp.                                                    | Semtech Corp.                                                          | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |       11035 | NS      | $316594.15    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                                             | Curtiss-Wright Corp.                                                   | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |        1632 | NS      | $272527.68    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEOS Holdings, Inc.                                             | ENEOS Holdings, Inc.                                                   | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |       66900 | NS      | $227822.36    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                               | Koninklijke KPN NV                                                     | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Short            | EC               | CORP              | NL        |     -124765 | NS      | $-386179.72   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Vermilion Energy, Inc.                                           | Vermilion Energy, Inc.                                                 | CUSIP: 923725105<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | EC               | CORP              | CA        |        9532 | NS      | $168745.97    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     1397890 | PA      | $-307.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jazz Pharmaceuticals plc                                         | Jazz Pharmaceuticals plc                                               | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |        1247 | NS      | $198659.57    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-30.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp.                                                     | Subaru Corp.                                                           | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |       12700 | NS      | $192278.99    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          -7 | NC      | $11193.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | MEX BOLSA Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | MX        |          -9 | NC      | $10969.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-95.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-451.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lixil Corp.                                                      | Lixil Corp.                                                            | CUSIP: N/A<br>LEI: 353800KB8G4F9WUJJ886       | Long             | EC               | CORP              | JP        |        9300 | NS      | $140207.82    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PrairieSky Royalty Ltd.                                          | PrairieSky Royalty Ltd.                                                | CUSIP: 739721108<br>LEI: 529900AXG582AP7CV733 | Short            | EC               | CORP              | CA        |       -4829 | NS      | $-77392.39    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4477.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -4 | NC      | $1593.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freenet AG                                                       | Freenet AG                                                             | CUSIP: N/A<br>LEI: 5299003GLDODCVP8DO20       | Long             | EC               | CORP              | DE        |        6674 | NS      | $145121.45    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Newcrest Mining Ltd.                                             | Newcrest Mining Ltd.                                                   | CUSIP: N/A<br>LEI: 5299006MN50OZJUJI655       | Long             | EC               | CORP              | AU        |        4248 | NS      | $59566.79     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                         | Bristol-Myers Squibb Co.                                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |        4853 | NS      | $349173.35    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $120.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4664.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexpol AB                                                        | Hexpol AB                                                              | CUSIP: N/A<br>LEI: 549300MN30TBRLYN3465       | Short            | EC               | CORP              | SE        |       -3134 | NS      | $-33439.70    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                | Gen Digital, Inc.                                                      | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       10207 | NS      | $218736.01    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1227.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-263.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                       | Anheuser-Busch InBev SA/NV                                             | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Short            | EC               | CORP              | BE        |       -5898 | NS      | $-355242.26   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23485.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Shiseido Co. Ltd.                                                | Shiseido Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 5299008QCD0YDT5OF506       | Short            | EC               | CORP              | JP        |       -6000 | NS      | $-294082.37   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Waters Corp.                                                     | Waters Corp.                                                           | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |         619 | NS      | $212057.02    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SGX FTSE China A50 Index                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         -17 | NC      | $-537.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp.                                                     | Masimo Corp.                                                           | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Short            | EC               | CORP              | US        |       -1949 | NS      | $-288354.55   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Halma plc                                                        | Halma plc                                                              | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Short            | EC               | CORP              | GB        |      -11104 | NS      | $-264441.21   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2229.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-700.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novanta, Inc.                                                    | Novanta, Inc.                                                          | CUSIP: 67000B104<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |        -932 | NS      | $-126630.84   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler, Inc.                                                    | Zscaler, Inc.                                                          | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Short            | EC               | CORP              | US        |       -1534 | NS      | $-171654.60   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Puma SE                                                          | Puma SE                                                                | CUSIP: N/A<br>LEI: 529900GRZ2BQY5ZM9N49       | Short            | EC               | CORP              | DE        |       -3277 | NS      | $-198072.70   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| ROBLOX Corp.                                                     | ROBLOX Corp., Class A                                                  | CUSIP: 771049103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6251 | NS      | $-177903.46   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Toray Industries, Inc.                                           | Toray Industries, Inc.                                                 | CUSIP: N/A<br>LEI: 35380099TCYR5FHT0A11       | Long             | EC               | CORP              | JP        |        4700 | NS      | $26138.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bankinter SA                                                     | Bankinter SA                                                           | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Short            | EC               | CORP              | ES        |      -12332 | NS      | $-82618.71    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                       | MSCI, Inc.                                                             | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Short            | EC               | CORP              | US        |        -980 | NS      | $-455866.60   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-521.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2097.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iida Group Holdings Co. Ltd.                                     | Iida Group Holdings Co. Ltd.                                           | CUSIP: N/A<br>LEI: 35380051BV8PV1I4S949       | Long             | EC               | CORP              | JP        |       22600 | NS      | $343136.96    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Hays plc                                                         | Hays plc                                                               | CUSIP: N/A<br>LEI: 213800QC8AWD4BO8TH08       | Long             | EC               | CORP              | GB        |       20209 | NS      | $28329.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -4 | NC      | $-43206.07    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-47.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1699.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-192.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10376.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                           | Howmet Aerospace, Inc.                                                 | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        8256 | NS      | $325368.96    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| D'ieteren Group                                                  | D'ieteren Group                                                        | CUSIP: N/A<br>LEI: 549300DV5KJ23OKVTW34       | Short            | EC               | CORP              | BE        |       -1211 | NS      | $-232406.61   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3477.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $550.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7900.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Holmen AB                                                        | Holmen AB, Class B                                                     | CUSIP: N/A<br>LEI: 52990080SH3454F0QE68       | Short            | EC               | CORP              | SE        |       -4572 | NS      | $-181714.15   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                                  | Eaton Corp. plc                                                        | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Short            | EC               | CORP              | IE        |       -1319 | NS      | $-207017.05   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $352.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Celsius Holdings, Inc.                                           | Celsius Holdings, Inc.                                                 | CUSIP: 15118V207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1120 | NS      | $-116524.80   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  2840200000 | PA      | $-554958.09   | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2406.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                    | CUSIP: 912796YN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1474000 | PA      | $1458007.10   | 0.90%             | 2023-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Medpace Holdings, Inc.                                           | Medpace Holdings, Inc.                                                 | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |         369 | NS      | $78379.29     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2802.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $75.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co., Inc. (The)                            | Kansai Electric Power Co., Inc. (The)                                  | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Short            | EC               | CORP              | JP        |      -19000 | NS      | $-184506.47   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                               | Devon Energy Corp.                                                     | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Short            | EC               | CORP              | US        |       -2220 | NS      | $-136552.20   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $422.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sharp Corp.                                                      | Sharp Corp.                                                            | CUSIP: N/A<br>LEI: 353800YEPK9PD7QO3449       | Short            | EC               | CORP              | JP        |      -12300 | NS      | $-88351.59    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Premier, Inc.                                                    | Premier, Inc., Class A                                                 | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1653 | NS      | $57821.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Odakyu Electric Railway Co. Ltd.                                 | Odakyu Electric Railway Co. Ltd.                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -23700 | NS      | $-306925.27   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                | Xcel Energy, Inc.                                                      | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Short            | EC               | CORP              | US        |       -2855 | NS      | $-200164.05   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Tohoku Electric Power Co., Inc.                                  | Tohoku Electric Power Co., Inc.                                        | CUSIP: N/A<br>LEI: 353800KTF7EYIIYHY088       | Short            | EC               | CORP              | JP        |       -9300 | NS      | $-48714.35    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                    | Cummins, Inc.                                                          | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        1725 | NS      | $417950.25    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-0.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7891.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KBR, Inc.                                                        | KBR, Inc.                                                              | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Short            | EC               | CORP              | US        |       -2899 | NS      | $-153067.20   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                                      | Intel Corp.                                                            | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       17275 | NS      | $456578.25    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3383.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                                | Eversource Energy                                                      | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Short            | EC               | CORP              | US        |       -3672 | NS      | $-307860.48   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                                     | Intuit, Inc.                                                           | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |         158 | NS      | $61496.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8.84        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Owens Corning                                                    | Owens Corning                                                          | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |        5544 | NS      | $472903.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.                            | International Business Machines Corp.                                  | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |        2440 | NS      | $343771.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OZ Minerals Ltd.                                                 | OZ Minerals Ltd.                                                       | CUSIP: N/A<br>LEI: 529900O2VBT5CL7EZT27       | Short            | EC               | CORP              | AU        |       -4957 | NS      | $-93435.30    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Sugi Holdings Co. Ltd.                                           | Sugi Holdings Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 529900N86BFWB1FADG87       | Long             | EC               | CORP              | JP        |        2500 | NS      | $111185.39    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirati Therapeutics, Inc.                                        | Mirati Therapeutics, Inc.                                              | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Short            | EC               | CORP              | US        |       -5056 | NS      | $-229087.36   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1631.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-0.73        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                                        | Airbus SE                                                              | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Short            | EC               | CORP              | NL        |       -7972 | NS      | $-947890.75   | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-253.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                              | Brown & Brown, Inc.                                                    | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Short            | EC               | CORP              | US        |       -4899 | NS      | $-279096.03   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-34929.19    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $101.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-60.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HealthEquity, Inc.                                               | HealthEquity, Inc.                                                     | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Short            | EC               | CORP              | US        |       -7968 | NS      | $-491147.52   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| REA Group Ltd.                                                   | REA Group Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | AU        |        -718 | NS      | $-53998.30    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Umpqua Holdings Corp.                                            | Umpqua Holdings Corp.                                                  | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Short            | EC               | CORP              | US        |       -4333 | NS      | $-77344.05    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11565.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                     | Biogen, Inc.                                                           | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        1161 | NS      | $321504.12    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                                            | Quanta Services, Inc.                                                  | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Short            | EC               | CORP              | US        |       -2106 | NS      | $-300105.00   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $283.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                     | Prysmian SpA                                                           | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |        4772 | NS      | $177306.20    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $168.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                                      | Phillips 66                                                            | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        3138 | NS      | $326603.04    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $100.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valeo                                                            | Valeo                                                                  | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Short            | EC               | CORP              | FR        |       -7408 | NS      | $-132364.99   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Ambu A/S                                                         | Ambu A/S, Class B                                                      | CUSIP: N/A<br>LEI: 5299008W2A69WX355710       | Short            | EC               | CORP              | DK        |       -7603 | NS      | $-97642.23    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                                | Fidelity National Financial, Inc.                                      | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |        8256 | NS      | $310590.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                                     | NVIDIA Corp.                                                           | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Short            | EC               | CORP              | US        |       -2352 | NS      | $-343721.28   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co.                                               | Crane Holdings Co.                                                     | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |        3416 | NS      | $343137.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Legrand SA                                                       | Legrand SA                                                             | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Short            | EC               | CORP              | FR        |       -3116 | NS      | $-249846.27   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-462.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-50.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1376.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saia, Inc.                                                       | Saia, Inc.                                                             | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |         298 | NS      | $62484.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6698.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Solvay SA                                                        | Solvay SA                                                              | CUSIP: N/A<br>LEI: 549300MMVL80RTBP3O28       | Long             | EC               | CORP              | BE        |        3926 | NS      | $396942.44    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Howden Joinery Group plc                                         | Howden Joinery Group plc                                               | CUSIP: N/A<br>LEI: 213800KC1LJOJTY3JP45       | Long             | EC               | CORP              | GB        |       13817 | NS      | $93297.63     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                               | Oversea-Chinese Banking Corp. Ltd.                                     | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |       41700 | NS      | $379304.80    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $864.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-990.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6733.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-336.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Selective Insurance Group, Inc.                                  | Selective Insurance Group, Inc.                                        | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Short            | EC               | CORP              | US        |       -2697 | NS      | $-238981.17   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1386.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                                        | Safran SA                                                              | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Short            | EC               | CORP              | FR        |       -2830 | NS      | $-354468.81   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-0.72        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Metals Group Ltd.                                      | Fortescue Metals Group Ltd.                                            | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |       12893 | NS      | $180207.45    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2039.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.                           | Cracker Barrel Old Country Store, Inc.                                 | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |        2153 | NS      | $203975.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co.                                             | General Electric Co.                                                   | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Short            | EC               | CORP              | US        |       -4227 | NS      | $-354180.33   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2718.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                    | CUSIP: 912796XS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      306000 | PA      | $305507.68    | 0.19%             | 2023-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GSK plc                                                          | GSK plc                                                                | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |       11009 | NS      | $190271.13    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Everest Re Group Ltd.                                            | Everest Re Group Ltd.                                                  | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |         758 | NS      | $251102.66    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -1 | NC      | $-46338.61    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Ltd.                                                    | Brambles Ltd.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       24983 | NS      | $204875.72    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1922.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-451.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allegion plc                                                     | Allegion plc                                                           | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Short            | EC               | CORP              | IE        |       -1857 | NS      | $-195467.82   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal, Inc.                                         | Washington Federal, Inc.                                               | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2784 | NS      | $93403.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                                        | Zurich Insurance Group AG                                              | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Short            | EC               | CORP              | CH        |        -491 | NS      | $-234735.98   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1700000 | PA      | $60050.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6729.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mettler-Toledo International, Inc.                               | Mettler-Toledo International, Inc.                                     | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         185 | NS      | $267408.25    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corp.                                                   | Sumitomo Corp.                                                         | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |       24800 | NS      | $412252.61    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $-24383.80    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CAC 40 10 Euro Index                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          -2 | NC      | $147.21       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb, Inc.                                                     | Airbnb, Inc., Class A                                                  | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Short            | EC               | CORP              | US        |       -2984 | NS      | $-255132.00   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11667.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3587.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-687.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elekta AB                                                        | Elekta AB, Class B                                                     | CUSIP: N/A<br>LEI: 54930044O54BK617EP80       | Long             | EC               | CORP              | SE        |       14928 | NS      | $90044.99     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23486.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                             | Fastighets AB Balder, Class B                                          | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | EC               | CORP              | SE        |       53747 | NS      | $250852.38    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co. Ltd.                                | Daito Trust Construction Co. Ltd.                                      | CUSIP: N/A<br>LEI: 353800QQ4DRI3KXS3038       | Long             | EC               | CORP              | JP        |        3000 | NS      | $307148.64    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                           | Koninklijke Philips NV                                                 | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |       41921 | NS      | $630794.60    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                                      | Brenntag SE                                                            | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |        4645 | NS      | $296234.31    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Intecc Co. Ltd.                                            | Asahi Intecc Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 353800J3AV2SCNIO8L39       | Short            | EC               | CORP              | JP        |      -13400 | NS      | $-218584.46   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -1 | NC      | $2484.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $328.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                   | Charles River Laboratories International, Inc.                         | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |        1375 | NS      | $299612.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $685.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| thyssenkrupp AG                                                  | thyssenkrupp AG                                                        | CUSIP: N/A<br>LEI: 549300UDG16DOYUPR330       | Long             | EC               | CORP              | DE        |       49355 | NS      | $299710.47    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Vishay Intertechnology, Inc.                                     | Vishay Intertechnology, Inc.                                           | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |       24892 | NS      | $536920.44    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     8300000 | PA      | $-27427.60    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2265.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2232.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-154.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2405.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beazley plc                                                      | Beazley plc                                                            | CUSIP: N/A<br>LEI: 213800VTOMUWD41GIT12       | Short            | EC               | CORP              | GB        |       -7203 | NS      | $-58909.14    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Jyske Bank A/S                                                   | Jyske Bank A/S (Registered)                                            | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | EC               | CORP              | DK        |         830 | NS      | $53818.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp.                                          | Chesapeake Energy Corp.                                                | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |         517 | NS      | $48789.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18960.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6000000 | PA      | $-2260.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9422.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $301.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10888.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Temenos AG                                                       | Temenos AG (Registered)                                                | CUSIP: N/A<br>LEI: 5067007NW6550481FH64       | Short            | EC               | CORP              | CH        |       -2551 | NS      | $-140338.93   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5790.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FTI Consulting, Inc.                                             | FTI Consulting, Inc.                                                   | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Short            | EC               | CORP              | US        |       -1265 | NS      | $-200882.00   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp.                                                    | Navient Corp.                                                          | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |        8919 | NS      | $146717.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $141.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                      | Swedbank AB, Class A                                                   | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |        5778 | NS      | $98278.39     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                     | Fiserv, Inc.                                                           | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |        1431 | NS      | $144631.17    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $135.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2945.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Cenovus Energy, Inc.                                                   | CUSIP: 15135U117<br>LEI: N/A                  | N/A              | DO               |  | CA        |        -674 | NS      | $-9811.33     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $791.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck KGaA                                                       | Merck KGaA                                                             | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Short            | EC               | CORP              | DE        |       -4171 | NS      | $-804754.38   | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $176.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Old National Bancorp                                             | Old National Bancorp                                                   | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Short            | EC               | CORP              | US        |      -11371 | NS      | $-204450.58   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-236.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kemper Corp.                                                     | Kemper Corp.                                                           | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Short            | EC               | CORP              | US        |       -2828 | NS      | $-139137.60   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Hang Seng Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |         -28 | NC      | $-14561.16    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Akzo Nobel NV                                                    | Akzo Nobel NV                                                          | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Short            | EC               | CORP              | NL        |       -7556 | NS      | $-507027.03   | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -1 | NC      | $2883.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group plc                                                | Ashtead Group plc                                                      | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Short            | EC               | CORP              | GB        |       -7663 | NS      | $-435295.12   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2124.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $551.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3965.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $703.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                     | Komatsu Ltd.                                                           | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |        6800 | NS      | $146976.06    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                                        | Illinois Tool Works, Inc.                                              | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Short            | EC               | CORP              | US        |        -417 | NS      | $-91865.10    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments, Inc.                                            | Shift4 Payments, Inc., Class A                                         | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1158 | NS      | $-64766.94    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Novocure Ltd.                                                    | Novocure Ltd.                                                          | CUSIP: N/A<br>LEI: 213800YPP55UMHWA4826       | Short            | EC               | CORP              | JE        |       -3914 | NS      | $-287091.90   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1748.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                           | Southwest Airlines Co.                                                 | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |        9856 | NS      | $331851.52    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-130.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Entain plc                                                       | Entain plc                                                             | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | IM        |        2334 | NS      | $37169.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1578.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VAT Group AG                                                     | VAT Group AG                                                           | CUSIP: N/A<br>LEI: 529900MVFK7NVALR7Y83       | Short            | EC               | CORP              | CH        |        -581 | NS      | $-159494.65   | -0.10%            |  |  |  | Yes           |                  2 | On Loan: No      |
| NewMarket Corp.                                                  | NewMarket Corp.                                                        | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Short            | EC               | CORP              | US        |        -402 | NS      | $-125066.22   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -2 | NC      | $-895.59      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands, Inc.                                                | Hanesbrands, Inc.                                                      | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Short            | EC               | CORP              | US        |      -12554 | NS      | $-79843.44    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | WTI Crude Oil                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          13 | NC      | $95349.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3796.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Armstrong World Industries, Inc.                                 | Armstrong World Industries, Inc.                                       | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Short            | EC               | CORP              | US        |       -2078 | NS      | $-142530.02   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit, Inc.                                                    | Enhabit, Inc.                                                          | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |        5361 | NS      | $70550.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                                              | Toll Brothers, Inc.                                                    | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        9082 | NS      | $453373.44    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                                     | Dai-ichi Life Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |       16600 | NS      | $374884.01    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $887.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $388.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK Insulators Ltd.                                              | NGK Insulators Ltd.                                                    | CUSIP: N/A<br>LEI: 353800701BNCL25VYY16       | Long             | EC               | CORP              | JP        |       17200 | NS      | $218054.63    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Hi-Fi Ltd.                                                    | JB Hi-Fi Ltd.                                                          | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |       13196 | NS      | $376108.93    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryohin Keikaku Co. Ltd.                                          | Ryohin Keikaku Co. Ltd.                                                | CUSIP: N/A<br>LEI: 549300PMNF56J66BY371       | Long             | EC               | CORP              | JP        |       36500 | NS      | $431539.30    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co. Ltd.                                      | Seven & i Holdings Co. Ltd.                                            | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Short            | EC               | CORP              | JP        |      -12300 | NS      | $-527133.40   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 2 Year Note                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -30 | NC      | $-2690.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $12555.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Soybean                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          71 | NC      | $170311.03    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Healthcare Ltd.                                            | Sonic Healthcare Ltd.                                                  | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |        3038 | NS      | $61826.41     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Etsy, Inc.                                                       | Etsy, Inc.                                                             | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Short            | EC               | CORP              | US        |        -887 | NS      | $-106244.86   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2068.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7654.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stifel Financial Corp.                                           | Stifel Financial Corp.                                                 | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |        4147 | NS      | $242060.39    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     7300000 | PA      | $-77793.19    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Pegasystems, Inc.                                                | Pegasystems, Inc.                                                      | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Short            | EC               | CORP              | US        |        -800 | NS      | $-27392.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                         | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Short            | EC               | CORP              | US        |       -4605 | NS      | $-391517.10   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Amplifon SpA                                                     | Amplifon SpA                                                           | CUSIP: N/A<br>LEI: ZYXJDNVM2JI3VBM8G556       | Short            | EC               | CORP              | IT        |       -6675 | NS      | $-199314.09   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp.                                                | Nitto Denko Corp.                                                      | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |        3200 | NS      | $184303.02    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $7047.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp.                                                        | FMC Corp.                                                              | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Short            | EC               | CORP              | US        |       -1326 | NS      | $-165484.80   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare, Inc.                                                 | Cloudflare, Inc., Class A                                              | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |       -4121 | NS      | $-186310.41   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6981.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     3999012 | PA      | $-5178.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-757.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-62.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $12556.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unity Software, Inc.                                             | Unity Software, Inc.                                                   | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |       -9473 | NS      | $-270833.07   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group plc                                               | Vodafone Group plc                                                     | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |      234076 | NS      | $237052.90    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2912.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Metso Outotec OYJ                                                | Metso Outotec OYJ                                                      | CUSIP: N/A<br>LEI: 549300R0VN9C371W0E07       | Long             | EC               | CORP              | FI        |       21644 | NS      | $222878.59    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Dropbox, Inc.                                                    | Dropbox, Inc., Class A                                                 | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |       14665 | NS      | $328202.70    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group, Inc.                                                | Match Group, Inc.                                                      | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Short            | EC               | CORP              | US        |       -6612 | NS      | $-274331.88   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $72.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                                 | Sony Group Corp.                                                       | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Short            | EC               | CORP              | JP        |      -11000 | NS      | $-838437.83   | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                 | Fair Isaac Corp.                                                       | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |         587 | NS      | $351366.46    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                                    | Gartner, Inc.                                                          | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        1456 | NS      | $489419.84    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7949.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corp.                                                      | Tosoh Corp.                                                            | CUSIP: N/A<br>LEI: 529900YSLFVJF2MDBX02       | Long             | EC               | CORP              | JP        |       31900 | NS      | $379343.23    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                                   | Chugai Pharmaceutical Co. Ltd.                                         | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Short            | EC               | CORP              | JP        |       -4200 | NS      | $-107128.44   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                  | ASML Holding NV                                                        | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Short            | EC               | CORP              | NL        |        -363 | NS      | $-197926.52   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Suncorp Group Ltd.                                               | Suncorp Group Ltd.                                                     | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Short            | EC               | CORP              | AU        |       -3094 | NS      | $-25212.43    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7076.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $124.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1029.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lantheus Holdings, Inc.                                          | Lantheus Holdings, Inc.                                                | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |        2843 | NS      | $144879.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $135.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-100.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                                | Choice Hotels International, Inc.                                      | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |        1988 | NS      | $223928.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-813.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nexon Co. Ltd.                                                   | Nexon Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Short            | EC               | CORP              | JP        |       -4900 | NS      | $-110008.49   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                            | Cheniere Energy, Inc.                                                  | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Short            | EC               | CORP              | US        |       -3274 | NS      | $-490969.04   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                                      | Keysight Technologies, Inc.                                            | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Short            | EC               | CORP              | US        |        -997 | NS      | $-170556.79   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3049.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Saputo, Inc.                                                     | Saputo, Inc.                                                           | CUSIP: 802912105<br>LEI: 549300HH4U1DPY0TBT90 | Long             | EC               | CORP              | CA        |        6153 | NS      | $152325.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                           | AP Moller - Maersk A/S, Class B                                        | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |         379 | NS      | $848431.27    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                           | Mercedes-Benz Group AG                                                 | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |        3579 | NS      | $234048.53    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1732.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEXTDC Ltd.                                                      | NEXTDC Ltd.                                                            | CUSIP: N/A<br>LEI: 529900RTERU3X7G3D672       | Short            | EC               | CORP              | AU        |      -22105 | NS      | $-136401.25   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Aurubis AG                                                       | Aurubis AG                                                             | CUSIP: N/A<br>LEI: 5299005SHIN9ZK7GW242       | Long             | EC               | CORP              | DE        |        4241 | NS      | $345222.63    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Univar Solutions, Inc.                                           | Univar Solutions, Inc.                                                 | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |        7237 | NS      | $230136.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   464000000 | PA      | $-8633.07     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $30.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $636.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa OYJ                                                        | Elisa OYJ                                                              | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |        2776 | NS      | $147142.33    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifco AB                                                         | Lifco AB, Class B                                                      | CUSIP: N/A<br>LEI: 549300RTLL4VDQRCTW41       | Short            | EC               | CORP              | SE        |      -12152 | NS      | $-203403.80   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1631.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR Corp.                                                        | NCR Corp.                                                              | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |       19072 | NS      | $446475.52    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-47.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rohto Pharmaceutical Co. Ltd.                                    | Rohto Pharmaceutical Co. Ltd.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        8600 | NS      | $151061.07    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Wine Estates Ltd.                                       | Treasury Wine Estates Ltd.                                             | CUSIP: N/A<br>LEI: 529900LVOPJGAX6ILK66       | Long             | EC               | CORP              | AU        |       16392 | NS      | $151436.08    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Adecco Group AG                                                  | Adecco Group AG (Registered)                                           | CUSIP: N/A<br>LEI: NI14Y5UMU60O7JE9P611       | Long             | EC               | CORP              | CH        |       10599 | NS      | $348652.61    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| UGI Corp.                                                        | UGI Corp.                                                              | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |       11783 | NS      | $436795.81    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on, Inc.                                                    | Snap-on, Inc.                                                          | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |        1717 | NS      | $392317.33    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Unibrew A/S                                                | Royal Unibrew A/S                                                      | CUSIP: N/A<br>LEI: 529900D69KFL8IAP8Q63       | Long             | EC               | CORP              | DK        |         450 | NS      | $31981.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                   | M&T Bank Corp.                                                         | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Short            | EC               | CORP              | US        |       -1740 | NS      | $-252404.40   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| BayCurrent Consulting, Inc.                                      | BayCurrent Consulting, Inc.                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |       -8000 | NS      | $-249040.00   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                            | JetBlue Airways Corp.                                                  | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |        9347 | NS      | $60568.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Canada 10 Year Bond                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        -416 | NC      | $1142595.52   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                                      | Prosperity Bancshares, Inc.                                            | CUSIP: 743606105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2398 | NS      | $-174286.64   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9.95        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $575.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1977.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $-28782.42    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Yamada Holdings Co. Ltd.                                         | Yamada Holdings Co. Ltd.                                               | CUSIP: N/A<br>LEI: 353800MDZ4K1DQKLO464       | Long             | EC               | CORP              | JP        |       57500 | NS      | $204111.35    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                 | Kroger Co. (The)                                                       | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       13438 | NS      | $599066.04    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp.                                               | DISH Network Corp., Class A                                            | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |       13588 | NS      | $190775.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           2 | NC      | $1461.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9927.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                             | Allstate Corp. (The)                                                   | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        2101 | NS      | $284895.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           2 | NC      | $-5117.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp.                                                     | Cameco Corp.                                                           | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Short            | EC               | CORP              | CA        |      -12726 | NS      | $-288449.73   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 90-Day New Zealand Bill                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |          -5 | NC      | $1475.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Obic Co. Ltd.                                                    | Obic Co. Ltd.                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |       -1800 | NS      | $-264256.32   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $22951.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RBOB Gasoline                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |           1 | NC      | $13597.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marks & Spencer Group plc                                        | Marks & Spencer Group plc                                              | CUSIP: N/A<br>LEI: 213800EJP14A79ZG1X44       | Long             | EC               | CORP              | GB        |      201698 | NS      | $297554.98    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US, Inc.                                                | T-Mobile US, Inc.                                                      | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Short            | EC               | CORP              | US        |       -3927 | NS      | $-549780.00   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Just Eat Takeaway.com NV                                         | Just Eat Takeaway.com NV                                               | CUSIP: N/A<br>LEI: 724500FVZIBSSQ7SHI95       | Long             | EC               | CORP              | NL        |        8525 | NS      | $181450.63    | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Man Group plc                                                    | Man Group plc                                                          | CUSIP: N/A<br>LEI: 2549003YWC1DW6LALB09       | Long             | EC               | CORP              | JE        |       29063 | NS      | $74774.95     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Indutrade AB                                                     | Indutrade AB                                                           | CUSIP: N/A<br>LEI: 549300FISLQ6CEFP1867       | Short            | EC               | CORP              | SE        |       -5275 | NS      | $-106974.33   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                | Johnson & Johnson                                                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        2375 | NS      | $419543.75    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6720.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $2064.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree, Inc.                                                | Dollar Tree, Inc.                                                      | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Short            | EC               | CORP              | US        |       -3192 | NS      | $-451476.48   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19555.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co. Ltd.                                               | Tokyo Gas Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |       29500 | NS      | $577604.14    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                | Merck & Co., Inc.                                                      | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |        6385 | NS      | $708415.75    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Tobu Railway Co. Ltd.                                            | Tobu Railway Co. Ltd.                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -11100 | NS      | $-258907.38   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                 | Mastercard, Inc., Class A                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |         933 | NS      | $324432.09    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Telecommunications Ltd.                                | Singapore Telecommunications Ltd.                                      | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Short            | EC               | CORP              | SG        |     -502700 | NS      | $-963823.24   | -0.60%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $433.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3793.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15456.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-75.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                           | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |      609586 | NS      | $1159927.96   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                         | Lloyds Banking Group plc                                               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |      451643 | NS      | $246467.73    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2133.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                       | AT&T, Inc.                                                             | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       58837 | NS      | $1083189.17   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-0.73        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rexel SA                                                         | Rexel SA                                                               | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | EC               | CORP              | FR        |       27362 | NS      | $541179.02    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Ltd.                                                    | Cochlear Ltd.                                                          | CUSIP: N/A<br>LEI: 5493001OLLWY8KV5UC08       | Short            | EC               | CORP              | AU        |        -697 | NS      | $-96260.87    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                         | Equitable Holdings, Inc.                                               | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |       11539 | NS      | $331169.30    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Keppel Corp. Ltd.                                                | Keppel Corp. Ltd.                                                      | CUSIP: N/A<br>LEI: 254900SQ7IPDOY6IDW33       | Short            | EC               | CORP              | SG        |      -43300 | NS      | $-234823.69   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                     | Pfizer, Inc.                                                           | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       16995 | NS      | $870823.80    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |       20448 | NS      | $1164292.64   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1587.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $209.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nuvei Corp.                                                      | Nuvei Corp.                                                            | CUSIP: 67079A102<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |       -1126 | NS      | $-28615.70    | -0.02%            |  |  |  | Yes           |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                   | Thermo Fisher Scientific, Inc.                                         | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Short            | EC               | CORP              | US        |        -724 | NS      | $-398699.56   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Ferrovial SA                                                     | Ferrovial SA                                                           | CUSIP: N/A<br>LEI: 95980020140005757903       | Short            | EC               | CORP              | ES        |      -33578 | NS      | $-879163.77   | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1790.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Paycom Software, Inc.                                            | Paycom Software, Inc.                                                  | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Short            | EC               | CORP              | US        |        -106 | NS      | $-32892.86    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear, Inc.                                          | Gildan Activewear, Inc.                                                | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Short            | EC               | CORP              | CA        |        -918 | NS      | $-25139.91    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-129.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6991.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SARON                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          -1 | NC      | $971.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Canada                                                       | Air Canada                                                             | CUSIP: 008911877<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Short            | EC               | CORP              | CA        |      -22343 | NS      | $-319963.64   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13125.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5511.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3017.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6001.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2532.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7410.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $22.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $146.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bio-Techne Corp.                                                 | Bio-Techne Corp.                                                       | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |        1648 | NS      | $136586.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SPI 200 Index                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |         131 | NC      | $-205329.69   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11076.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                             | Ally Financial, Inc.                                                   | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |       10969 | NS      | $268192.05    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                                        | O'Reilly Automotive, Inc.                                              | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Short            | EC               | CORP              | US        |        -240 | NS      | $-202567.20   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                                          | Republic Services, Inc.                                                | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Short            | EC               | CORP              | US        |       -3726 | NS      | $-480616.74   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     1584936 | PA      | $22433.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                                   | Rheinmetall AG                                                         | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Short            | EC               | CORP              | DE        |        -192 | NS      | $-38222.64    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TripAdvisor, Inc.                                                | TripAdvisor, Inc.                                                      | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |       14036 | NS      | $252367.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair plc                                                      | Pentair plc                                                            | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |        3106 | NS      | $139707.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                    | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1762000 | PA      | $1745600.26   | 1.08%             | 2023-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1453.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7.99        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Sanso Holdings Corp.                                      | Nippon Sanso Holdings Corp.                                            | CUSIP: N/A<br>LEI: 353800F1K6653B4VPY57       | Short            | EC               | CORP              | JP        |       -6800 | NS      | $-98500.81    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Holdings Co. Japan Ltd.                               | McDonald's Holdings Co. Japan Ltd.                                     | CUSIP: N/A<br>LEI: 529900FY9FV0AYNRC729       | Short            | EC               | CORP              | JP        |       -4900 | NS      | $-186231.32   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Jacobs Solutions, Inc.                                           | Jacobs Solutions, Inc.                                                 | CUSIP: 46982L108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1058 | NS      | $-127034.06   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Universal Music Group NV                                         | Universal Music Group NV                                               | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Short            | EC               | CORP              | NL        |      -18654 | NS      | $-451103.90   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           4 | NC      | $-60.52       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp.                                         | Zebra Technologies Corp., Class A                                      | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Short            | EC               | CORP              | US        |       -1333 | NS      | $-341794.53   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Spectris plc                                                     | Spectris plc                                                           | CUSIP: N/A<br>LEI: 213800Z4CO2CZO3M3T10       | Short            | EC               | CORP              | GB        |       -4325 | NS      | $-156680.28   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                   | Ford Motor Co.                                                         | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Short            | EC               | CORP              | US        |      -11982 | NS      | $-139350.66   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co.                                          | Southwestern Energy Co.                                                | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |        9507 | NS      | $55615.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                                    | Netflix, Inc.                                                          | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Short            | EC               | CORP              | US        |       -1431 | NS      | $-421973.28   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Yamaha Motor Co. Ltd.                                            | Yamaha Motor Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |        8400 | NS      | $189850.62    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $30.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransUnion                                                       | TransUnion                                                             | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Short            | EC               | CORP              | US        |       -4906 | NS      | $-278415.50   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8442.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8.68        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-157.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3440.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teleflex, Inc.                                                   | Teleflex, Inc.                                                         | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |         866 | NS      | $216179.58    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-838.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5146.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bachem Holding AG                                                | Bachem Holding AG, Class B                                             | CUSIP: N/A<br>LEI: 506700S81111XI7TG884       | Short            | EC               | CORP              | CH        |       -1669 | NS      | $-144819.90   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-265.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          -5 | NC      | $4860.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Boshoku Corp.                                             | Toyota Boshoku Corp.                                                   | CUSIP: N/A<br>LEI: 529900KS87U6EY7PWG26       | Long             | EC               | CORP              | JP        |       17800 | NS      | $236249.96    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd.                                   | Nomura Research Institute Ltd.                                         | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Short            | EC               | CORP              | JP        |      -16800 | NS      | $-399402.22   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Morrison Home Corp.                                       | Taylor Morrison Home Corp., Class A                                    | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       18447 | NS      | $559866.45    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Trust Holdings, Inc.                             | Sumitomo Mitsui Trust Holdings, Inc.                                   | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |        6200 | NS      | $216352.37    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain                                              | Cie de Saint-Gobain                                                    | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |       11851 | NS      | $579760.94    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| News Corp.                                                       | News Corp., Class A                                                    | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Short            | EC               | CORP              | US        |       -3694 | NS      | $-67230.80    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $453.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                             | Ingersoll Rand, Inc.                                                   | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Short            | EC               | CORP              | US        |       -2197 | NS      | $-114793.25   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $703.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3384.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                            | Parker-Hannifin Corp.                                                  | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Short            | EC               | CORP              | US        |        -751 | NS      | $-218541.00   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| ZOZO, Inc.                                                       | ZOZO, Inc.                                                             | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |        4300 | NS      | $106191.76    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfresa Holdings Corp.                                           | Alfresa Holdings Corp.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       15800 | NS      | $200838.51    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                                      | Pandora A/S                                                            | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |        5936 | NS      | $419565.35    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                                | Belimo Holding AG (Registered)                                         | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Short            | EC               | CORP              | CH        |        -231 | NS      | $-110205.01   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8.97        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IPG Photonics Corp.                                              | IPG Photonics Corp.                                                    | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |         495 | NS      | $46861.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DiaSorin SpA                                                     | DiaSorin SpA                                                           | CUSIP: N/A<br>LEI: 8156002878BDF0EE4348       | Short            | EC               | CORP              | IT        |        -880 | NS      | $-123134.63   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Rinnai Corp.                                                     | Rinnai Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |        -400 | NS      | $-29766.37    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                           | Chocoladefabriken Lindt & Spruengli AG                                 | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Short            | EC               | CORP              | CH        |          -9 | NS      | $-91710.36    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1439.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                 | Deutsche Post AG (Registered)                                          | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |        9813 | NS      | $367267.95    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Azenta, Inc.                                                     | Azenta, Inc.                                                           | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Short            | EC               | CORP              | US        |       -5055 | NS      | $-294302.10   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     -995750 | PA      | $1308.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-218.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hydro One Ltd.                                                   | Hydro One Ltd.                                                         | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |        9504 | NS      | $254586.47    | 0.16%             |  |  |  | Yes           |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -1 | NC      | $-1001.42     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mowi ASA                                                         | Mowi ASA                                                               | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Short            | EC               | CORP              | NO        |       -8628 | NS      | $-147023.67   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Watts Water Technologies, Inc.                                   | Watts Water Technologies, Inc., Class A                                | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |         857 | NS      | $125319.11    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-66538.52    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| KB Home                                                          | KB Home                                                                | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |       10595 | NS      | $337450.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5784.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Life Holding AG                                            | Swiss Life Holding AG (Registered)                                     | CUSIP: N/A<br>LEI: 5493000KUC3Z24U77V93       | Long             | EC               | CORP              | CH        |         774 | NS      | $398965.25    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Capri Holdings Ltd.                                              | Capri Holdings Ltd.                                                    | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |        5535 | NS      | $317266.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimizu Corp.                                                    | Shimizu Corp.                                                          | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |       12500 | NS      | $66699.12     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                                         | Ipsen SA                                                               | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |         320 | NS      | $34419.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sagax AB                                                         | Sagax AB, Class B                                                      | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Short            | EC               | CORP              | SE        |       -3278 | NS      | $-74477.09    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $221.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     8400000 | PA      | $32811.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    64000000 | PA      | $66773.16     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Assured Guaranty Ltd.                                            | Assured Guaranty Ltd.                                                  | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |        1742 | NS      | $108456.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2452.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                              | CNX Resources Corp.                                                    | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Short            | EC               | CORP              | US        |      -35898 | NS      | $-604522.32   | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6.78        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                                       | Ferrari NV                                                             | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Short            | EC               | CORP              | NL        |       -3800 | NS      | $-814866.87   | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| boohoo Group plc                                                 | boohoo Group plc                                                       | CUSIP: N/A<br>LEI: 213800SZF3KFCECWY243       | Short            | EC               | CORP              | JE        |     -112247 | NS      | $-47849.09    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-223.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -2 | NC      | $-56.15       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                                | Essent Group Ltd.                                                      | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Short            | EC               | CORP              | BM        |       -6844 | NS      | $-266094.72   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2134.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MSA Safety, Inc.                                                 | MSA Safety, Inc.                                                       | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Short            | EC               | CORP              | US        |       -1009 | NS      | $-145487.71   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                   | Alimentation Couche-Tard, Inc.                                         | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |        2590 | NS      | $113814.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                                                      | Nucor Corp.                                                            | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        1669 | NS      | $219990.89    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6843.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3455.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-29056.17    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $713.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                             | Honda Motor Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |        6900 | NS      | $157382.15    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2514.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                | Wolters Kluwer NV                                                      | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Short            | EC               | CORP              | NL        |       -4493 | NS      | $-470126.47   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -6 | NC      | $-61150.66    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                                           | Juniper Networks, Inc.                                                 | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |        3063 | NS      | $97893.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai Nippon Printing Co. Ltd.                                     | Dai Nippon Printing Co. Ltd.                                           | CUSIP: N/A<br>LEI: 529900S7NFNQ4FT6OP83       | Long             | EC               | CORP              | JP        |       10000 | NS      | $200895.70    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                      | Ageas SA/NV                                                            | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |        9027 | NS      | $400545.15    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Neobo Fastigheter AB                                             | Neobo Fastigheter AB                                                   | CUSIP: N/A<br>LEI: 213800QBPS3L89U9TZ44       | Long             | EC               | CORP              | SE        |       17427 | NS      | $32650.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                                     | Twilio, Inc., Class A                                                  | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Short            | EC               | CORP              | US        |       -2525 | NS      | $-123624.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings, Inc.                                        | ExlService Holdings, Inc.                                              | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Short            | EC               | CORP              | US        |        -308 | NS      | $-52184.44    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Oil Ltd.                                                | Imperial Oil Ltd.                                                      | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |       11030 | NS      | $537244.09    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamamatsu Photonics KK                                           | Hamamatsu Photonics KK                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1800 | NS      | $85909.91     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hulic Co. Ltd.                                                   | Hulic Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 3538002E12E7IHAKTB10       | Short            | EC               | CORP              | JP        |      -18400 | NS      | $-144487.05   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3051.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                                                     | AltaGas Ltd.                                                           | CUSIP: 021361100<br>LEI: 549300D7A8QA85Z2MH11 | Short            | EC               | CORP              | CA        |       -1860 | NS      | $-32117.28    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                           | RWE AG                                                                 | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Short            | EC               | CORP              | DE        |      -25750 | NS      | $-1138349.04  | -0.70%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Community Bancorp, Inc.                                 | New York Community Bancorp, Inc.                                       | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |        6199 | NS      | $53311.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3219.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1114.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLETE, Inc.                                                     | ALLETE, Inc.                                                           | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |         517 | NS      | $33351.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp.                                                        | LKQ Corp.                                                              | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |       15247 | NS      | $814342.27    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-652.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Arteria Ltd.                                               | Atlas Arteria Ltd.                                                     | CUSIP: N/A<br>LEI: 254900SGF4ZQDBH2YC59       | Long             | EC               | CORP              | AU        |       29928 | NS      | $134779.89    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SGX FTSE Taiwan Index                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |          60 | NC      | $-13279.18    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp.                                           | Playtika Holding Corp.                                                 | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |       40235 | NS      | $342399.85    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.                                     | Grand Canyon Education, Inc.                                           | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |        3075 | NS      | $324904.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2429.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     8200000 | PA      | $-15320.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $62.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3631.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings, Inc.                             | MS&AD Insurance Group Holdings, Inc.                                   | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |       19500 | NS      | $623411.66    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-275.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                                         | Tryg A/S                                                               | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Short            | EC               | CORP              | DK        |      -15767 | NS      | $-374711.60   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Cathay General Bancorp                                           | Cathay General Bancorp                                                 | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |        3747 | NS      | $152840.13    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                                            | Western Digital Corp.                                                  | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               | CORP              | US        |       -2437 | NS      | $-76887.35    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -1 | NC      | $-6671.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co.                                                | Genuine Parts Co.                                                      | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |        2478 | NS      | $429957.78    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG (Registered)                                              | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |       33079 | NS      | $614813.79    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| IMCD NV                                                          | IMCD NV                                                                | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Short            | EC               | CORP              | NL        |       -1358 | NS      | $-194250.46   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-30.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $30497.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-188.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 13704300000 | PA      | $336390.95    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                              | EOG Resources, Inc.                                                    | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Short            | EC               | CORP              | US        |        -644 | NS      | $-83410.88    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corp. (The)                                        | Howard Hughes Corp. (The)                                              | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Short            | EC               | CORP              | US        |       -2042 | NS      | $-156049.64   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Lasertec Corp.                                                   | Lasertec Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |       -2500 | NS      | $-408176.75   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8.97        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $467.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                   | Hewlett Packard Enterprise Co.                                         | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       29267 | NS      | $467101.32    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SEEK Ltd.                                                        | SEEK Ltd.                                                              | CUSIP: N/A<br>LEI: 549300209NEKXBC8QO27       | Short            | EC               | CORP              | AU        |       -3529 | NS      | $-50170.83    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1822.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                          | SSAB AB, Class B                                                       | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |      143291 | NS      | $746411.34    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon AB                                                       | Hexagon AB, Class B                                                    | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Short            | EC               | CORP              | SE        |      -45874 | NS      | $-480993.11   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                   | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Short            | EC               | CORP              | US        |       -4174 | NS      | $-616708.50   | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings, Inc.                       | Knight-Swift Transportation Holdings, Inc.                             | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9801 | NS      | $513670.41    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-319.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nokian Renkaat OYJ                                               | Nokian Renkaat OYJ                                                     | CUSIP: N/A<br>LEI: 743700YQIO8Y4L4WKR40       | Short            | EC               | CORP              | FI        |      -16672 | NS      | $-171093.98   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                             | Steel Dynamics, Inc.                                                   | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |        7856 | NS      | $767531.20    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-47.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1700.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $2395.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $22.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4479.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2429.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US Foods Holding Corp.                                           | US Foods Holding Corp.                                                 | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |        7080 | NS      | $240861.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7097.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Cantonale Vaudoise                                        | Banque Cantonale Vaudoise (Registered)                                 | CUSIP: N/A<br>LEI: K1MOBB3OPSBBQO554R76       | Short            | EC               | CORP              | CH        |       -2093 | NS      | $-200670.41   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| TE Connectivity Ltd.                                             | TE Connectivity Ltd.                                                   | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Short            | EC               | CORP              | CH        |       -1035 | NS      | $-118818.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group, Inc.                                           | WEC Energy Group, Inc.                                                 | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Short            | EC               | CORP              | US        |       -2779 | NS      | $-260559.04   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries, Inc.                                     | Worthington Industries, Inc.                                           | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Short            | EC               | CORP              | US        |       -3628 | NS      | $-180347.88   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| APA Group                                                        | APA Group                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | AU        |      -30749 | NS      | $-224756.91   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7.24        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aramark                                                          | Aramark                                                                | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |        3515 | NS      | $145310.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-520.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                               | Publicis Groupe SA                                                     | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |         658 | NS      | $42034.57     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Teradyne, Inc.                                                   | Teradyne, Inc.                                                         | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |        2663 | NS      | $232613.05    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-47.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bruker Corp.                                                     | Bruker Corp.                                                           | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |        2534 | NS      | $173198.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9098.39     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                          | Molina Healthcare, Inc.                                                | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |         693 | NS      | $228842.46    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikari Tsushin, Inc.                                             | Hikari Tsushin, Inc.                                                   | CUSIP: N/A<br>LEI: 3538001SOIIV8U3OXH94       | Short            | EC               | CORP              | JP        |       -1200 | NS      | $-168905.10   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-90966.63    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2326.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $268.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9642.51     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MongoDB, Inc.                                                    | MongoDB, Inc.                                                          | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Short            | EC               | CORP              | US        |       -1164 | NS      | $-229121.76   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                   | Amphenol Corp., Class A                                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Short            | EC               | CORP              | US        |       -1707 | NS      | $-129970.98   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1605.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wingstop, Inc.                                                   | Wingstop, Inc.                                                         | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Short            | EC               | CORP              | US        |       -1169 | NS      | $-160877.78   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-237.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp.                                         | Panasonic Holdings Corp.                                               | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |       46800 | NS      | $391670.20    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp.                                                        | CDW Corp.                                                              | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Short            | EC               | CORP              | US        |       -1189 | NS      | $-212331.62   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $1837.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-121.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                | HF Sinclair Corp.                                                      | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6853 | NS      | $355602.17    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The)                               | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Short            | EC               | CORP              | US        |       -2991 | NS      | $-472398.54   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5286.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC, Inc.                                                        | PTC, Inc.                                                              | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |         810 | NS      | $97232.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1388.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group, Inc. (The)                    | Hartford Financial Services Group, Inc. (The)                          | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        2821 | NS      | $213916.43    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech, Inc.                                                 | Tetra Tech, Inc.                                                       | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |        1009 | NS      | $146496.71    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackBerry Ltd.                                                  | BlackBerry Ltd.                                                        | CUSIP: 09228F103<br>LEI: 549300HJD8NEGT71RF07 | Short            | EC               | CORP              | CA        |      -39650 | NS      | $-129140.69   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Mineral Resources Ltd.                                           | Mineral Resources Ltd.                                                 | CUSIP: N/A<br>LEI: 5299007V1ACKFFX2P066       | Short            | EC               | CORP              | AU        |       -4945 | NS      | $-259397.30   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14859.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Markel Corp.                                                     | Markel Corp.                                                           | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Short            | EC               | CORP              | US        |        -372 | NS      | $-490106.28   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3773.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Experian plc                                                     | Experian plc                                                           | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Short            | EC               | CORP              | JE        |       -2319 | NS      | $-78540.67    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Toast, Inc.                                                      | Toast, Inc., Class A                                                   | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Short            | EC               | CORP              | US        |       -9370 | NS      | $-168941.10   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $212.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Azbil Corp.                                                      | Azbil Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |       -2300 | NS      | $-57746.70    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-50.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd.                                                 | Pro Medicus Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        3750 | NS      | $140158.63    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $472.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapfre SA                                                        | Mapfre SA                                                              | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | EC               | CORP              | ES        |       99182 | NS      | $191868.09    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp.                                                | QuidelOrtho Corp.                                                      | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |        1458 | NS      | $124906.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva, Inc.                                                    | Corteva, Inc.                                                          | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Short            | EC               | CORP              | US        |       -9773 | NS      | $-574456.94   | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4900.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $957.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9426.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18960.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                                             | Edison International                                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Short            | EC               | CORP              | US        |       -7703 | NS      | $-490064.86   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Worldline SA                                                     | Worldline SA                                                           | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Short            | EC               | CORP              | FR        |      -12032 | NS      | $-471202.81   | -0.29%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                             | Xerox Holdings Corp.                                                   | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Short            | EC               | CORP              | US        |       -4057 | NS      | $-59232.20    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., Class A                                                   | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Short            | EC               | CORP              | US        |       -3430 | NS      | $-215541.20   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                                         | Bayer AG (Registered)                                                  | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |        5195 | NS      | $267387.19    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $1599.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-527.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-92.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iA Financial Corp., Inc.                                         | iA Financial Corp., Inc.                                               | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |        2412 | NS      | $141210.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Shinyaku Co. Ltd.                                         | Nippon Shinyaku Co. Ltd.                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |       -1500 | NS      | $-85124.51    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-195.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7075.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                          | Siemens Healthineers AG                                                | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Short            | EC               | CORP              | DE        |      -11179 | NS      | $-557626.98   | -0.35%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Jones Lang LaSalle, Inc.                                         | Jones Lang LaSalle, Inc.                                               | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |         634 | NS      | $101040.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2096.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius AG                                                     | Sartorius AG (Preference)                                              | CUSIP: N/A<br>LEI: 529900EQV2DY4FOAMU38       | Short            | EC               | CORP              | DE        |       -1953 | NS      | $-771192.86   | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4897.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $352.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International                                             | Hermes International                                                   | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Short            | EC               | CORP              | FR        |        -486 | NS      | $-752256.33   | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-372.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                           | AXA SA                                                                 | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |       17873 | NS      | $497862.05    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                | CNH Industrial NV                                                      | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Short            | EC               | CORP              | NL        |      -17307 | NS      | $-277638.91   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2098.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-46663.91    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| R1 RCM, Inc.                                                     | R1 RCM, Inc.                                                           | CUSIP: 77634L105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -21070 | NS      | $-230716.50   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius Stedim Biotech                                         | Sartorius Stedim Biotech                                               | CUSIP: N/A<br>LEI: 52990006IVXY7GCSSR39       | Short            | EC               | CORP              | FR        |       -1748 | NS      | $-568044.25   | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-144.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EPAM Systems, Inc.                                               | EPAM Systems, Inc.                                                     | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |         463 | NS      | $151743.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3452.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FactSet Research Systems, Inc.                                   | FactSet Research Systems, Inc.                                         | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Short            | EC               | CORP              | US        |        -701 | NS      | $-281248.21   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                                                   | Exelixis, Inc.                                                         | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |       23235 | NS      | $372689.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Idorsia Ltd.                                                     | Idorsia Ltd.                                                           | CUSIP: N/A<br>LEI: 506700XOVZUB107S5720       | Short            | EC               | CORP              | CH        |       -1694 | NS      | $-24560.55    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Power Integrations, Inc.                                         | Power Integrations, Inc.                                               | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |        1691 | NS      | $121278.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Drive Systems, Inc.                                     | Harmonic Drive Systems, Inc.                                           | CUSIP: N/A<br>LEI: 353800XFIX2EUARGOE85       | Short            | EC               | CORP              | JP        |      -10700 | NS      | $-299914.71   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1033.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1071.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18314.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| M&G plc                                                          | M&G plc                                                                | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Short            | EC               | CORP              | GB        |      -40652 | NS      | $-91924.69    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                      | Rogers Communications, Inc., Class B                                   | CUSIP: 775109200<br>LEI: 54930030NVF3Y2OL0A78 | Short            | EC               | CORP              | CA        |       -8893 | NS      | $-416210.79   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                     | Scotts Miracle-Gro Co. (The)                                           | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Short            | EC               | CORP              | US        |       -6289 | NS      | $-305582.51   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Ono Pharmaceutical Co. Ltd.                                      | Ono Pharmaceutical Co. Ltd.                                            | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Short            | EC               | CORP              | JP        |       -5900 | NS      | $-137904.16   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Intact Financial Corp.                                           | Intact Financial Corp.                                                 | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Short            | EC               | CORP              | CA        |       -2534 | NS      | $-364772.48   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                                      | Terex Corp.                                                            | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |        9856 | NS      | $421048.32    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -4 | NC      | $-3280.87     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1700.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | S&P Midcap 400 E-Mini Index                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -1 | NC      | $8650.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexi SpA                                                         | Nexi SpA                                                               | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Short            | EC               | CORP              | IT        |      -68002 | NS      | $-536803.71   | -0.33%            |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1826.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Greif, Inc.                                                      | Greif, Inc., Class A                                                   | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |        5020 | NS      | $336641.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegon NV                                                         | Aegon NV                                                               | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | EC               | CORP              | NL        |       87706 | NS      | $444377.94    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Gaztransport Et Technigaz SA                                     | Gaztransport Et Technigaz SA                                           | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Short            | EC               | CORP              | FR        |        -379 | NS      | $-40504.30    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -1 | NC      | $6147.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                                                    | Popular, Inc.                                                          | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |        5592 | NS      | $370861.44    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd.                                               | Telstra Group Ltd.                                                     | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |      138569 | NS      | $374751.91    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1428.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Incitec Pivot Ltd.                                               | Incitec Pivot Ltd.                                                     | CUSIP: N/A<br>LEI: 254900UW2F3BKV6Z9V18       | Long             | EC               | CORP              | AU        |       72867 | NS      | $185491.81    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                                         | Skyworks Solutions, Inc.                                               | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |        2646 | NS      | $241129.98    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-213.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                                      | HOCHTIEF AG                                                            | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | EC               | CORP              | DE        |        1785 | NS      | $100256.25    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $168.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3595.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ampol Ltd.                                                       | Ampol Ltd.                                                             | CUSIP: N/A<br>LEI: 5493009TD1CGVRZ27U11       | Short            | EC               | CORP              | AU        |       -2941 | NS      | $-56533.24    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $787.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA, Inc.                                            | DENTSPLY SIRONA, Inc.                                                  | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |        7278 | NS      | $231731.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co.                                                      | Deere & Co.                                                            | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Short            | EC               | CORP              | US        |       -1414 | NS      | $-606266.64   | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings, Inc.                                                 | DraftKings, Inc., Class A                                              | CUSIP: 26142V105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -35703 | NS      | $-406657.17   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                                               | Under Armour, Inc., Class A                                            | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Short            | EC               | CORP              | US        |      -10126 | NS      | $-102880.16   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                                     | Target Corp.                                                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Short            | EC               | CORP              | US        |       -2945 | NS      | $-438922.80   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $41.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inari Medical, Inc.                                              | Inari Medical, Inc.                                                    | CUSIP: 45332Y109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1503 | NS      | $-95530.68    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7105.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Globus Medical, Inc.                                             | Globus Medical, Inc., Class A                                          | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |        2641 | NS      | $196147.07    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     9800000 | PA      | $-187363.14   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $669.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution Mining Ltd.                                            | Evolution Mining Ltd.                                                  | CUSIP: N/A<br>LEI: 254900BCFW5QO5LW8F27       | Short            | EC               | CORP              | AU        |      -17486 | NS      | $-35750.43    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Corp.                                                     | Yamaha Corp.                                                           | CUSIP: N/A<br>LEI: 529900S5TENP3IJS7S02       | Short            | EC               | CORP              | JP        |       -8600 | NS      | $-319127.23   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners, Inc.                                | Pinnacle Financial Partners, Inc.                                      | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Short            | EC               | CORP              | US        |       -2113 | NS      | $-155094.20   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp.                                                      | Kirby Corp.                                                            | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Short            | EC               | CORP              | US        |       -1713 | NS      | $-110231.55   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $40983.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-52078.87    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| carsales.com Ltd.                                                | carsales.com Ltd.                                                      | CUSIP: N/A<br>LEI: 5299009TFWZGH2AN7D11       | Short            | EC               | CORP              | AU        |       -1669 | NS      | $-23487.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd.                                          | ANZ Group Holdings Ltd.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       38926 | NS      | $627055.47    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $534.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7951.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMS-Chemie Holding AG                                            | EMS-Chemie Holding AG (Registered)                                     | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Short            | EC               | CORP              | CH        |        -202 | NS      | $-136814.83   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                   | VeriSign, Inc.                                                         | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |         933 | NS      | $191675.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                                    | Hologic, Inc.                                                          | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |        8573 | NS      | $641346.13    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply, Inc.                                   | SiteOne Landscape Supply, Inc.                                         | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Short            | EC               | CORP              | US        |       -1290 | NS      | $-151342.80   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1192.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Persol Holdings Co. Ltd.                                         | Persol Holdings Co. Ltd.                                               | CUSIP: N/A<br>LEI: 3538000H6OI725NB2008       | Long             | EC               | CORP              | JP        |       11500 | NS      | $244602.02    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                    | CUSIP: 912796YV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      555000 | PA      | $547179.56    | 0.34%             | 2023-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $14227.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| James Hardie Industries plc                                      | James Hardie Industries plc                                            | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Short            | EC               | CORP              | IE        |      -35894 | NS      | $-646030.63   | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Old Republic International Corp.                                 | Old Republic International Corp.                                       | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |       13956 | NS      | $337037.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2714.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                                          | Mitsui Fudosan Co. Ltd.                                                | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Short            | EC               | CORP              | JP        |       -9900 | NS      | $-180942.05   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      542267 | PA      | $-5478.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Core & Main, Inc.                                                | Core & Main, Inc., Class A                                             | CUSIP: 21874C102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4602 | NS      | $-88864.62    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-267.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-71.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-281.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                  | Telefonaktiebolaget LM Ericsson, Class B                               | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |        8985 | NS      | $52646.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $176.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings, Inc.                                            | Resona Holdings, Inc.                                                  | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |       48200 | NS      | $264734.55    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-61.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $110.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1439.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aon plc                                                          | Aon plc, Class A                                                       | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Short            | EC               | CORP              | IE        |       -2228 | NS      | $-668711.92   | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          -6 | NC      | $6811.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amundi SA                                                        | Amundi SA                                                              | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |        2294 | NS      | $130090.34    | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Lightspeed Commerce, Inc.                                        | Lightspeed Commerce, Inc.                                              | CUSIP: 53229C107<br>LEI: 254900T8MDWRTGMFZ257 | Short            | EC               | CORP              | CA        |      -14746 | NS      | $-210734.93   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          -5 | NC      | $5307.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2379.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                                     | Hitachi Ltd.                                                           | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |        4100 | NS      | $206296.75    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $575.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                     | Advanced Micro Devices, Inc.                                           | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Short            | EC               | CORP              | US        |       -2899 | NS      | $-187768.23   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia (The)                                        | Bank of Nova Scotia (The)                                              | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |       13030 | NS      | $638412.26    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp.                                                     | Cognex Corp.                                                           | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Short            | EC               | CORP              | US        |       -2093 | NS      | $-98601.23    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander SA                                                     | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |      253215 | NS      | $757141.95    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                       | Travelers Cos., Inc. (The)                                             | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        1569 | NS      | $294171.81    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                                     | Fastenal Co.                                                           | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Short            | EC               | CORP              | US        |      -13260 | NS      | $-627463.20   | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $-364.14      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-557.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                                         | Enel SpA                                                               | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |      127690 | NS      | $686735.28    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    -3718000 | PA      | $-2385.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1376.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1750.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dufry AG                                                         | Dufry AG (Registered)                                                  | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Short            | EC               | CORP              | CH        |       -4581 | NS      | $-190865.21   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                              | Regal Rexnord Corp.                                                    | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |        2696 | NS      | $323466.08    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi HC Capital, Inc.                                      | Mitsubishi HC Capital, Inc.                                            | CUSIP: N/A<br>LEI: 353800MZ3QX9RLMH7B09       | Long             | EC               | CORP              | JP        |       81500 | NS      | $400861.88    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Glacier Bancorp, Inc.                                            | Glacier Bancorp, Inc.                                                  | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Short            | EC               | CORP              | US        |      -10506 | NS      | $-519206.52   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1428.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1215.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra Energy                                                    | Sempra Energy                                                          | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Short            | EC               | CORP              | US        |       -1669 | NS      | $-257927.26   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                                        | MDU Resources Group, Inc.                                              | CUSIP: 552690109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6523 | NS      | $-197907.82   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2823.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Alliance Bancorp                                         | Western Alliance Bancorp                                               | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Short            | EC               | CORP              | US        |       -1361 | NS      | $-81061.16    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                                       | Eiffage SA                                                             | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |        4984 | NS      | $490246.97    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-557.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Internet AG                                               | United Internet AG (Registered)                                        | CUSIP: N/A<br>LEI: 3VEKWPJHTD4NKMBVG947       | Short            | EC               | CORP              | DE        |       -2660 | NS      | $-53637.86    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-0.74        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $110.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                               | Southern Co. (The)                                                     | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Short            | EC               | CORP              | US        |       -7433 | NS      | $-530790.53   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp.                                            | Westpac Banking Corp.                                                  | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |       27016 | NS      | $427704.01    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                 | Delivery Hero SE                                                       | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Short            | EC               | CORP              | DE        |      -13770 | NS      | $-660819.00   | -0.41%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Adobe, Inc.                                                      | Adobe, Inc.                                                            | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        1834 | NS      | $617196.02    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Chemical Co. Ltd.                                       | Sumitomo Chemical Co. Ltd.                                             | CUSIP: N/A<br>LEI: 353800RSAU9BD8U4DM91       | Long             | EC               | CORP              | JP        |       51200 | NS      | $183583.97    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Acuity Brands, Inc.                                              | Acuity Brands, Inc.                                                    | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2671 | NS      | $442344.31    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Insurance Co. Ltd.                                    | Japan Post Insurance Co. Ltd.                                          | CUSIP: N/A<br>LEI: 54930042SK2Z708BA841       | Long             | EC               | CORP              | JP        |       26200 | NS      | $460782.76    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| PPL Corp.                                                        | PPL Corp.                                                              | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Short            | EC               | CORP              | US        |        -910 | NS      | $-26590.20    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd.                                       | Woodside Energy Group Ltd.                                             | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Short            | EC               | CORP              | AU        |       -6995 | NS      | $-169406.35   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| NorthWestern Corp.                                               | NorthWestern Corp.                                                     | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |        3057 | NS      | $181402.38    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| A2A SpA                                                          | A2A SpA                                                                | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | EC               | CORP              | IT        |      166644 | NS      | $222180.64    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Remy Cointreau SA                                                | Remy Cointreau SA                                                      | CUSIP: N/A<br>LEI: 5493004V6A3Z027YT216       | Short            | EC               | CORP              | FR        |        -209 | NS      | $-35240.24    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                            | Pilgrim's Pride Corp.                                                  | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |       12946 | NS      | $307208.58    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                                     | British American Tobacco plc                                           | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Short            | EC               | CORP              | GB        |       -4995 | NS      | $-197592.98   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2444.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services, Inc.                               | West Pharmaceutical Services, Inc.                                     | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Short            | EC               | CORP              | US        |        -704 | NS      | $-165686.40   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands plc                                              | Imperial Brands plc                                                    | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |       22147 | NS      | $551706.99    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $577.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                               | Altria Group, Inc.                                                     | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |        4769 | NS      | $217990.99    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alteryx, Inc.                                                    | Alteryx, Inc., Class A                                                 | CUSIP: 02156B103<br>LEI: 549300XWZG0JHL7I0827 | Short            | EC               | CORP              | US        |       -6929 | NS      | $-351092.43   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1476.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Baloise Holding AG                                               | Baloise Holding AG (Registered)                                        | CUSIP: N/A<br>LEI: 529900G5XKBZN48T6283       | Long             | EC               | CORP              | CH        |         196 | NS      | $30224.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions, Inc.                             | Broadridge Financial Solutions, Inc.                                   | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Short            | EC               | CORP              | US        |       -1396 | NS      | $-187245.48   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Diageo plc                                                       | Diageo plc                                                             | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Short            | EC               | CORP              | GB        |       -3140 | NS      | $-137443.69   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                                       | Chubb Ltd.                                                             | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Short            | EC               | CORP              | CH        |        -948 | NS      | $-209128.80   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                                      | Spire, Inc.                                                            | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Short            | EC               | CORP              | US        |       -1994 | NS      | $-137306.84   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies, Inc.                                      | Teledyne Technologies, Inc.                                            | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Short            | EC               | CORP              | US        |         -73 | NS      | $-29193.43    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2266.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Venture Corp. Ltd.                                               | Venture Corp. Ltd.                                                     | CUSIP: N/A<br>LEI: 254900B1NLZC3J1MAE72       | Long             | EC               | CORP              | SG        |       11600 | NS      | $147855.75    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                    | Canadian National Railway Co.                                          | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |        2442 | NS      | $290082.19    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac, Inc.                                                      | Aflac, Inc.                                                            | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Short            | EC               | CORP              | US        |       -1993 | NS      | $-143376.42   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Kawasaki Heavy Industries Ltd.                                   | Kawasaki Heavy Industries Ltd.                                         | CUSIP: N/A<br>LEI: 5493008FFSI8SQ74AT93       | Long             | EC               | CORP              | JP        |       16500 | NS      | $382990.47    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $957.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-121.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                                       | Cullen/Frost Bankers, Inc.                                             | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Short            | EC               | CORP              | US        |       -3925 | NS      | $-524772.50   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                                     | Grocery Outlet Holding Corp.                                           | CUSIP: 39874R101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -10538 | NS      | $-307604.22   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Acerinox SA                                                      | Acerinox SA                                                            | CUSIP: N/A<br>LEI: 95980020140005582721       | Long             | EC               | CORP              | ES        |       29501 | NS      | $291627.03    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Qualys, Inc.                                                     | Qualys, Inc.                                                           | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |        1764 | NS      | $197973.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                 | Paramount Global, Class B                                              | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Short            | EC               | CORP              | US        |       -3821 | NS      | $-64498.48    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Demant A/S                                                       | Demant A/S                                                             | CUSIP: N/A<br>LEI: 213800RM6L9LN78BVA56       | Short            | EC               | CORP              | DK        |       -1987 | NS      | $-55408.93    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Veeva Systems, Inc.                                              | Veeva Systems, Inc., Class A                                           | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |         858 | NS      | $138464.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-116.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| abrdn plc                                                        | abrdn plc                                                              | CUSIP: N/A<br>LEI: 0TMBS544NMO7GLCE7H90       | Long             | EC               | CORP              | GB        |       37599 | NS      | $85439.86     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Santen Pharmaceutical Co. Ltd.                                   | Santen Pharmaceutical Co. Ltd.                                         | CUSIP: N/A<br>LEI: 529900TPT3I7C17MIM03       | Long             | EC               | CORP              | JP        |       36200 | NS      | $294973.05    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                           | Amkor Technology, Inc.                                                 | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |       22239 | NS      | $533291.22    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co.                                              | Vertiv Holdings Co.                                                    | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |        6133 | NS      | $83776.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4010.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOK Financial Corp.                                              | BOK Financial Corp.                                                    | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Short            | EC               | CORP              | US        |        -882 | NS      | $-91542.78    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Sabadell SA                                             | Banco de Sabadell SA                                                   | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |      573249 | NS      | $538833.49    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3772.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                              | LVMH Moet Hennessy Louis Vuitton SE                                    | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Short            | EC               | CORP              | FR        |       -1037 | NS      | $-754617.93   | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-287.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5700000 | PA      | $-302680.70   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1725.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group, Inc.                                     | Daiwa Securities Group, Inc.                                           | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |       24300 | NS      | $107376.97    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Performance Food Group Co.                                       | Performance Food Group Co.                                             | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |        1199 | NS      | $70009.61     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $505.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4664.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                                          | Aristocrat Leisure Ltd.                                                | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |       24008 | NS      | $494704.20    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                           | General Dynamics Corp.                                                 | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        2900 | NS      | $719519.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-889.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -1 | NC      | $-2487.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                    | CUSIP: 912796ZE2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1127000 | PA      | $1108805.05   | 0.69%             | 2023-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2538.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-52077.97    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    16300000 | PA      | $33338.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp.                                               | Ralph Lauren Corp.                                                     | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |        2631 | NS      | $278017.77    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7.67        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1637.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3710.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sysmex Corp.                                                     | Sysmex Corp.                                                           | CUSIP: N/A<br>LEI: 5299001ZO4CKWACMZI55       | Short            | EC               | CORP              | JP        |       -3100 | NS      | $-187148.87   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                                   | Autodesk, Inc.                                                         | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |         803 | NS      | $150056.61    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Castellum AB                                                     | Castellum AB                                                           | CUSIP: N/A<br>LEI: 549300GU5OHTR1T5IY68       | Long             | EC               | CORP              | SE        |       26338 | NS      | $318965.20    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                       | Bio-Rad Laboratories, Inc., Class A                                    | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |         303 | NS      | $127408.47    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp.                                           | Lancaster Colony Corp.                                                 | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Short            | EC               | CORP              | US        |        -122 | NS      | $-24070.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd.                                      | First Quantum Minerals Ltd.                                            | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Short            | EC               | CORP              | CA        |      -11561 | NS      | $-241551.47   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Corn                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -113 | NC      | $-55416.69    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp.                                                   | Huntsman Corp.                                                         | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |       19379 | NS      | $532534.92    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.                                  | Universal Health Services, Inc., Class B                               | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        3857 | NS      | $543412.73    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-0.75        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                       | Builders FirstSource, Inc.                                             | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       13058 | NS      | $847203.04    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp.                                                       | Lear Corp.                                                             | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Short            | EC               | CORP              | US        |       -1123 | NS      | $-139274.46   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Shimano, Inc.                                                    | Shimano, Inc.                                                          | CUSIP: N/A<br>LEI: 529900L32YT3P9DECR10       | Short            | EC               | CORP              | JP        |        -600 | NS      | $-94811.34    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Resorts Ltd.                                                | Wynn Resorts Ltd.                                                      | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Short            | EC               | CORP              | US        |       -4596 | NS      | $-379032.12   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corp.                                          | Credit Acceptance Corp.                                                | CUSIP: 225310101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -132 | NS      | $-62620.80    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises, Inc.                                        | Nu Skin Enterprises, Inc., Class A                                     | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |       13426 | NS      | $566040.16    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurofins Scientific SE                                           | Eurofins Scientific SE                                                 | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | EC               | CORP              | LU        |        2301 | NS      | $165207.68    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2134.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17620.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           2 | NC      | $39917.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp.                                          | Universal Display Corp.                                                | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1089 | NS      | $117655.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Financial, Inc.                                              | IGM Financial, Inc.                                                    | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Long             | EC               | CORP              | CA        |        2374 | NS      | $66275.63     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-221.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Soybean Oil                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |           1 | NC      | $1513.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco plc                                                        | Tesco plc                                                              | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |       48581 | NS      | $130919.44    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd.                                       | Axis Capital Holdings Ltd.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |         900 | NS      | $48753.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5112.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3837.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1095.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-866.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $145.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                     | Iberdrola SA                                                           | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |       11966 | NS      | $139685.13    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                      | Cie Financiere Richemont SA (Registered)                               | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |        3308 | NS      | $428915.16    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4565.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Randstad NV                                                      | Randstad NV                                                            | CUSIP: N/A<br>LEI: 7245009EAAUUQJ0U4T57       | Long             | EC               | CORP              | NL        |       12291 | NS      | $751009.81    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| M3, Inc.                                                         | M3, Inc.                                                               | CUSIP: N/A<br>LEI: 3538001UOKRWIODYM055       | Short            | EC               | CORP              | JP        |      -21700 | NS      | $-589444.17   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5850.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10888.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan U.S. Treasury Plus Money Market Fund                 | J.P. Morgan U.S. Treasury Plus Money Market Fund - IM Shares           | CUSIP: 4812C2262<br>LEI: 549300WIC5LVF25Z1127 | Long             | STIV             | RF                | US        |       30342 | NS      | $30341.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-110146.16   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln Electric Holdings, Inc.                                  | Lincoln Electric Holdings, Inc.                                        | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |        1054 | NS      | $152292.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2538.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2335.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison, Inc.                                        | Consolidated Edison, Inc.                                              | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |        5381 | NS      | $512863.11    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1127.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kyocera Corp.                                                    | Kyocera Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        4000 | NS      | $198546.75    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-599.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-384.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOF Corp.                                                        | NOF Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1100 | NS      | $43850.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-90876.02    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                                  | Knorr-Bremse AG                                                        | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               | CORP              | DE        |         795 | NS      | $43249.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $146.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-424.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-56768.33    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                         | International Flavors & Fragrances, Inc.                               | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Short            | EC               | CORP              | US        |       -3489 | NS      | $-365786.76   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $3.62         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions, Inc.                           | Bright Horizons Family Solutions, Inc.                                 | CUSIP: 109194100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2168 | NS      | $-136800.80   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| CarMax, Inc.                                                     | CarMax, Inc.                                                           | CUSIP: 143130102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3022 | NS      | $-184009.58   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Italgas SpA                                                      | Italgas SpA                                                            | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |       10436 | NS      | $57944.91     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -2 | NC      | $-6555.86     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1192.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cable One, Inc.                                                  | Cable One, Inc.                                                        | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Short            | EC               | CORP              | US        |        -401 | NS      | $-285455.86   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co.                                               | Tractor Supply Co.                                                     | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Short            | EC               | CORP              | US        |       -1338 | NS      | $-301009.86   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -1 | NC      | $-2648.59     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1735.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Informatica, Inc.                                                | Informatica, Inc., Class A                                             | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1449 | NS      | $23604.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1127.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd.                              | Norwegian Cruise Line Holdings Ltd.                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | BM        |      -24498 | NS      | $-299855.52   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp.                                                   | Celanese Corp.                                                         | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |        3726 | NS      | $380946.24    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7068.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                     | Mattel, Inc.                                                           | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |        2485 | NS      | $44332.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $181.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                   | Commerzbank AG                                                         | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |       56205 | NS      | $525495.47    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4565.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Snam SpA                                                         | Snam SpA                                                               | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |        7863 | NS      | $38126.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1371.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                        | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       15037 | NS      | $680123.51    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp.                                                  | Brunswick Corp.                                                        | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |        4879 | NS      | $351678.32    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $898.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sensient Technologies Corp.                                      | Sensient Technologies Corp.                                            | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Short            | EC               | CORP              | US        |       -1343 | NS      | $-97931.56    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group, Inc.                                      | Kinsale Capital Group, Inc.                                            | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Short            | EC               | CORP              | US        |        -836 | NS      | $-218630.72   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    18400000 | PA      | $-75201.13    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-957.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nemetschek SE                                                    | Nemetschek SE                                                          | CUSIP: N/A<br>LEI: 529900R0S2IX1S358J38       | Short            | EC               | CORP              | DE        |       -3794 | NS      | $-193973.40   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| East West Bancorp, Inc.                                          | East West Bancorp, Inc.                                                | CUSIP: 27579R104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2336 | NS      | $-153942.40   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| BP plc                                                           | BP plc                                                                 | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |       76844 | NS      | $443385.40    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                 | Zions Bancorp NA                                                       | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Short            | EC               | CORP              | US        |       -2145 | NS      | $-105448.20   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7413.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3780.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp.                                        | Renesas Electronics Corp.                                              | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Short            | EC               | CORP              | JP        |       -2900 | NS      | $-25630.97    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                        | Darling Ingredients, Inc.                                              | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |         538 | NS      | $33673.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1487.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kyushu Railway Co.                                               | Kyushu Railway Co.                                                     | CUSIP: N/A<br>LEI: 5299002CCI6HLWAN3K50       | Short            | EC               | CORP              | JP        |       -5500 | NS      | $-121789.72   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8114.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $788.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                     | DNB Bank ASA                                                           | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Short            | EC               | CORP              | NO        |      -19895 | NS      | $-392928.76   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Uniper SE                                                        | Uniper SE                                                              | CUSIP: N/A<br>LEI: 549300UXRTWGIBZQ4J67       | Long             | EC               | CORP              | DE        |        6372 | NS      | $17529.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinterest, Inc.                                                  | Pinterest, Inc., Class A                                               | CUSIP: 72352L106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -13562 | NS      | $-329285.36   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Gjensidige Forsikring ASA                                        | Gjensidige Forsikring ASA                                              | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Short            | EC               | CORP              | NO        |       -8521 | NS      | $-167131.04   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3440.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $24232.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                                   | SoftBank Corp.                                                         | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Short            | EC               | CORP              | JP        |      -53500 | NS      | $-605281.57   | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-785.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3441.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                               | Royalty Pharma plc, Class A                                            | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Short            | EC               | CORP              | GB        |       -4652 | NS      | $-183847.04   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Hiscox Ltd.                                                      | Hiscox Ltd.                                                            | CUSIP: N/A<br>LEI: 5493007JXOLJ0QCY2D70       | Short            | EC               | CORP              | BM        |      -15048 | NS      | $-198399.32   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2067.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Valvoline, Inc.                                                  | Valvoline, Inc.                                                        | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Short            | EC               | CORP              | US        |       -5118 | NS      | $-167102.70   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Georg Fischer AG                                                 | Georg Fischer AG (Registered)                                          | CUSIP: N/A<br>LEI: 529900CMRQYW4U1W2456       | Long             | EC               | CORP              | CH        |        1445 | NS      | $88523.99     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                       | Baxter International, Inc.                                             | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Short            | EC               | CORP              | US        |       -5266 | NS      | $-268408.02   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1439.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commerce Bancshares, Inc.                                        | Commerce Bancshares, Inc.                                              | CUSIP: 200525103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7909 | NS      | $-538338.40   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Lynas Rare Earths Ltd.                                           | Lynas Rare Earths Ltd.                                                 | CUSIP: N/A<br>LEI: 529900SGT9M1FJPXXI35       | Short            | EC               | CORP              | AU        |      -52787 | NS      | $-278267.50   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                             | Cenovus Energy, Inc.                                                   | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |       17609 | NS      | $341645.81    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-283.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                            | Kongsberg Gruppen ASA                                                  | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Short            | EC               | CORP              | NO        |       -5581 | NS      | $-237548.49   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| LANXESS AG                                                       | LANXESS AG                                                             | CUSIP: N/A<br>LEI: 529900PTLRE72EMYIJ77       | Long             | EC               | CORP              | DE        |        1028 | NS      | $41250.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Restaurant Brands International, Inc.                            | Restaurant Brands International, Inc.                                  | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Short            | EC               | CORP              | CA        |       -4098 | NS      | $-265038.30   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1281.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Renault SA                                                       | Renault SA                                                             | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |        7173 | NS      | $239353.32    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                                   | Continental AG                                                         | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Short            | EC               | CORP              | DE        |       -4597 | NS      | $-274048.18   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| ISS A/S                                                          | ISS A/S                                                                | CUSIP: N/A<br>LEI: 213800LEZA58SZNCBN19       | Long             | EC               | CORP              | DK        |       18127 | NS      | $383682.49    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Factory Holding Corp.                                        | Fox Factory Holding Corp.                                              | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Short            | EC               | CORP              | US        |       -2894 | NS      | $-264019.62   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Gas Chemical Co., Inc.                                | Mitsubishi Gas Chemical Co., Inc.                                      | CUSIP: N/A<br>LEI: 529900G5O4J27ZPLJJ89       | Long             | EC               | CORP              | JP        |       23500 | NS      | $323044.33    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1993.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1976.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3442.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Beijer Ref AB                                                    | Beijer Ref AB                                                          | CUSIP: N/A<br>LEI: 549300PZZEUVH08H4G75       | Short            | EC               | CORP              | SE        |       -7269 | NS      | $-102642.31   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                     | LyondellBasell Industries NV, Class A                                  | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |        6148 | NS      | $510468.44    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberAgent, Inc.                                                 | CyberAgent, Inc.                                                       | CUSIP: N/A<br>LEI: 3538006T5KZABPGS8Q08       | Long             | EC               | CORP              | JP        |       22900 | NS      | $203873.77    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Hera SpA                                                         | Hera SpA                                                               | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | EC               | CORP              | IT        |       26236 | NS      | $70764.10     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2538.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Givaudan SA                                                      | Givaudan SA (Registered)                                               | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Short            | EC               | CORP              | CH        |        -218 | NS      | $-667713.79   | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Shockwave Medical, Inc.                                          | Shockwave Medical, Inc.                                                | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Short            | EC               | CORP              | US        |        -509 | NS      | $-104655.49   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan, Inc.                                           | Freeport-McMoRan, Inc.                                                 | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Short            | EC               | CORP              | US        |       -9428 | NS      | $-358264.00   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6752.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Williams-Sonoma, Inc.                                            | Williams-Sonoma, Inc.                                                  | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |        3372 | NS      | $387510.24    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-57.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chiba Bank Ltd. (The)                                            | Chiba Bank Ltd. (The)                                                  | CUSIP: N/A<br>LEI: FGJPAKKCTZVSKZXNBS63       | Long             | EC               | CORP              | JP        |       16900 | NS      | $123304.83    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1429.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MGIC Investment Corp.                                            | MGIC Investment Corp.                                                  | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Short            | EC               | CORP              | US        |       -6899 | NS      | $-89687.00    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                                            | Walt Disney Co. (The)                                                  | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Short            | EC               | CORP              | US        |       -3605 | NS      | $-313202.40   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                                | Duke Energy Corp.                                                      | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Short            | EC               | CORP              | US        |       -3785 | NS      | $-389817.15   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton, Inc.                                                  | DR Horton, Inc.                                                        | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Short            | EC               | CORP              | US        |       -5190 | NS      | $-462636.60   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4494.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ricoh Co. Ltd.                                                   | Ricoh Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Long             | EC               | CORP              | JP        |       13300 | NS      | $101228.24    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| East Japan Railway Co.                                           | East Japan Railway Co.                                                 | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Short            | EC               | CORP              | JP        |       -8700 | NS      | $-495534.20   | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     1667477 | PA      | $-15161.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp.                                                      | HEICO Corp.                                                            | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |         436 | NS      | $66987.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2150.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $45123.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-0.75        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-0.24        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toro Co. (The)                                                   | Toro Co. (The)                                                         | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Short            | EC               | CORP              | US        |        -823 | NS      | $-93163.60    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11149.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $82.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $101.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| agilon health, Inc.                                              | agilon health, Inc.                                                    | CUSIP: 00857U107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -16633 | NS      | $-268456.62   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -27 | NC      | $-19320.35    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global, Inc.                                                 | S&P Global, Inc.                                                       | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Short            | EC               | CORP              | US        |        -900 | NS      | $-301446.00   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Telia Co. AB                                                     | Telia Co. AB                                                           | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |       29195 | NS      | $74601.10     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-19.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1095.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                         | Marvell Technology, Inc.                                               | CUSIP: 573874104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3005 | NS      | $-111305.20   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                         | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | EC               | CORP              | PA        |      -35606 | NS      | $-286984.36   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2719.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                                               | MercadoLibre, Inc.                                                     | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Short            | EC               | CORP              | US        |        -362 | NS      | $-306338.88   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    41800000 | PA      | $202823.10    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4431.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                                        | Sodexo SA                                                              | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |         382 | NS      | $36549.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd.                                               | Computershare Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        7951 | NS      | $140065.13    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| American Water Works Co., Inc.                                   | American Water Works Co., Inc.                                         | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Short            | EC               | CORP              | US        |       -4337 | NS      | $-661045.54   | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health, Inc.                                       | Elanco Animal Health, Inc.                                             | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Short            | EC               | CORP              | US        |       -3144 | NS      | $-38419.68    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2257.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                   | United Airlines Holdings, Inc.                                         | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Short            | EC               | CORP              | US        |       -3441 | NS      | $-129725.70   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp.                                                  | TD SYNNEX Corp.                                                        | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |        3730 | NS      | $353268.30    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-113.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pola Orbis Holdings, Inc.                                        | Pola Orbis Holdings, Inc.                                              | CUSIP: N/A<br>LEI: 353800E8OIV0XYBABS79       | Long             | EC               | CORP              | JP        |       12400 | NS      | $174517.46    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                        | Williams Cos., Inc. (The)                                              | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Short            | EC               | CORP              | US        |      -13563 | NS      | $-446222.70   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Ramsay Health Care Ltd.                                          | Ramsay Health Care Ltd.                                                | CUSIP: N/A<br>LEI: 549300QBX122KF2JPI10       | Short            | EC               | CORP              | AU        |      -18410 | NS      | $-808403.39   | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| Arrowhead Pharmaceuticals, Inc.                                  | Arrowhead Pharmaceuticals, Inc.                                        | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Short            | EC               | CORP              | US        |       -8815 | NS      | $-357536.40   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Omron Corp.                                                      | Omron Corp.                                                            | CUSIP: N/A<br>LEI: 549300ZHW0TR2QZ0NY83       | Short            | EC               | CORP              | JP        |       -2600 | NS      | $-125652.26   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                           | Encompass Health Corp.                                                 | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |         848 | NS      | $50718.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $82.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APA Corp.                                                        | APA Corp.                                                              | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |        9023 | NS      | $421193.64    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2444.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sunrun, Inc.                                                     | Sunrun, Inc.                                                           | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Short            | EC               | CORP              | US        |       -9494 | NS      | $-228045.88   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Fortum OYJ                                                       | Fortum OYJ                                                             | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Short            | EC               | CORP              | FI        |      -15063 | NS      | $-250860.37   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Columbia Sportswear Co.                                          | Columbia Sportswear Co.                                                | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |        1832 | NS      | $160446.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $259.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCSK Corp.                                                       | SCSK Corp.                                                             | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |        6700 | NS      | $101416.15    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                         | Tele2 AB, Class B                                                      | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Short            | EC               | CORP              | SE        |      -15293 | NS      | $-124757.86   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                                      | FinecoBank Banca Fineco SpA                                            | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Short            | EC               | CORP              | IT        |       -3135 | NS      | $-52060.19    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                | Hershey Co. (The)                                                      | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Short            | EC               | CORP              | US        |       -1804 | NS      | $-417752.28   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-222.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $259.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5478.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Cocoa                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          -1 | NC      | $-2354.53     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pilbara Minerals Ltd.                                            | Pilbara Minerals Ltd.                                                  | CUSIP: N/A<br>LEI: 5299000VV1CZVF5K9C16       | Short            | EC               | CORP              | AU        |      -72547 | NS      | $-183707.07   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2913.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -4 | NC      | $-80261.52    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10532.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $533.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | KOSPI 200 Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KR        |          26 | NC      | $-73265.46    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $382.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1379.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-768.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                             | Otis Worldwide Corp.                                                   | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Short            | EC               | CORP              | US        |        -651 | NS      | $-50979.81    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-222.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Corp.                                                 | Brookfield Corp.                                                       | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Short            | EC               | CORP              | CA        |      -10792 | NS      | $-339382.10   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $22198.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          -4 | NC      | $1930.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                                        | Church & Dwight Co., Inc.                                              | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Short            | EC               | CORP              | US        |       -1228 | NS      | $-98989.08    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11565.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2192.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Washington H Soul Pattinson & Co. Ltd.                           | Washington H Soul Pattinson & Co. Ltd.                                 | CUSIP: N/A<br>LEI: 549300G2Q3P6ZVNC1465       | Long             | EC               | CORP              | AU        |        1361 | NS      | $25534.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd.                                            | Mitsui OSK Lines Ltd.                                                  | CUSIP: N/A<br>LEI: 353800P8O843TMAZ6S09       | Short            | EC               | CORP              | JP        |       -6400 | NS      | $-159922.20   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $40278.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                            | Interpublic Group of Cos., Inc. (The)                                  | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |        1601 | NS      | $53329.31     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -1 | NC      | $-1315.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $324.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                          | Regions Financial Corp.                                                | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Short            | EC               | CORP              | US        |      -10081 | NS      | $-217346.36   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Adient plc                                                       | Adient plc                                                             | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |        3996 | NS      | $138621.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6483.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      426240 | PA      | $2029.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| City Developments Ltd.                                           | City Developments Ltd.                                                 | CUSIP: N/A<br>LEI: 254900BPLPJS0RJ72373       | Short            | EC               | CORP              | SG        |       -7800 | NS      | $-47949.12    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1862.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Emera, Inc.                                                      | Emera, Inc.                                                            | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Short            | EC               | CORP              | CA        |       -9702 | NS      | $-370811.30   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $424.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Insperity, Inc.                                                  | Insperity, Inc.                                                        | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |        1978 | NS      | $224700.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical, Inc.                                  | Ultragenyx Pharmaceutical, Inc.                                        | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Short            | EC               | CORP              | US        |       -7946 | NS      | $-368138.18   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                                         | Energizer Holdings, Inc.                                               | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Short            | EC               | CORP              | US        |        -803 | NS      | $-26940.65    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -1 | NC      | $-5633.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp.                                          | Liberty Broadband Corp., Class C                                       | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Short            | EC               | CORP              | US        |       -4754 | NS      | $-362587.58   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                            | Dominion Energy, Inc.                                                  | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Short            | EC               | CORP              | US        |      -10742 | NS      | $-658699.44   | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| SMC Corp.                                                        | SMC Corp.                                                              | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |         200 | NS      | $83510.76     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                         | Darden Restaurants, Inc.                                               | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |        1828 | NS      | $252867.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Airtel Africa plc                                                | Airtel Africa plc                                                      | CUSIP: N/A<br>LEI: 254900ZNZDQL6OWQH623       | Long             | EC               | CORP              | GB        |      149266 | NS      | $201135.82    | 0.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                  | First Citizens BancShares, Inc., Class A                               | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Short            | EC               | CORP              | US        |        -493 | NS      | $-373871.48   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          -4 | NC      | $1497.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerplus Corp.                                                   | Enerplus Corp.                                                         | CUSIP: 292766102<br>LEI: 549300OEXJU0X6FYBQ42 | Long             | EC               | CORP              | CA        |        5492 | NS      | $96941.51     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SentinelOne, Inc.                                                | SentinelOne, Inc., Class A                                             | CUSIP: 81730H109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -10147 | NS      | $-148044.73   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp.                                                  | Albemarle Corp.                                                        | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Short            | EC               | CORP              | US        |        -995 | NS      | $-215775.70   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| HUGO BOSS AG                                                     | HUGO BOSS AG                                                           | CUSIP: N/A<br>LEI: 529900LFVU534EBRXD13       | Long             | EC               | CORP              | DE        |       10282 | NS      | $594404.09    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Neogen Corp.                                                     | Neogen Corp.                                                           | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Short            | EC               | CORP              | US        |       -6896 | NS      | $-105026.08   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1623.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-183.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                      | Crocs, Inc.                                                            | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Short            | EC               | CORP              | US        |       -1281 | NS      | $-138898.83   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Kajima Corp.                                                     | Kajima Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       19300 | NS      | $224600.18    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                       | NIKE, Inc., Class B                                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Short            | EC               | CORP              | US        |       -6362 | NS      | $-744417.62   | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Nitori Holdings Co. Ltd.                                         | Nitori Holdings Co. Ltd.                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |       -1800 | NS      | $-235192.55   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| DoubleVerify Holdings, Inc.                                      | DoubleVerify Holdings, Inc.                                            | CUSIP: 25862V105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2407 | NS      | $-52857.72    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10380.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Olaplex Holdings, Inc.                                           | Olaplex Holdings, Inc.                                                 | CUSIP: 679369108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -13577 | NS      | $-70736.17    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos., Inc. (The)                                             | TJX Cos., Inc. (The)                                                   | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Short            | EC               | CORP              | US        |       -6396 | NS      | $-509121.60   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                                                     | Invesco Ltd.                                                           | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |       17687 | NS      | $318189.13    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Welcia Holdings Co. Ltd.                                         | Welcia Holdings Co. Ltd.                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -14400 | NS      | $-335668.45   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1495.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Guardant Health, Inc.                                            | Guardant Health, Inc.                                                  | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Short            | EC               | CORP              | US        |       -5488 | NS      | $-149273.60   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $-5439.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-339.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-728.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                   | Broadcom, Inc.                                                         | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |         181 | NS      | $101202.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                                                   | McKesson Corp.                                                         | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |         444 | NS      | $166553.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corp.                                                | Bridgestone Corp.                                                      | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Short            | EC               | CORP              | JP        |      -16600 | NS      | $-587757.49   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6079.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3011.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stantec, Inc.                                                    | Stantec, Inc.                                                          | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |        2643 | NS      | $126645.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT, Inc.                                                        | ADT, Inc.                                                              | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       36103 | NS      | $327454.21    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies, Inc.                                      | Palantir Technologies, Inc., Class A                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Short            | EC               | CORP              | US        |      -24764 | NS      | $-158984.88   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9970.83     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| American Financial Group, Inc.                                   | American Financial Group, Inc.                                         | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Short            | EC               | CORP              | US        |       -1053 | NS      | $-144555.84   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3587.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Hawaiian, Inc.                                             | First Hawaiian, Inc.                                                   | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Short            | EC               | CORP              | US        |       -6910 | NS      | $-179936.40   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp.                                                   | Teradata Corp.                                                         | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |       15831 | NS      | $532871.46    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NH Foods Ltd.                                                    | NH Foods Ltd.                                                          | CUSIP: N/A<br>LEI: 353800NLDBIOUQILWU82       | Long             | EC               | CORP              | JP        |        5700 | NS      | $159138.14    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1260.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 90-Day New Zealand Bill                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |          -4 | NC      | $2393.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                                         | Roper Technologies, Inc.                                               | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |        1043 | NS      | $450669.87    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS, Inc.                                                      | ANSYS, Inc.                                                            | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |         822 | NS      | $198586.98    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp.                                       | National Instruments Corp.                                             | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Short            | EC               | CORP              | US        |       -4471 | NS      | $-164979.90   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Ibiden Co. Ltd.                                                  | Ibiden Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 52990051DBFIQEY37C91       | Long             | EC               | CORP              | JP        |       11900 | NS      | $429143.71    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                    | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |       32700 | NS      | $820235.73    | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                                     | Charter Communications, Inc., Class A                                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Short            | EC               | CORP              | US        |        -830 | NS      | $-281453.00   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Genting Singapore Ltd.                                           | Genting Singapore Ltd.                                                 | CUSIP: N/A<br>LEI: 254900Y2N3AK93K1O866       | Long             | EC               | CORP              | SG        |      397700 | NS      | $283821.91    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Amdocs Ltd.                                                      | Amdocs Ltd.                                                            | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |        3899 | NS      | $354419.10    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 90-Day Australian Bank Bill                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         -12 | NC      | $9740.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co. Ltd.                                               | Osaka Gas Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |       31400 | NS      | $505951.37    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1375.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CNO Financial Group, Inc.                                        | CNO Financial Group, Inc.                                              | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |        3608 | NS      | $82442.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-90878.21    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $62801.74     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Visteon Corp.                                                    | Visteon Corp.                                                          | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Short            | EC               | CORP              | US        |       -2879 | NS      | $-376659.57   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group plc                                                | Admiral Group plc                                                      | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Short            | EC               | CORP              | GB        |      -10818 | NS      | $-277707.77   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Pure Storage, Inc.                                               | Pure Storage, Inc., Class A                                            | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Short            | EC               | CORP              | US        |       -1172 | NS      | $-31362.72    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse, Inc.                                                 | Littelfuse, Inc.                                                       | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |         248 | NS      | $54609.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                                  | Danske Bank A/S                                                        | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |       34551 | NS      | $681453.21    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Warner Bros Discovery, Inc.                                      | Warner Bros Discovery, Inc.                                            | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Short            | EC               | CORP              | US        |      -10942 | NS      | $-103730.16   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group, Inc.                                               | Zillow Group, Inc., Class C                                            | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Short            | EC               | CORP              | US        |       -7657 | NS      | $-246631.97   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -3 | NC      | $-467.32      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2300000 | PA      | $-23407.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                  | Whirlpool Corp.                                                        | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |         373 | NS      | $52764.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.                               | BJ's Wholesale Club Holdings, Inc.                                     | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Short            | EC               | CORP              | US        |       -4537 | NS      | $-300167.92   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $12.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                                     | Northern Star Resources Ltd.                                           | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |       36105 | NS      | $270185.15    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Alaska Air Group, Inc.                                           | Alaska Air Group, Inc.                                                 | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |        8362 | NS      | $359064.28    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                              | Abbott Laboratories                                                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |        5751 | NS      | $631402.29    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co.                                                     | Westrock Co.                                                           | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |       21053 | NS      | $740223.48    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Lion Corp.                                                       | Lion Corp.                                                             | CUSIP: N/A<br>LEI: 529900MPGS2GM7VPG855       | Long             | EC               | CORP              | JP        |       22300 | NS      | $256505.10    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Resonac Holdings Corp.                                           | Resonac Holdings Corp.                                                 | CUSIP: N/A<br>LEI: 5493006AIPA1V92YPP18       | Short            | EC               | CORP              | JP        |      -10800 | NS      | $-164244.97   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Fukuoka Financial Group, Inc.                                    | Fukuoka Financial Group, Inc.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       10100 | NS      | $229450.24    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Co.                                          | International Paper Co.                                                | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |       15488 | NS      | $536349.44    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           2 | NC      | $-975.90      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                             | Meta Platforms, Inc., Class A                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        6747 | NS      | $811933.98    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month Canadian Bankers Acceptance                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         -25 | NC      | $17598.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp.                                              | Toyota Tsusho Corp.                                                    | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |       17000 | NS      | $625333.91    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1429.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic plc                                                    | Medtronic plc                                                          | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |        7267 | NS      | $564791.24    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                    | Koninklijke Ahold Delhaize NV                                          | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |       26539 | NS      | $763030.37    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Itochu Techno-Solutions Corp.                                    | Itochu Techno-Solutions Corp.                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |       -2800 | NS      | $-64948.16    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                      | Capital One Financial Corp.                                            | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        3064 | NS      | $284829.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Seibu Holdings, Inc.                                             | Seibu Holdings, Inc.                                                   | CUSIP: N/A<br>LEI: 353800JY9TYV9WTCN620       | Short            | EC               | CORP              | JP        |       -2900 | NS      | $-31617.75    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2327.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -1 | NC      | $6422.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp.                                                 | Sealed Air Corp.                                                       | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Short            | EC               | CORP              | US        |       -2337 | NS      | $-116569.56   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-0.27        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                           | BWX Technologies, Inc.                                                 | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |        1102 | NS      | $64004.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger, Inc.                                                | WW Grainger, Inc.                                                      | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Short            | EC               | CORP              | US        |         -97 | NS      | $-53956.25    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8621.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18315.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5012.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nabtesco Corp.                                                   | Nabtesco Corp.                                                         | CUSIP: N/A<br>LEI: 529900DVHQXYRTGW7739       | Short            | EC               | CORP              | JP        |       -1900 | NS      | $-48192.30    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3000000 | PA      | $1222.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarivate plc                                                    | Clarivate plc                                                          | CUSIP: N/A<br>LEI: 549300WDHIIODXFO0R55       | Short            | EC               | CORP              | JE        |      -20213 | NS      | $-168576.42   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp.                                             | Carrier Global Corp.                                                   | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |        2339 | NS      | $96483.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $133.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Plug Power, Inc.                                                 | Plug Power, Inc.                                                       | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Short            | EC               | CORP              | US        |      -19462 | NS      | $-240744.94   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                                             | NextEra Energy, Inc.                                                   | CUSIP: 65339F101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -13418 | NS      | $-1121744.80  | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| Procore Technologies, Inc.                                       | Procore Technologies, Inc.                                             | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Short            | EC               | CORP              | US        |       -2011 | NS      | $-94878.98    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-502.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $123.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line, Inc.                                  | Old Dominion Freight Line, Inc.                                        | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Short            | EC               | CORP              | US        |        -480 | NS      | $-136214.40   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5286.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $34024.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1178.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Generac Holdings, Inc.                                           | Generac Holdings, Inc.                                                 | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |        2003 | NS      | $201621.98    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-846.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                     | National Australia Bank Ltd.                                           | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Short            | EC               | CORP              | AU        |       -4474 | NS      | $-90838.33    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                    | Workday, Inc., Class A                                                 | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Short            | EC               | CORP              | US        |       -1732 | NS      | $-289815.56   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Brother Industries Ltd.                                          | Brother Industries Ltd.                                                | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |       12100 | NS      | $182875.53    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $9396.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-280.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-81.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Japan 10 Year Bond                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |          20 | NC      | $-481464.29   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7119.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2956.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1215.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hormel Foods Corp.                                               | Hormel Foods Corp.                                                     | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Short            | EC               | CORP              | US        |       -6853 | NS      | $-312154.15   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-71.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                               | DT Midstream, Inc.                                                     | CUSIP: 23345M107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3313 | NS      | $-183076.38   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-237.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10131.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kadokawa Corp.                                                   | Kadokawa Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -13900 | NS      | $-253929.21   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          -5 | NC      | $4842.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2342.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8613.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $6908.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank                                              | First Republic Bank                                                    | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Short            | EC               | CORP              | US        |       -4212 | NS      | $-513400.68   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot, Inc.                                                    | HubSpot, Inc.                                                          | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |         111 | NS      | $32093.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp.                                                 | Concentrix Corp.                                                       | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         842 | NS      | $112120.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FANUC Corp.                                                      | FANUC Corp.                                                            | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Short            | EC               | CORP              | JP        |       -4700 | NS      | $-703338.93   | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1922.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-17292.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                        | Nokia OYJ                                                              | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |       60238 | NS      | $279847.78    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                    | Coloplast A/S, Class B                                                 | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Short            | EC               | CORP              | DK        |       -3177 | NS      | $-372194.18   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1217.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Loblaw Cos. Ltd.                                                 | Loblaw Cos. Ltd.                                                       | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |        1224 | NS      | $108225.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                                                      | Swisscom AG (Registered)                                               | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               | CORP              | CH        |         967 | NS      | $529733.45    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-956.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6001.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6643.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10157.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1375.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Burberry Group plc                                               | Burberry Group plc                                                     | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |        3688 | NS      | $89663.26     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Investec plc                                                     | Investec plc                                                           | CUSIP: N/A<br>LEI: 2138007Z3U5GWDN3MY22       | Long             | EC               | CORP              | GB        |       17694 | NS      | $108168.19    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5000000 | PA      | $10686.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                | Philip Morris International, Inc.                                      | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        3560 | NS      | $360307.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 90-Day Australian Bank Bill                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         -12 | NC      | $2226.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                                          | Avis Budget Group, Inc.                                                | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |         256 | NS      | $41966.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $621.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd.                                              | Qantas Airways Ltd.                                                    | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |       20544 | NS      | $83156.17     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DS Smith plc                                                     | DS Smith plc                                                           | CUSIP: N/A<br>LEI: 39RSBE4RCI4M15BLWH36       | Long             | EC               | CORP              | GB        |       52560 | NS      | $202745.09    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                   | Commonwealth Bank of Australia                                         | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Short            | EC               | CORP              | AU        |       -2158 | NS      | $-149883.55   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Quebecor, Inc.                                                   | Quebecor, Inc., Class B                                                | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        8435 | NS      | $188136.63    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $60213.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5545.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                                     | Leonardo SpA                                                           | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |      107675 | NS      | $928671.85    | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| SoFi Technologies, Inc.                                          | SoFi Technologies, Inc.                                                | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Short            | EC               | CORP              | US        |      -59700 | NS      | $-275217.00   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-0.74        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-382.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | TOPIX Index                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         189 | NC      | $-727536.86   | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| EXOR NV                                                          | EXOR NV                                                                | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Short            | EC               | CORP              | NL        |        -582 | NS      | $-42610.75    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ChargePoint Holdings, Inc.                                       | ChargePoint Holdings, Inc.                                             | CUSIP: 15961R105<br>LEI: 254900DVN9TAC2GIPG25 | Short            | EC               | CORP              | US        |       -8463 | NS      | $-80652.39    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10303.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1439.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hawaiian Electric Industries, Inc.                               | Hawaiian Electric Industries, Inc.                                     | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |        5966 | NS      | $249677.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co. Ltd.                                      | West Fraser Timber Co. Ltd.                                            | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |        8232 | NS      | $594418.49    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMCO Corp.                                                      | SUMCO Corp.                                                            | CUSIP: N/A<br>LEI: 353800SUSRUOM0V6KU92       | Long             | EC               | CORP              | JP        |       33000 | NS      | $437203.69    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                             | Straumann Holding AG (Registered)                                      | CUSIP: N/A<br>LEI: 50670046ML5FVIM60Z37       | Short            | EC               | CORP              | CH        |       -3450 | NS      | $-395615.58   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Robert Half International, Inc.                                  | Robert Half International, Inc.                                        | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |        4959 | NS      | $366122.97    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-80.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $1587.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku, Inc.                                                       | Roku, Inc.                                                             | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Short            | EC               | CORP              | US        |       -3602 | NS      | $-146601.40   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp.                                            | Associated Banc-Corp.                                                  | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |        9395 | NS      | $216930.55    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocado Group plc                                                  | Ocado Group plc                                                        | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Short            | EC               | CORP              | GB        |      -12643 | NS      | $-93849.25    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                                  | Kuehne + Nagel International AG (Registered)                           | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |         700 | NS      | $162737.92    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $30499.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Clariant AG                                                      | Clariant AG (Registered)                                               | CUSIP: N/A<br>LEI: 529900VSEKBY7TMPP349       | Short            | EC               | CORP              | CH        |      -10398 | NS      | $-165135.23   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-806.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                                      | Reckitt Benckiser Group plc                                            | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Short            | EC               | CORP              | GB        |      -10065 | NS      | $-697669.24   | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $287.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Oil Corp.                                               | Marathon Oil Corp.                                                     | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |       14940 | NS      | $404425.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Motors Corp.                                          | Mitsubishi Motors Corp.                                                | CUSIP: N/A<br>LEI: 5299006ZTN6MO1N5BR16       | Long             | EC               | CORP              | JP        |       91500 | NS      | $347480.27    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co. Ltd.                                              | Shionogi & Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Short            | EC               | CORP              | JP        |       -2500 | NS      | $-124732.85   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Murphy Oil Corp.                                                 | Murphy Oil Corp.                                                       | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |        3753 | NS      | $161416.53    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10303.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                             | Vulcan Materials Co.                                                   | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Short            | EC               | CORP              | US        |       -1047 | NS      | $-183340.17   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp.                                                 | CMS Energy Corp.                                                       | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Short            | EC               | CORP              | US        |       -3464 | NS      | $-219375.12   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corp.                                                     | ITOCHU Corp.                                                           | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |       16600 | NS      | $520787.72    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott Vacations Worldwide Corp.                               | Marriott Vacations Worldwide Corp.                                     | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |        3258 | NS      | $438494.22    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-0.93        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $27151.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-612.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2350.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                        | Thales SA                                                              | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Short            | EC               | CORP              | FR        |       -1417 | NS      | $-181048.43   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                              | Intesa Sanpaolo SpA                                                    | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |       78397 | NS      | $173681.62    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Home BancShares, Inc.                                            | Home BancShares, Inc.                                                  | CUSIP: 436893200<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -13917 | NS      | $-317168.43   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                                          | Arch Capital Group Ltd.                                                | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |        2000 | NS      | $125560.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp., Class A                                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       10154 | NS      | $355085.38    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13124.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GoDaddy, Inc.                                                    | GoDaddy, Inc., Class A                                                 | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |        1711 | NS      | $128017.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide SA                                                   | Air Liquide SA                                                         | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Short            | EC               | CORP              | FR        |       -3628 | NS      | $-514941.77   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Federated Hermes, Inc.                                           | Federated Hermes, Inc., Class B                                        | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |        5966 | NS      | $216625.46    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                                   | QUALCOMM, Inc.                                                         | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Short            | EC               | CORP              | US        |       -1188 | NS      | $-130608.72   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     2385883 | PA      | $-85009.76    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp.                                                      | Asics Corp.                                                            | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Short            | EC               | CORP              | JP        |      -10800 | NS      | $-237393.73   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake, Inc.                                                  | Snowflake, Inc., Class A                                               | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Short            | EC               | CORP              | US        |       -1518 | NS      | $-217893.72   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd.                                       | Kawasaki Kisen Kaisha Ltd.                                             | CUSIP: N/A<br>LEI: 353800FL04R73DS5P870       | Long             | EC               | CORP              | JP        |        8800 | NS      | $186349.80    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                   | Fortinet, Inc.                                                         | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |        3872 | NS      | $189302.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nisshin Seifun Group, Inc.                                       | Nisshin Seifun Group, Inc.                                             | CUSIP: N/A<br>LEI: 529900N4QFZS1P6PYX29       | Short            | EC               | CORP              | JP        |       -6700 | NS      | $-84205.55    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                                | Sonova Holding AG (Registered)                                         | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Short            | EC               | CORP              | CH        |        -510 | NS      | $-121124.38   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| FirstService Corp.                                               | FirstService Corp.                                                     | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Short            | EC               | CORP              | CA        |       -1256 | NS      | $-153808.98   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                             | Infrastrutture Wireless Italiane SpA                                   | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Short            | EC               | CORP              | IT        |      -26220 | NS      | $-264512.94   | -0.16%            |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2300000 | PA      | $24302.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                                       | Symrise AG                                                             | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Short            | EC               | CORP              | DE        |       -4840 | NS      | $-525648.48   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                                   | BHP Group Ltd.                                                         | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       35585 | NS      | $1102314.57   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp.                                                     | Otsuka Corp.                                                           | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |        3800 | NS      | $119777.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4450.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2824.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitecap Resources, Inc.                                         | Whitecap Resources, Inc.                                               | CUSIP: 96467A200<br>LEI: 5493004AMPGZA0JO5Q37 | Long             | EC               | CORP              | CA        |       58849 | NS      | $466793.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10535.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Spirax-Sarco Engineering plc                                     | Spirax-Sarco Engineering plc                                           | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Short            | EC               | CORP              | GB        |       -1943 | NS      | $-248180.53   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3758.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                            | Sumitomo Mitsui Financial Group, Inc.                                  | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |       11300 | NS      | $454626.55    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-46672.91    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                     | Kohl's Corp.                                                           | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Short            | EC               | CORP              | US        |       -6523 | NS      | $-164705.75   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Steel Corp.                                               | Nippon Steel Corp.                                                     | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |       27700 | NS      | $480626.58    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3123.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                    | CUSIP: 912796YB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1296000 | PA      | $1287149.23   | 0.80%             | 2023-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $-63863.65    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $12.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gentex Corp.                                                     | Gentex Corp.                                                           | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Short            | EC               | CORP              | US        |      -10964 | NS      | $-298988.28   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-53.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10888.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2.82        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1387.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      636400 | PA      | $-1480.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                         | Infineon Technologies AG                                               | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Short            | EC               | CORP              | DE        |       -2650 | NS      | $-80538.61    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-0.93        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Miura Co. Ltd.                                                   | Miura Co. Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |       -1800 | NS      | $-41278.51    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                | Black Hills Corp.                                                      | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |        2695 | NS      | $189566.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health & Wellness Co., Inc.                                | Petco Health & Wellness Co., Inc.                                      | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |        4331 | NS      | $41057.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adyen NV                                                         | Adyen NV                                                               | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Short            | EC               | CORP              | NL        |        -320 | NS      | $-444239.96   | -0.27%            |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-785.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1318.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      264868 | PA      | $-3180.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-339.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-128043.36   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Hakuhodo DY Holdings, Inc.                                       | Hakuhodo DY Holdings, Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       39100 | NS      | $392410.03    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-381.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1384.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2342.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3170.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                             | Frontier Communications Parent, Inc.                                   | CUSIP: 35909D109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -9987 | NS      | $-254468.76   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1796.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mazda Motor Corp.                                                | Mazda Motor Corp.                                                      | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               | CORP              | JP        |       56800 | NS      | $425775.78    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimamura Co. Ltd.                                               | Shimamura Co. Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        3500 | NS      | $348789.52    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                                              | GXO Logistics, Inc.                                                    | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Short            | EC               | CORP              | US        |       -4511 | NS      | $-192574.59   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co. (The)                                         | New York Times Co. (The), Class A                                      | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Short            | EC               | CORP              | US        |       -4671 | NS      | $-151620.66   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $-9270.39     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Equifax, Inc.                                                    | Equifax, Inc.                                                          | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Short            | EC               | CORP              | US        |       -2391 | NS      | $-464714.76   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-934.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty, Inc.                                                | Ulta Beauty, Inc.                                                      | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         226 | NS      | $106009.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                                            | Cardinal Health, Inc.                                                  | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        4064 | NS      | $312399.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Atos SE                                                          | Atos SE                                                                | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | EC               | CORP              | FR        |       33979 | NS      | $328001.87    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                                           | UCB SA                                                                 | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Short            | EC               | CORP              | BE        |       -4196 | NS      | $-330617.72   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-100.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-153.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                        | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |       -1291 | NS      | $-90034.34    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Shimadzu Corp.                                                   | Shimadzu Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |       -1400 | NS      | $-39633.85    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1113.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                                         | QBE Insurance Group Ltd.                                               | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Short            | EC               | CORP              | AU        |      -37612 | NS      | $-341204.65   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1501.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4450.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $887.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6.96         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendlease Corp. Ltd.                                             | Lendlease Corp. Ltd.                                                   | CUSIP: N/A<br>LEI: 549300MQ0F0TIIEK5592       | Short            | EC               | CORP              | AU        |       -6985 | NS      | $-37076.97    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2099.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Linde plc                                                        | Linde plc                                                              | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Short            | EC               | CORP              | IE        |         -80 | NS      | $-26094.40    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Elia Group SA/NV                                                 | Elia Group SA/NV                                                       | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |        1048 | NS      | $148986.64    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2610.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Materials, Inc.                                            | Eagle Materials, Inc.                                                  | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |        2563 | NS      | $340494.55    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                              | Fifth Third Bancorp                                                    | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Short            | EC               | CORP              | US        |       -9046 | NS      | $-296799.26   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co. (The)                                                | Wendy's Co. (The)                                                      | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Short            | EC               | CORP              | US        |       -3955 | NS      | $-89501.65    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp. of America Holdings                             | Laboratory Corp. of America Holdings                                   | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |         882 | NS      | $207693.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Z Holdings Corp.                                                 | Z Holdings Corp.                                                       | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Short            | EC               | CORP              | JP        |      -79700 | NS      | $-199052.03   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $65.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                                         | Svenska Cellulosa AB SCA, Class B                                      | CUSIP: N/A<br>LEI: 549300FW5JDRV1IJ0M67       | Short            | EC               | CORP              | SE        |      -31578 | NS      | $-399925.06   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-60075.48    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                              | Expedia Group, Inc.                                                    | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7448 | NS      | $652444.80    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems Holdings, Inc.                                | Spirit AeroSystems Holdings, Inc., Class A                             | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2885 | NS      | $85396.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -1 | NC      | $-652.17      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Worley Ltd.                                                      | Worley Ltd.                                                            | CUSIP: N/A<br>LEI: 549300XDR86FY8OLGP97       | Long             | EC               | CORP              | AU        |       24722 | NS      | $252175.84    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9612.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kojamo OYJ                                                       | Kojamo OYJ                                                             | CUSIP: N/A<br>LEI: 7437007YPUOQZ8OV1R42       | Long             | EC               | CORP              | FI        |        9591 | NS      | $141841.44    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3017.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-457.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enovis Corp.                                                     | Enovis Corp.                                                           | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |       10660 | NS      | $570523.20    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings, Inc.                                            | Affirm Holdings, Inc.                                                  | CUSIP: 00827B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -9740 | NS      | $-94185.80    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1105.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Davide Campari-Milano NV                                         | Davide Campari-Milano NV                                               | CUSIP: N/A<br>LEI: 213800ED5AN2J56N6Z02       | Short            | EC               | CORP              | NL        |      -32787 | NS      | $-332863.63   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $-1508.66     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                           | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Short            | EC               | CORP              | LR        |       -4470 | NS      | $-220952.10   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Calix, Inc.                                                      | Calix, Inc.                                                            | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |        1936 | NS      | $132480.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $4099.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6730.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                            | J M Smucker Co. (The)                                                  | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Short            | EC               | CORP              | US        |       -1073 | NS      | $-170027.58   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10429.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Blue Owl Capital, Inc.                                           | Blue Owl Capital, Inc.                                                 | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3692 | NS      | $39135.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                                                  | Wolfspeed, Inc.                                                        | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Short            | EC               | CORP              | US        |       -4652 | NS      | $-321174.08   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-149.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4241.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9027.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                                  | Hilton Worldwide Holdings, Inc.                                        | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Short            | EC               | CORP              | US        |       -1707 | NS      | $-215696.52   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Gold Corp.                                               | Barrick Gold Corp.                                                     | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Short            | EC               | CORP              | CA        |      -13176 | NS      | $-225860.38   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1920.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                 | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |        6179 | NS      | $301473.41    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares, Inc.                                          | United Bankshares, Inc.                                                | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Short            | EC               | CORP              | US        |       -4862 | NS      | $-196862.38   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2803.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5112.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                         | Arthur J Gallagher & Co.                                               | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Short            | EC               | CORP              | US        |       -1824 | NS      | $-343896.96   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                                            | Axon Enterprise, Inc.                                                  | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Short            | EC               | CORP              | US        |        -560 | NS      | $-92920.80    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $-3266.39     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury Ultra Bond                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -5 | NC      | $4273.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                                                 | Transurban Group                                                       | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Short            | EC               | CORP              | AU        |      -20454 | NS      | $-179951.37   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Live Cattle                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          -1 | NC      | $-1495.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                                        | Essential Utilities, Inc.                                              | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Short            | EC               | CORP              | US        |       -2876 | NS      | $-137271.48   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |        3682 | NS      | $152029.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2972.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2627.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Euro-OAT                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -10 | NC      | $78653.58     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                            | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Short            | EC               | CORP              | US        |       -2468 | NS      | $-162147.60   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Sika AG                                                          | Sika AG (Registered)                                                   | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Short            | EC               | CORP              | CH        |       -2042 | NS      | $-490903.37   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| JFE Holdings, Inc.                                               | JFE Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        9000 | NS      | $104431.51    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryan Specialty Holdings, Inc.                                    | Ryan Specialty Holdings, Inc., Class A                                 | CUSIP: 78351F107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4153 | NS      | $-172391.03   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                                          | Synovus Financial Corp.                                                | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |        2625 | NS      | $98568.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $221.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-34630.32    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Macy's, Inc.                                                     | Macy's, Inc.                                                           | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |       29530 | NS      | $609794.50    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -2 | NC      | $2089.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                                            | Deutsche Lufthansa AG (Registered)                                     | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | EC               | CORP              | DE        |       23834 | NS      | $196465.25    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | FTSE Bursa Malaysia KLCI Index                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | MY        |           7 | NC      | $1056.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   488500000 | PA      | $-129035.32   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $65.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1101.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corp.                                                     | Taisei Corp.                                                           | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |       10300 | NS      | $332125.67    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                                 | Brookfield Asset Management Ltd., Class A                              | CUSIP: 113004105<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |       -2698 | NS      | $-77253.66    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Dana, Inc.                                                       | Dana, Inc.                                                             | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |       22434 | NS      | $339426.42    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-171.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-599.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-183.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8563.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                              | Kinder Morgan, Inc.                                                    | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Short            | EC               | CORP              | US        |      -23216 | NS      | $-419745.28   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1169.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bollore SE                                                       | Bollore SE                                                             | CUSIP: N/A<br>LEI: 969500LEKCHH6VV86P94       | Short            | EC               | CORP              | FR        |      -38814 | NS      | $-216908.29   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Definitive Healthcare Corp.                                      | Definitive Healthcare Corp.                                            | CUSIP: 24477E103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7886 | NS      | $-86667.14    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3550.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16746.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | FTSE/JSE Top 40 Index                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZA        |          15 | NC      | $-17060.96    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-57.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SES SA                                                           | SES SA                                                                 | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | EC               | CORP              | LU        |       11009 | NS      | $71710.34     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3780.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                                          | KeyCorp                                                                | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |       11068 | NS      | $192804.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rohm Co. Ltd.                                                    | Rohm Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 5493009V2FGDEP7JFE59       | Long             | EC               | CORP              | JP        |        4100 | NS      | $293926.43    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Elastic NV                                                       | Elastic NV                                                             | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Short            | EC               | CORP              | NL        |       -4069 | NS      | $-209553.50   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                              | Cisco Systems, Inc.                                                    | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       16208 | NS      | $772149.12    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $835.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                             | Travel + Leisure Co.                                                   | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |       11671 | NS      | $424824.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1302.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-666.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-321.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                    | CUSIP: 912796YK9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      643000 | PA      | $638073.71    | 0.39%             | 2023-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                            | Matador Resources Co.                                                  | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |        2106 | NS      | $120547.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co.                                              | Sonoco Products Co.                                                    | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Short            | EC               | CORP              | US        |       -4847 | NS      | $-294261.37   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Russell 2000 E-Mini Index                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -4 | NC      | $10970.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                                 | Mitsubishi Heavy Industries Ltd.                                       | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |        6800 | NS      | $268712.56    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| PacWest Bancorp                                                  | PacWest Bancorp                                                        | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Short            | EC               | CORP              | US        |       -5061 | NS      | $-116149.95   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis NV                                                    | Stellantis NV                                                          | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |       51329 | NS      | $729403.78    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $-6264.79     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Assicurazioni Generali SpA                                       | Assicurazioni Generali SpA                                             | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |       42930 | NS      | $763403.40    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1388.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MarketAxess Holdings, Inc.                                       | MarketAxess Holdings, Inc.                                             | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Short            | EC               | CORP              | US        |       -1398 | NS      | $-389888.22   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1604.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                         | UnitedHealth Group, Inc.                                               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Short            | EC               | CORP              | US        |        -868 | NS      | $-460196.24   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                                            | Harley-Davidson, Inc.                                                  | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Short            | EC               | CORP              | US        |       -3303 | NS      | $-137404.80   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Axfood AB                                                        | Axfood AB                                                              | CUSIP: N/A<br>LEI: 549300QIXCZWZLHE8L05       | Long             | EC               | CORP              | SE        |        4649 | NS      | $127478.92    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                                 | Wartsila OYJ Abp                                                       | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |       12833 | NS      | $108208.60    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK Spark Plug Co. Ltd.                                          | NGK Spark Plug Co. Ltd.                                                | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               | CORP              | JP        |        5000 | NS      | $91635.40     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fraport AG Frankfurt Airport Services Worldwide                  | Fraport AG Frankfurt Airport Services Worldwide                        | CUSIP: N/A<br>LEI: 5299001ERX0K10IZUL40       | Short            | EC               | CORP              | DE        |       -1961 | NS      | $-79415.78    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                 | Goodyear Tire & Rubber Co. (The)                                       | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |       41741 | NS      | $423671.15    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -1 | NC      | $-7531.95     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $4886.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co. Ltd.                                        | Sekisui Chemical Co. Ltd.                                              | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |       14300 | NS      | $199317.65    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Koito Manufacturing Co. Ltd.                                     | Koito Manufacturing Co. Ltd.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        3400 | NS      | $50687.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2256.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2133.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                    | PepsiCo, Inc.                                                          | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        3399 | NS      | $614063.34    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Allkem Ltd.                                                      | Allkem Ltd.                                                            | CUSIP: N/A<br>LEI: 2138006SR6M416DVKM86       | Short            | EC               | CORP              | AU        |      -13026 | NS      | $-98681.16    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Software, Inc.                                     | Constellation Software, Inc.                                           | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Short            | EC               | CORP              | CA        |        -249 | NS      | $-388756.31   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1827.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $41.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4682.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3712.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1415.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                    | Corning, Inc.                                                          | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |        5283 | NS      | $168739.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                                                 | McDonald's Corp.                                                       | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Short            | EC               | CORP              | US        |       -1326 | NS      | $-349440.78   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-903.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-17.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10426.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                                     | Coca-Cola Consolidated, Inc.                                           | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |         247 | NS      | $126552.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9930.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2822.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YETI Holdings, Inc.                                              | YETI Holdings, Inc.                                                    | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |         964 | NS      | $39822.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Harbour Energy plc                                               | Harbour Energy plc                                                     | CUSIP: N/A<br>LEI: 213800YPC42DYBKVPF97       | Long             | EC               | CORP              | GB        |       13855 | NS      | $51128.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barry Callebaut AG                                               | Barry Callebaut AG (Registered)                                        | CUSIP: N/A<br>LEI: 213800Y5RWKLDPUTT265       | Long             | EC               | CORP              | CH        |         121 | NS      | $238944.89    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Co. Ltd.                                                    | Toho Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 529900IYHHYWU4O3H185       | Short            | EC               | CORP              | JP        |       -1700 | NS      | $-65527.99    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                           | Cleveland-Cliffs, Inc.                                                 | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |        4046 | NS      | $65181.06     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                                       | New Jersey Resources Corp.                                             | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Short            | EC               | CORP              | US        |        -500 | NS      | $-24810.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.                                     | Casey's General Stores, Inc.                                           | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |         868 | NS      | $194735.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Group Holdings plc                                      | Berkeley Group Holdings plc                                            | CUSIP: N/A<br>LEI: 2138009OQSSLVVHQAL78       | Short            | EC               | CORP              | GB        |       -2061 | NS      | $-93959.71    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Watsco, Inc.                                                     | Watsco, Inc.                                                           | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Short            | EC               | CORP              | US        |        -592 | NS      | $-147644.80   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Chemical Group Corp.                                  | Mitsubishi Chemical Group Corp.                                        | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Long             | EC               | CORP              | JP        |       25700 | NS      | $133049.43    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.                             | Cognizant Technology Solutions Corp., Class A                          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |        9892 | NS      | $565723.48    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1668.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swatch Group AG (The)                                            | Swatch Group AG (The)                                                  | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Long             | EC               | CORP              | CH        |        2523 | NS      | $717088.90    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-955.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Construction Machinery Co. Ltd.                          | Hitachi Construction Machinery Co. Ltd.                                | CUSIP: N/A<br>LEI: 5493009B7C53PDH8W826       | Long             | EC               | CORP              | JP        |       11700 | NS      | $260751.42    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $447.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                                        | adidas AG                                                              | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Short            | EC               | CORP              | DE        |       -2151 | NS      | $-291517.36   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| NuVasive, Inc.                                                   | NuVasive, Inc.                                                         | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |        3805 | NS      | $156918.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                   | Takeda Pharmaceutical Co. Ltd.                                         | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Short            | EC               | CORP              | JP        |       -5800 | NS      | $-181230.83   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| IAC, Inc.                                                        | IAC, Inc.                                                              | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Short            | EC               | CORP              | US        |       -4172 | NS      | $-185236.80   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2760.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                      | United Parcel Service, Inc., Class B                                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Short            | EC               | CORP              | US        |       -2477 | NS      | $-430601.68   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| AVEVA Group plc                                                  | AVEVA Group plc                                                        | CUSIP: N/A<br>LEI: 213800XHATUM2LFMKG16       | Short            | EC               | CORP              | GB        |       -6784 | NS      | $-262588.64   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-859.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oshkosh Corp.                                                    | Oshkosh Corp.                                                          | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |        1952 | NS      | $172146.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| New Relic, Inc.                                                  | New Relic, Inc.                                                        | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Short            | EC               | CORP              | US        |       -1415 | NS      | $-79876.75    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $834.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd.                                            | Woolworths Group Ltd.                                                  | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Short            | EC               | CORP              | AU        |      -20287 | NS      | $-463262.30   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $447.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acciona SA                                                       | Acciona SA                                                             | CUSIP: N/A<br>LEI: 54930002KP75TLLLNO21       | Long             | EC               | CORP              | ES        |         777 | NS      | $142992.63    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1086.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5015.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-34629.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                                     | Evolution AB                                                           | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Short            | EC               | CORP              | SE        |        -628 | NS      | $-61169.99    | -0.04%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                 | Mitsubishi Corp.                                                       | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |       14700 | NS      | $477232.47    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3908.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          -6 | NC      | $7374.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                                                  | Primerica, Inc.                                                        | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Short            | EC               | CORP              | US        |       -2276 | NS      | $-322782.32   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                              | Huntington Ingalls Industries, Inc.                                    | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        1188 | NS      | $274047.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven Group Holdings Ltd.                                        | Seven Group Holdings Ltd.                                              | CUSIP: N/A<br>LEI: 254900DME8O9GCK94794       | Short            | EC               | CORP              | AU        |       -8828 | NS      | $-125562.75   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $141.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $66.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-630.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT AB                                                           | EQT AB                                                                 | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Short            | EC               | CORP              | SE        |      -33524 | NS      | $-712226.76   | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| NTT Data Corp.                                                   | NTT Data Corp.                                                         | CUSIP: N/A<br>LEI: 353800SZGJGSLJRRWB43       | Long             | EC               | CORP              | JP        |       20300 | NS      | $295826.53    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $30.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Corp.                                                      | Tokyu Corp.                                                            | CUSIP: N/A<br>LEI: 3538005PGNIBTZYXAE45       | Short            | EC               | CORP              | JP        |      -16400 | NS      | $-206541.27   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                              | Hanover Insurance Group, Inc. (The)                                    | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |         178 | NS      | $24053.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDP Education Ltd.                                               | IDP Education Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | AU        |      -23909 | NS      | $-440624.56   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                   | NiSource, Inc.                                                         | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |        5134 | NS      | $140774.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $898.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services, Inc.                                 | JB Hunt Transport Services, Inc.                                       | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        1365 | NS      | $238001.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp.                                           | Fulton Financial Corp.                                                 | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |        3831 | NS      | $64475.73     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                                       | Vonovia SE                                                             | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Short            | EC               | CORP              | DE        |      -12648 | NS      | $-297941.80   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Light & Wonder, Inc.                                             | Light & Wonder, Inc.                                                   | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |        5667 | NS      | $332086.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7959.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                            | Nomura Holdings, Inc.                                                  | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |       63300 | NS      | $234556.65    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Coffee 'C'                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          -2 | NC      | $-6815.09     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $301.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bechtle AG                                                       | Bechtle AG                                                             | CUSIP: N/A<br>LEI: 529900HA2QT774RUXW59       | Long             | EC               | CORP              | DE        |         946 | NS      | $33439.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-154.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Madison Square Garden Sports Corp.                               | Madison Square Garden Sports Corp., Class A                            | CUSIP: 55825T103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2357 | NS      | $-432108.81   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                                         | Palo Alto Networks, Inc.                                               | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Short            | EC               | CORP              | US        |       -1310 | NS      | $-182797.40   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp.                                             | Bank of Hawaii Corp.                                                   | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Short            | EC               | CORP              | US        |       -2361 | NS      | $-183119.16   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-21685.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1215.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3549.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Securitas AB                                                     | Securitas AB, Class B                                                  | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |       55704 | NS      | $464819.65    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Cotton No. 2                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          -1 | NC      | $510.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore, Inc.                                                   | Evercore, Inc., Class A                                                | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |        4014 | NS      | $437847.12    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $572.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd.                                   | Insurance Australia Group Ltd.                                         | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Short            | EC               | CORP              | AU        |      -92223 | NS      | $-296466.53   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                    | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      991000 | PA      | $982781.64    | 0.61%             | 2023-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSL Ltd.                                                         | CSL Ltd.                                                               | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Short            | EC               | CORP              | AU        |       -3605 | NS      | $-702953.73   | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Coty, Inc.                                                       | Coty, Inc., Class A                                                    | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Short            | EC               | CORP              | US        |       -5700 | NS      | $-48792.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                                                  | Norsk Hydro ASA                                                        | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |       71882 | NS      | $537128.67    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Jamf Holding Corp.                                               | Jamf Holding Corp.                                                     | CUSIP: 47074L105<br>LEI: 254900IHLXZU4Z5ANA12 | Short            | EC               | CORP              | US        |       -3606 | NS      | $-76807.80    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9.55        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-191.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                       | Sherwin-Williams Co. (The)                                             | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Short            | EC               | CORP              | US        |       -1756 | NS      | $-416751.48   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                    | CUSIP: 912796YM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      103000 | PA      | $101944.88    | 0.06%             | 2023-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                   | Enbridge, Inc.                                                         | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Short            | EC               | CORP              | CA        |      -17048 | NS      | $-666307.36   | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings, Inc.                                      | Hertz Global Holdings, Inc.                                            | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |        5809 | NS      | $89400.51     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1447.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Concordia Financial Group Ltd.                                   | Concordia Financial Group Ltd.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       10700 | NS      | $44677.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                             | Northern Trust Corp.                                                   | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Short            | EC               | CORP              | US        |       -1136 | NS      | $-100524.64   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1111.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-933.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                                    | Assa Abloy AB, Class B                                                 | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Short            | EC               | CORP              | SE        |       -8829 | NS      | $-189905.32   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| George Weston Ltd.                                               | George Weston Ltd.                                                     | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |         665 | NS      | $82506.17     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                                        | Fox Corp., Class A                                                     | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Short            | EC               | CORP              | US        |       -1725 | NS      | $-52388.25    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Chemical Corp.                                            | Nissan Chemical Corp.                                                  | CUSIP: N/A<br>LEI: 3538002E4L1CUGJFFU25       | Short            | EC               | CORP              | JP        |        -700 | NS      | $-30525.04    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2312.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month Canadian Bankers Acceptance                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         -20 | NC      | $10420.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     8900000 | PA      | $-282374.57   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                        | Holcim AG                                                              | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |        1559 | NS      | $80698.97     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                     | Stanley Black & Decker, Inc.                                           | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Short            | EC               | CORP              | US        |       -1722 | NS      | $-129356.64   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2808.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AGCO Corp.                                                       | AGCO Corp.                                                             | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |        3388 | NS      | $469881.72    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| UOL Group Ltd.                                                   | UOL Group Ltd.                                                         | CUSIP: N/A<br>LEI: 254900O9PRCWTMR86R25       | Long             | EC               | CORP              | SG        |        8000 | NS      | $40222.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-283.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -4 | NC      | $1874.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HP, Inc.                                                         | HP, Inc.                                                               | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       14984 | NS      | $402620.08    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                                     | Vertex Pharmaceuticals, Inc.                                           | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        1138 | NS      | $328631.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA                   | Recordati Industria Chimica e Farmaceutica SpA                         | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Short            | EC               | CORP              | IT        |       -6601 | NS      | $-274389.08   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| KION Group AG                                                    | KION Group AG                                                          | CUSIP: N/A<br>LEI: 5299005KY91C4C6U9H17       | Long             | EC               | CORP              | DE        |        5441 | NS      | $154968.30    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-116.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                              | Post Holdings, Inc.                                                    | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |         905 | NS      | $81685.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos., Inc.                                              | Carlisle Cos., Inc.                                                    | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Short            | EC               | CORP              | US        |        -906 | NS      | $-213498.90   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                                                | Lowe's Cos., Inc.                                                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |         217 | NS      | $43235.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-157.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Gold, Inc.                                                 | Royal Gold, Inc.                                                       | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Short            | EC               | CORP              | US        |       -4877 | NS      | $-549735.44   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $183.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4346.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                | LEG Immobilien SE                                                      | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | EC               | CORP              | DE        |        4921 | NS      | $320941.40    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1735.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2039.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QuantumScape Corp.                                               | QuantumScape Corp.                                                     | CUSIP: 74767V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -13165 | NS      | $-74645.55    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| MISUMI Group, Inc.                                               | MISUMI Group, Inc.                                                     | CUSIP: N/A<br>LEI: 353800SJWGE5BEK2V032       | Long             | EC               | CORP              | JP        |        6300 | NS      | $136926.17    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                        | QIAGEN NV                                                              | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |        6207 | NS      | $312029.28    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX plc                                                         | RELX plc                                                               | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Short            | EC               | CORP              | GB        |       -2617 | NS      | $-72354.90    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| AZEK Co., Inc. (The)                                             | AZEK Co., Inc. (The)                                                   | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Short            | EC               | CORP              | US        |      -14358 | NS      | $-291754.56   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                                    | Honeywell International, Inc.                                          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Short            | EC               | CORP              | US        |       -1283 | NS      | $-274946.90   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2823.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-162.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                            | Delta Air Lines, Inc.                                                  | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Short            | EC               | CORP              | US        |       -7698 | NS      | $-252956.28   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-424.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Schneider National, Inc.                                         | Schneider National, Inc., Class B                                      | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |       23418 | NS      | $547981.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                                               | Chemours Co. (The)                                                     | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |       13893 | NS      | $425403.66    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvey Norman Holdings Ltd.                                      | Harvey Norman Holdings Ltd.                                            | CUSIP: N/A<br>LEI: 529900ONRWOF42PYKU59       | Long             | EC               | CORP              | AU        |       96279 | NS      | $269773.73    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Paint Co. Ltd.                                            | Kansai Paint Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 549300ERRV6FTKH9NN70       | Short            | EC               | CORP              | JP        |      -12000 | NS      | $-146866.87   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                            | Colgate-Palmolive Co.                                                  | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        4248 | NS      | $334699.92    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                                              | UMB Financial Corp.                                                    | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Short            | EC               | CORP              | US        |       -1933 | NS      | $-161444.16   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                                          | Applied Materials, Inc.                                                | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        2104 | NS      | $204887.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1011.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Holdings, Inc.                                  | Dun & Bradstreet Holdings, Inc.                                        | CUSIP: 26484T106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -17793 | NS      | $-218142.18   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4841.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                     | Zoetis, Inc.                                                           | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Short            | EC               | CORP              | US        |       -2104 | NS      | $-308341.20   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Grifols SA                                                       | Grifols SA                                                             | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Short            | EC               | CORP              | ES        |      -20611 | NS      | $-238024.42   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| THK Co. Ltd.                                                     | THK Co. Ltd.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        7300 | NS      | $138029.57    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5246.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1006.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Direct Line Insurance Group plc                                  | Direct Line Insurance Group plc                                        | CUSIP: N/A<br>LEI: 213800FF2R23ALJQOP04       | Long             | EC               | CORP              | GB        |       12535 | NS      | $33410.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                 | Roche Holding AG                                                       | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |        1472 | NS      | $462557.68    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                       | Allianz SE (Registered)                                                | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |        3290 | NS      | $702605.22    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month Canadian Bankers Acceptance                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         -15 | NC      | $7059.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Deutschland Holding AG                                | Telefonica Deutschland Holding AG                                      | CUSIP: N/A<br>LEI: 391200ECRPJ3SWQJUM30       | Long             | EC               | CORP              | DE        |       58610 | NS      | $143947.01    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1096.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $161.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Euro-BTP                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          -9 | NC      | $73155.02     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bellway plc                                                      | Bellway plc                                                            | CUSIP: N/A<br>LEI: 213800CY4L3HST4FGZ98       | Short            | EC               | CORP              | GB        |       -1061 | NS      | $-24263.22    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Trade Desk, Inc. (The)                                           | Trade Desk, Inc. (The), Class A                                        | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Short            | EC               | CORP              | US        |       -6900 | NS      | $-309327.00   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $60.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Casino Guichard Perrachon SA                                     | Casino Guichard Perrachon SA                                           | CUSIP: N/A<br>LEI: 969500VHL8F83GBL6L29       | Long             | EC               | CORP              | FR        |        8711 | NS      | $91057.26     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4830.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $30.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Manhattan Associates, Inc.                                       | Manhattan Associates, Inc.                                             | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |        1480 | NS      | $179672.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-36250.68    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 90-Day New Zealand Bill                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |          -5 | NC      | $3933.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6572.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-866.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $82.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                          | Vestas Wind Systems A/S                                                | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Short            | EC               | CORP              | DK        |      -25224 | NS      | $-735800.80   | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| Tsuruha Holdings, Inc.                                           | Tsuruha Holdings, Inc.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        3400 | NS      | $263721.34    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon, Inc.                                                      | Canon, Inc.                                                            | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Short            | EC               | CORP              | JP        |      -13900 | NS      | $-300852.58   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6.84        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Synaptics, Inc.                                                  | Synaptics, Inc.                                                        | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |        2413 | NS      | $229621.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1300.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-871.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corp.                                                     | Kubota Corp.                                                           | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Short            | EC               | CORP              | JP        |      -28600 | NS      | $-390717.21   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| K+S AG                                                           | K+S AG (Registered)                                                    | CUSIP: N/A<br>LEI: 529900YURAYD4IJX2J91       | Long             | EC               | CORP              | DE        |       16439 | NS      | $324076.98    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1624.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VF Corp.                                                         | VF Corp.                                                               | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Short            | EC               | CORP              | US        |       -7784 | NS      | $-214916.24   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15521.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                            | PayPal Holdings, Inc.                                                  | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Short            | EC               | CORP              | US        |       -3654 | NS      | $-260237.88   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                                     | Exelon Corp.                                                           | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |        3718 | NS      | $160729.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                        | Westinghouse Air Brake Technologies Corp.                              | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Short            | EC               | CORP              | US        |        -909 | NS      | $-90727.29    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                                               | Henry Schein, Inc.                                                     | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |        2454 | NS      | $196000.98    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Electric Corp.                                          | Yokogawa Electric Corp.                                                | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |        9100 | NS      | $144425.88    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Gas Holdings, Inc.                                     | Southwest Gas Holdings, Inc.                                           | CUSIP: 844895102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5984 | NS      | $-370289.92   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp.                                               | Brown-Forman Corp., Class B                                            | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |        2623 | NS      | $172278.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $2667.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems, Inc.                                       | Allegro MicroSystems, Inc.                                             | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1379 | NS      | $41397.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycor HCM, Inc.                                                 | Paycor HCM, Inc.                                                       | CUSIP: 70435P102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -903 | NS      | $-22096.41    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $133.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $88.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                    | Chevron Corp.                                                          | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1096 | NS      | $196721.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2100000 | PA      | $-724.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Metro, Inc.                                                      | Metro, Inc.                                                            | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Short            | EC               | CORP              | CA        |       -5262 | NS      | $-291353.13   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| SNC-Lavalin Group, Inc.                                          | SNC-Lavalin Group, Inc.                                                | CUSIP: 78460T105<br>LEI: UL01OYG5OMLM5G6CFM03 | Short            | EC               | CORP              | CA        |      -13147 | NS      | $-231674.61   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $268.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Corp.                                                      | Cigna Corp.                                                            | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        1209 | NS      | $400590.06    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SOITEC                                                           | SOITEC                                                                 | CUSIP: N/A<br>LEI: 969500ZR92SQCU9TST26       | Short            | EC               | CORP              | FR        |       -1067 | NS      | $-175133.69   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| International Bancshares Corp.                                   | International Bancshares Corp.                                         | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Short            | EC               | CORP              | US        |        -790 | NS      | $-36150.40    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 100 oz Gold                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         -68 | NC      | $-436281.69   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| TOPPAN, Inc.                                                     | TOPPAN, Inc.                                                           | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |       35600 | NS      | $525722.87    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Mohawk Industries, Inc.                                          | Mohawk Industries, Inc.                                                | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |        2809 | NS      | $287135.98    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1457.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| White Mountains Insurance Group Ltd.                             | White Mountains Insurance Group Ltd.                                   | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Short            | EC               | CORP              | BM        |        -229 | NS      | $-323881.57   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Keyera Corp.                                                     | Keyera Corp.                                                           | CUSIP: 493271100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        2274 | NS      | $49695.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Splunk, Inc.                                                     | Splunk, Inc.                                                           | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Short            | EC               | CORP              | US        |        -645 | NS      | $-55528.05    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                               | Credit Agricole SA                                                     | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |       76848 | NS      | $808390.83    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| F5, Inc.                                                         | F5, Inc.                                                               | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |         998 | NS      | $143222.98    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $909.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $315.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitehaven Coal Ltd.                                             | Whitehaven Coal Ltd.                                                   | CUSIP: N/A<br>LEI: 529900WCZ4I6ZO3RRP86       | Long             | EC               | CORP              | AU        |       51612 | NS      | $328817.05    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Ebara Corp.                                                      | Ebara Corp.                                                            | CUSIP: N/A<br>LEI: 353800UV8U3SOMCDTI49       | Long             | EC               | CORP              | JP        |        5900 | NS      | $210172.74    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $485.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                            | Schneider Electric SE                                                  | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Short            | EC               | CORP              | FR        |       -4615 | NS      | $-648105.90   | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Aurizon Holdings Ltd.                                            | Aurizon Holdings Ltd.                                                  | CUSIP: N/A<br>LEI: 5299005PC1O6NOWL3H48       | Long             | EC               | CORP              | AU        |       81286 | NS      | $205933.16    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-502.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Samhallsbyggnadsbolaget i Norden AB                              | Samhallsbyggnadsbolaget i Norden AB                                    | CUSIP: N/A<br>LEI: 549300HX9MRFY47AH564       | Long             | EC               | CORP              | SE        |      174274 | NS      | $290650.74    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                 | Amazon.com, Inc.                                                       | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Short            | EC               | CORP              | US        |       -8085 | NS      | $-679140.00   | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-372.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zensho Holdings Co. Ltd.                                         | Zensho Holdings Co. Ltd.                                               | CUSIP: N/A<br>LEI: 353800DYF3UDM49ITT03       | Short            | EC               | CORP              | JP        |       -1100 | NS      | $-27627.80    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-790.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings plc                                  | Seagate Technology Holdings plc                                        | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |         656 | NS      | $34512.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sega Sammy Holdings, Inc.                                        | Sega Sammy Holdings, Inc.                                              | CUSIP: N/A<br>LEI: 5493006B6WMKNQ8QNP51       | Long             | EC               | CORP              | JP        |       14800 | NS      | $223472.09    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15519.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $472.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co. Ltd.                                         | Japan Post Bank Co. Ltd.                                               | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Short            | EC               | CORP              | JP        |      -29400 | NS      | $-252044.82   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    17600000 | PA      | $80059.65     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-632.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -1 | NC      | $775.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp.                                       | Cincinnati Financial Corp.                                             | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Short            | EC               | CORP              | US        |       -3415 | NS      | $-349661.85   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections, Inc.                                          | Waste Connections, Inc.                                                | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Short            | EC               | CORP              | CA        |       -4081 | NS      | $-540977.36   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $124.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5298.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-121.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12393.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 10X Genomics, Inc.                                               | 10X Genomics, Inc., Class A                                            | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Short            | EC               | CORP              | US        |      -15026 | NS      | $-547547.44   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                     | Zimmer Biomet Holdings, Inc.                                           | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |        1799 | NS      | $229372.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Five Below, Inc.                                                 | Five Below, Inc.                                                       | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Short            | EC               | CORP              | US        |       -1835 | NS      | $-324556.45   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Colliers International Group, Inc.                               | Colliers International Group, Inc.                                     | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Short            | EC               | CORP              | CA        |       -3457 | NS      | $-317564.00   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                           | SAP SE                                                                 | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Short            | EC               | CORP              | DE        |       -9026 | NS      | $-931850.90   | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| RPM International, Inc.                                          | RPM International, Inc.                                                | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Short            | EC               | CORP              | US        |       -2007 | NS      | $-195582.15   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3812.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                  | Halliburton Co.                                                        | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |        9802 | NS      | $385708.70    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                            | Targa Resources Corp.                                                  | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Short            | EC               | CORP              | US        |       -1293 | NS      | $-95035.50    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11667.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2397.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2294.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IDEX Corp.                                                       | IDEX Corp.                                                             | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Short            | EC               | CORP              | US        |        -397 | NS      | $-90647.01    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Limited Purpose Cash Investment Fund                             | Limited Purpose Cash Investment Fund                                   | CUSIP: 90262Y729<br>LEI: 549300GUQBQJ6160QP80 | Long             | STIV             | RF                | US        |    80806236 | NS      | $80773913.56  | 50.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                                         | Option Care Health, Inc.                                               | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Short            | EC               | CORP              | US        |       -2700 | NS      | $-81243.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                   | ConocoPhillips                                                         | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |        2698 | NS      | $318364.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP, Inc.                                                        | BRP, Inc.                                                              | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Short            | EC               | CORP              | CA        |        -475 | NS      | $-36214.36    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-138.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                           | Norfolk Southern Corp.                                                 | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Short            | EC               | CORP              | US        |        -741 | NS      | $-182597.22   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $932.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $22.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1588.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                | American Electric Power Co., Inc.                                      | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |        3344 | NS      | $317512.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1861.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ziff Davis, Inc.                                                 | Ziff Davis, Inc.                                                       | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |        2665 | NS      | $210801.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments, Inc.                                            | MKS Instruments, Inc.                                                  | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |         891 | NS      | $75494.43     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-955.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-191.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                     | Ecolab, Inc.                                                           | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Short            | EC               | CORP              | US        |       -3035 | NS      | $-441774.60   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Sinch AB                                                         | Sinch AB                                                               | CUSIP: N/A<br>LEI: 549300UXY7QM6IDCGI12       | Long             | EC               | CORP              | SE        |      164438 | NS      | $606016.26    | 0.38%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Vontier Corp.                                                    | Vontier Corp.                                                          | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |        1973 | NS      | $38138.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                                            | Commercial Metals Co.                                                  | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |       10725 | NS      | $518017.50    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp.                                          | Boston Scientific Corp.                                                | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Short            | EC               | CORP              | US        |       -6547 | NS      | $-302929.69   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3382.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comerica, Inc.                                                   | Comerica, Inc.                                                         | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Short            | EC               | CORP              | US        |       -1274 | NS      | $-85166.90    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                          | E.ON SE                                                                | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |       54329 | NS      | $540139.41    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd.                                          | Agnico Eagle Mines Ltd.                                                | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Short            | EC               | CORP              | CA        |       -9036 | NS      | $-469551.67   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp.                                             | Dollar General Corp.                                                   | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Short            | EC               | CORP              | US        |       -2985 | NS      | $-735056.25   | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Sojitz Corp.                                                     | Sojitz Corp.                                                           | CUSIP: N/A<br>LEI: 5493004SE33MRLPB1W98       | Long             | EC               | CORP              | JP        |       28120 | NS      | $535787.63    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion plc                                            | JD Sports Fashion plc                                                  | CUSIP: N/A<br>LEI: 213800HROV6Y9MUU8375       | Long             | EC               | CORP              | GB        |      111582 | NS      | $169562.97    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                            | McCormick & Co., Inc. (Non-Voting)                                     | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Short            | EC               | CORP              | US        |       -4132 | NS      | $-342501.48   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-471.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Amsterdam Exchange Index                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -55 | NC      | $453775.44    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3172.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $399.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-451.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-125.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2609.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA                                               | Telecom Italia SpA                                                     | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Short            | EC               | CORP              | IT        |     -412715 | NS      | $-95647.50    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-693.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    45400000 | PA      | $195250.53    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell plc                                                        | Shell plc                                                              | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |       36385 | NS      | $1025722.90   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                     | Lennar Corp., Class A                                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |        4440 | NS      | $401820.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2860.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $283.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yakult Honsha Co. Ltd.                                           | Yakult Honsha Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 353800YJPSPGG7KI0S71       | Short            | EC               | CORP              | JP        |       -4800 | NS      | $-312468.45   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $40985.81     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rubis SCA                                                        | Rubis SCA                                                              | CUSIP: N/A<br>LEI: 969500MGFIKUGLTC9742       | Long             | EC               | CORP              | FR        |        7747 | NS      | $203995.07    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6992.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3410.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kuraray Co. Ltd.                                                 | Kuraray Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 549300W9JPTOE739QZ31       | Long             | EC               | CORP              | JP        |        8000 | NS      | $64028.19     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-790.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| World Wrestling Entertainment, Inc.                              | World Wrestling Entertainment, Inc., Class A                           | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |         796 | NS      | $54541.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3960.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-60084.43    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                   | Wyndham Hotels & Resorts, Inc.                                         | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |        2029 | NS      | $144687.99    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems, Inc.                                            | Bentley Systems, Inc., Class B                                         | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Short            | EC               | CORP              | US        |        -700 | NS      | $-25872.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co.                                                      | Kellogg Co.                                                            | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Short            | EC               | CORP              | US        |       -4269 | NS      | $-304123.56   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $22204.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Driven Brands Holdings, Inc.                                     | Driven Brands Holdings, Inc.                                           | CUSIP: 26210V102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1998 | NS      | $-54565.38    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-63.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sabre Corp.                                                      | Sabre Corp.                                                            | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Short            | EC               | CORP              | US        |      -33712 | NS      | $-208340.16   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                                                | Tyson Foods, Inc., Class A                                             | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       10547 | NS      | $656550.75    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.                                  | MSC Industrial Direct Co., Inc., Class A                               | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |        1395 | NS      | $113971.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health, Inc.                                             | Teladoc Health, Inc.                                                   | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Short            | EC               | CORP              | US        |        -876 | NS      | $-20717.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $31258.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Haseko Corp.                                                     | Haseko Corp.                                                           | CUSIP: N/A<br>LEI: 529900EH7TSG348O4045       | Long             | EC               | CORP              | JP        |       12300 | NS      | $137382.98    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2095.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                                        | Akamai Technologies, Inc.                                              | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |        2961 | NS      | $249612.30    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-813.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kesko OYJ                                                        | Kesko OYJ, Class B                                                     | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Long             | EC               | CORP              | FI        |       10731 | NS      | $237114.34    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                                  | Nippon Yusen KK                                                        | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |       12000 | NS      | $282967.75    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2.72        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TUI AG                                                           | TUI AG                                                                 | CUSIP: N/A<br>LEI: 529900SL2WSPV293B552       | Long             | EC               | CORP              | DE        |      106800 | NS      | $171262.92    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                       | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Short            | EC               | CORP              | US        |       -5431 | NS      | $-1034551.19  | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1028.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Steel & Aluminum Co.                                    | Reliance Steel & Aluminum Co.                                          | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |        1161 | NS      | $235032.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                                     | Vistra Corp.                                                           | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |        7397 | NS      | $171610.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1702.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6900.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines Group, Inc.                                    | American Airlines Group, Inc.                                          | CUSIP: 02376R102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -35978 | NS      | $-457640.16   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding, Inc.                                       | Ceridian HCM Holding, Inc.                                             | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Short            | EC               | CORP              | US        |       -4807 | NS      | $-308369.05   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5698.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Long Gilt                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          21 | NC      | $-98668.69    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos., Inc. (The)                                          | Cooper Cos., Inc. (The)                                                | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |         355 | NS      | $117387.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill.com Holdings, Inc.                                          | Bill.com Holdings, Inc.                                                | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Short            | EC               | CORP              | US        |       -3212 | NS      | $-349979.52   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2140.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Integra LifeSciences Holdings Corp.                              | Integra LifeSciences Holdings Corp.                                    | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |        3537 | NS      | $198319.59    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $14226.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corp.                                                      | Aisin Corp.                                                            | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |       10100 | NS      | $267801.36    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3455.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                         | Svenska Handelsbanken AB, Class A                                      | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Short            | EC               | CORP              | SE        |      -14060 | NS      | $-141556.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Galapagos NV                                                     | Galapagos NV                                                           | CUSIP: N/A<br>LEI: 549300QKJ78IY0IOV655       | Short            | EC               | CORP              | BE        |       -1757 | NS      | $-77977.88    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Nikon Corp.                                                      | Nikon Corp.                                                            | CUSIP: 654111103<br>LEI: 549300X7LIS9RFELXJ98 | Long             | EC               | CORP              | JP        |       18900 | NS      | $167127.58    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-309.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-286.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Five9, Inc.                                                      | Five9, Inc.                                                            | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Short            | EC               | CORP              | US        |       -4367 | NS      | $-296344.62   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Etablissements Franz Colruyt NV                                  | Etablissements Franz Colruyt NV                                        | CUSIP: N/A<br>LEI: 5493000O0NZ1BCXO8K39       | Long             | EC               | CORP              | BE        |       10638 | NS      | $242961.66    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corp.                                                   | Marubeni Corp.                                                         | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |       63300 | NS      | $725161.56    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp.                                                        | CSX Corp.                                                              | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Short            | EC               | CORP              | US        |       -8159 | NS      | $-252765.82   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                           | Keurig Dr Pepper, Inc.                                                 | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Short            | EC               | CORP              | US        |       -4609 | NS      | $-164356.94   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                                          | Micron Technology, Inc.                                                | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |        9511 | NS      | $475359.78    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI, Inc.                                                        | CGI, Inc.                                                              | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |        2207 | NS      | $190235.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp.                                                   | Westlake Corp.                                                         | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |        4206 | NS      | $431283.24    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                                 | ABN AMRO Bank NV                                                       | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |       44309 | NS      | $613589.94    | 0.38%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $132.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                  | Advanced Drainage Systems, Inc.                                        | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Short            | EC               | CORP              | US        |       -2146 | NS      | $-175907.62   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA                                               | Cellnex Telecom SA                                                     | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Short            | EC               | CORP              | ES        |      -19493 | NS      | $-646607.23   | -0.40%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Lawson, Inc.                                                     | Lawson, Inc.                                                           | CUSIP: N/A<br>LEI: 529900IWO8XQO92PR233       | Long             | EC               | CORP              | JP        |        3900 | NS      | $149099.12    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Trimble, Inc.                                                    | Trimble, Inc.                                                          | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Short            | EC               | CORP              | US        |       -2459 | NS      | $-124327.04   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Suntory Beverage & Food Ltd.                                     | Suntory Beverage & Food Ltd.                                           | CUSIP: N/A<br>LEI: 549300FONLMVK7YYYH41       | Long             | EC               | CORP              | JP        |        5300 | NS      | $180476.66    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd.                                          | Singapore Airlines Ltd.                                                | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |       92900 | NS      | $383572.02    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA                   | ACS Actividades de Construccion y Servicios SA                         | CUSIP: N/A<br>LEI: 95980020140005558665       | Short            | EC               | CORP              | ES        |       -2560 | NS      | $-73250.77    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                               | Banco Bilbao Vizcaya Argentaria SA                                     | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |      101181 | NS      | $609440.35    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $120.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Life Financial, Inc.                                         | Sun Life Financial, Inc.                                               | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |        5099 | NS      | $236685.49    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                    | Alnylam Pharmaceuticals, Inc.                                          | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Short            | EC               | CORP              | US        |       -1157 | NS      | $-274961.05   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement SA                                          | Veolia Environnement SA                                                | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |        2459 | NS      | $63182.62     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1096.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                   | Lonza Group AG (Registered)                                            | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Short            | EC               | CORP              | CH        |        -326 | NS      | $-160025.39   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-195.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Xero Ltd.                                                        | Xero Ltd.                                                              | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Short            | EC               | CORP              | NZ        |       -2226 | NS      | $-106144.28   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -1 | NC      | $2196.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Estate Co. Ltd.                                       | Mitsubishi Estate Co. Ltd.                                             | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Short            | EC               | CORP              | JP        |      -27000 | NS      | $-349746.59   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| ICU Medical, Inc.                                                | ICU Medical, Inc.                                                      | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Short            | EC               | CORP              | US        |       -1389 | NS      | $-218739.72   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OMXS30 Index                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -59 | NC      | $46303.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $561.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp.                                                  | Advantest Corp.                                                        | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Short            | EC               | CORP              | JP        |       -4600 | NS      | $-294623.52   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | FTSE 100 Index                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          29 | NC      | $1948.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-806.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $40270.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Organon & Co.                                                    | Organon & Co.                                                          | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |        4199 | NS      | $117278.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings, Inc.                                      | Tokio Marine Holdings, Inc.                                            | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |        3800 | NS      | $81177.10     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1214.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                    | CUSIP: 912796X95<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      226000 | PA      | $225954.36    | 0.14%             | 2023-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                          | BASF SE                                                                | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |        7859 | NS      | $386966.45    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           2 | NC      | $6752.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                                           | Costco Wholesale Corp.                                                 | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Short            | EC               | CORP              | US        |       -1464 | NS      | $-668316.00   | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1111.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T. Rowe Price Group, Inc.                                        | T. Rowe Price Group, Inc.                                              | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |         936 | NS      | $102080.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-653.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                                    | Viatris, Inc.                                                          | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |       38182 | NS      | $424965.66    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar, Inc.                                                | First Solar, Inc.                                                      | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Short            | EC               | CORP              | US        |       -2934 | NS      | $-439483.86   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                                     | Ameren Corp.                                                           | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        2319 | NS      | $206205.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-63.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pan American Silver Corp.                                        | Pan American Silver Corp.                                              | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Short            | EC               | CORP              | CA        |       -9312 | NS      | $-151990.55   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Maravai LifeSciences Holdings, Inc.                              | Maravai LifeSciences Holdings, Inc., Class A                           | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14883 | NS      | $212975.73    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Arkema SA                                                        | Arkema SA                                                              | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |        1747 | NS      | $157133.76    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury Long Bond                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -7 | NC      | $6504.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental, Inc.                                          | GFL Environmental, Inc.                                                | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Short            | EC               | CORP              | CA        |       -9271 | NS      | $-270735.11   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-110143.99   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd.                                                  | Wesfarmers Ltd.                                                        | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Short            | EC               | CORP              | AU        |       -5416 | NS      | $-168910.43   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Trex Co., Inc.                                                   | Trex Co., Inc.                                                         | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2266 | NS      | $95919.78     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.                         | Science Applications International Corp.                               | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |        1529 | NS      | $169611.97    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                                              | Coca-Cola Co. (The)                                                    | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |        4032 | NS      | $256475.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp.                                                 | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Short            | EC               | CORP              | US        |       -4814 | NS      | $-207146.42   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10295.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3382.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8107.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                                     | Carrefour SA                                                           | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |       19249 | NS      | $321957.88    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Proximus SADP                                                    | Proximus SADP                                                          | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | EC               | CORP              | BE        |       42786 | NS      | $413092.86    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Datadog, Inc.                                                    | Datadog, Inc., Class A                                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Short            | EC               | CORP              | US        |       -1919 | NS      | $-141046.50   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Smartsheet, Inc.                                                 | Smartsheet, Inc., Class A                                              | CUSIP: 83200N103<br>LEI: 549300N9WF42OK9VL589 | Short            | EC               | CORP              | US        |       -1183 | NS      | $-46562.88    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3.99         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reynolds Consumer Products, Inc.                                 | Reynolds Consumer Products, Inc.                                       | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3571 | NS      | $107058.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Euro-Buxl                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          -6 | NC      | $121190.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3320.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                                       | Genmab A/S                                                             | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |         238 | NS      | $100625.16    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2808.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $420.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO Payment Gateway, Inc.                                        | GMO Payment Gateway, Inc.                                              | CUSIP: N/A<br>LEI: 353800Q6U21E2PM83F86       | Short            | EC               | CORP              | JP        |       -2800 | NS      | $-231557.22   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Electric Co. Ltd.                                           | Fuji Electric Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 5299000HVNGZZTYYM906       | Long             | EC               | CORP              | JP        |       12100 | NS      | $456645.29    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $524.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Janus Henderson Group plc                                        | Janus Henderson Group plc                                              | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |        5207 | NS      | $122468.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4494.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $-1604.02     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7072.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings, Inc.                                 | SS&C Technologies Holdings, Inc.                                       | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |        1661 | NS      | $86471.66     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                                      | L3Harris Technologies, Inc.                                            | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |         340 | NS      | $70791.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Suisan Kaisha Ltd.                                          | Toyo Suisan Kaisha Ltd.                                                | CUSIP: 892306101<br>LEI: N/A                  | Short            | EC               | CORP              | JP        |       -1900 | NS      | $-73199.34    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Renewable Corp.                                       | Brookfield Renewable Corp.                                             | CUSIP: 11284V105<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |       -1579 | NS      | $-43463.32    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA, Inc.                                                 | Altice USA, Inc., Class A                                              | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |       94075 | NS      | $432745.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp.                                               | Hyatt Hotels Corp., Class A                                            | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Short            | EC               | CORP              | US        |        -786 | NS      | $-71093.70    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6871.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1257.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-612.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Forestry Co. Ltd.                                       | Sumitomo Forestry Co. Ltd.                                             | CUSIP: N/A<br>LEI: 549300FIIRGO6D5FWR19       | Long             | EC               | CORP              | JP        |       13300 | NS      | $235053.78    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $100.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Ltd.                                        | Wilmar International Ltd.                                              | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Long             | EC               | CORP              | SG        |       99000 | NS      | $308422.26    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                              | Take-Two Interactive Software, Inc.                                    | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Short            | EC               | CORP              | US        |       -2030 | NS      | $-211383.90   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Euro-Bund                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         243 | NC      | $-1982208.70  | -1.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp.                                                       | Olin Corp.                                                             | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |        8114 | NS      | $429555.16    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                                          | Daiichi Sankyo Co. Ltd.                                                | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Short            | EC               | CORP              | JP        |      -18600 | NS      | $-598672.44   | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $-2826.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp.                                                   | AppLovin Corp., Class A                                                | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       28527 | NS      | $300389.31    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy, Inc.                                             | Coterra Energy, Inc.                                                   | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |        8919 | NS      | $219139.83    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                                                | Bureau Veritas SA                                                      | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Short            | EC               | CORP              | FR        |       -3873 | NS      | $-102069.03   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6733.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8072.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     2462851 | PA      | $7135.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neste OYJ                                                        | Neste OYJ                                                              | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Short            | EC               | CORP              | FI        |       -6180 | NS      | $-285003.00   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                                     | Japan Post Holdings Co. Ltd.                                           | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |       48300 | NS      | $406394.13    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1554.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -2 | NC      | $1743.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1862.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $542.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -2 | NC      | $-2966.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                 | Terna - Rete Elettrica Nazionale                                       | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Short            | EC               | CORP              | IT        |      -60721 | NS      | $-448436.79   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems, Inc.                                   | Monolithic Power Systems, Inc.                                         | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Short            | EC               | CORP              | US        |        -457 | NS      | $-161599.77   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| XPO, Inc.                                                        | XPO, Inc.                                                              | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |        6542 | NS      | $217783.18    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp.                              | WillScot Mobile Mini Holdings Corp.                                    | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |        1494 | NS      | $67483.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.                                    | Penske Automotive Group, Inc.                                          | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |        4476 | NS      | $514426.68    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| easyJet plc                                                      | easyJet plc                                                            | CUSIP: N/A<br>LEI: 2138001S47XKWIB7TH90       | Short            | EC               | CORP              | GB        |      -12721 | NS      | $-49899.86    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores, Inc.                                                | Ross Stores, Inc.                                                      | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Short            | EC               | CORP              | US        |       -1699 | NS      | $-197202.93   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Prudential plc                                                   | Prudential plc                                                         | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Short            | EC               | CORP              | GB        |      -47379 | NS      | $-646026.64   | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Shinko Electric Industries Co. Ltd.                              | Shinko Electric Industries Co. Ltd.                                    | CUSIP: N/A<br>LEI: 549300627MZ4832XWF51       | Long             | EC               | CORP              | JP        |        9000 | NS      | $229053.41    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Buzzi Unicem SpA                                                 | Buzzi Unicem SpA                                                       | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |        3573 | NS      | $68852.18     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                             | Macquarie Group Ltd.                                                   | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Short            | EC               | CORP              | AU        |       -2090 | NS      | $-235936.84   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                             | Dassault Systemes SE                                                   | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Short            | EC               | CORP              | FR        |      -23121 | NS      | $-831423.51   | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                     | CaixaBank SA                                                           | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Short            | EC               | CORP              | ES        |      -62887 | NS      | $-246566.93   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Silver                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |           6 | NC      | $75824.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                                       | Ameriprise Financial, Inc.                                             | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |         729 | NS      | $226988.73    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                                            | Thor Industries, Inc.                                                  | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |        2593 | NS      | $195745.57    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -1 | NC      | $643.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1005.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1703.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1283.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $453.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                                      | Xylem, Inc.                                                            | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Short            | EC               | CORP              | US        |       -1290 | NS      | $-142635.30   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9645.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                                       | Geberit AG (Registered)                                                | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |         489 | NS      | $230847.38    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $-6188.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1178.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $-4807.35     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-479.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4676.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabot Corp.                                                      | Cabot Corp.                                                            | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Short            | EC               | CORP              | US        |       -1713 | NS      | $-114496.92   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5167.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TFI International, Inc.                                          | TFI International, Inc.                                                | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |        3445 | NS      | $345034.31    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Galenica AG                                                      | Galenica AG                                                            | CUSIP: N/A<br>LEI: 506700W4772BD8016Z20       | Short            | EC               | CORP              | CH        |        -651 | NS      | $-53115.31    | -0.03%            |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-144.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                  | Nordstrom, Inc.                                                        | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |        8463 | NS      | $136592.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Electric Co. Ltd.                                        | Stanley Electric Co. Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        5600 | NS      | $105916.99    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2515.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-520.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Planet Fitness, Inc.                                             | Planet Fitness, Inc., Class A                                          | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Short            | EC               | CORP              | US        |       -4309 | NS      | $-339549.20   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9535.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $1315.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                                              | General Mills, Inc.                                                    | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Short            | EC               | CORP              | US        |       -1750 | NS      | $-146737.50   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp.                                         | Manulife Financial Corp.                                               | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |       25007 | NS      | $446025.89    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $82.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9506.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-35687.49    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-204.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $316.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA Holdings, Inc.                                             | IQVIA Holdings, Inc.                                                   | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        1111 | NS      | $227632.79    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Aalberts NV                                                      | Aalberts NV                                                            | CUSIP: N/A<br>LEI: 549300EMP9DT6Q35HZ31       | Long             | EC               | CORP              | NL        |        1693 | NS      | $65946.31     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dow, Inc.                                                        | Dow, Inc.                                                              | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |        8669 | NS      | $436830.91    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                       | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |        2144 | NS      | $194226.77    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1490.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Nikkei 225 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |          -2 | NC      | $14476.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co. (The)                                       | Procter & Gamble Co. (The)                                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        3180 | NS      | $481960.80    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IBEX 35 Index                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |          35 | NC      | $-3265.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5142.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co. Ltd.                                          | Fast Retailing Co. Ltd.                                                | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Short            | EC               | CORP              | JP        |        -900 | NS      | $-547680.20   | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                                  | CME Group, Inc.                                                        | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Short            | EC               | CORP              | US        |       -4277 | NS      | $-719220.32   | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $31257.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Frasers Group plc                                                | Frasers Group plc                                                      | CUSIP: N/A<br>LEI: 213800JEGHHEAXIJDX34       | Short            | EC               | CORP              | GB        |       -2878 | NS      | $-24673.92    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                    | CUSIP: 912796ZG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      230000 | PA      | $225713.87    | 0.14%             | 2023-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                    | UniCredit SpA                                                          | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |       36491 | NS      | $517791.35    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                            | Nissan Motor Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Short            | EC               | CORP              | JP        |      -90100 | NS      | $-281961.13   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| TOMRA Systems ASA                                                | TOMRA Systems ASA                                                      | CUSIP: N/A<br>LEI: 549300J726JCFJU3VT89       | Short            | EC               | CORP              | NO        |       -2665 | NS      | $-44948.58    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2944.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ResMed, Inc.                                                     | ResMed, Inc.                                                           | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Short            | EC               | CORP              | US        |       -1499 | NS      | $-311986.87   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16745.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Valmet OYJ                                                       | Valmet OYJ                                                             | CUSIP: N/A<br>LEI: 213800D9O7FUQDH83V62       | Short            | EC               | CORP              | FI        |       -2848 | NS      | $-76880.90    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 90-Day Australian Bank Bill                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         -12 | NC      | $-1041.07     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6.77        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                       | Agilent Technologies, Inc.                                             | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        1276 | NS      | $190953.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $864.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenaris SA                                                       | Tenaris SA                                                             | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |       12174 | NS      | $213504.13    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1324.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2150.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACI Worldwide, Inc.                                              | ACI Worldwide, Inc.                                                    | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |        9362 | NS      | $215326.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co. plc                                                  | Perrigo Co. plc                                                        | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Short            | EC               | CORP              | IE        |       -5070 | NS      | $-172836.30   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4334.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                             | Emerson Electric Co.                                                   | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Short            | EC               | CORP              | US        |       -4513 | NS      | $-433518.78   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2157.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Penn Entertainment, Inc.                                         | Penn Entertainment, Inc.                                               | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1782 | NS      | $52925.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                                  | Automatic Data Processing, Inc.                                        | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Short            | EC               | CORP              | US        |       -1171 | NS      | $-279705.06   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10033.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                       | Constellation Brands, Inc., Class A                                    | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Short            | EC               | CORP              | US        |       -1306 | NS      | $-302665.50   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Signify NV                                                       | Signify NV                                                             | CUSIP: N/A<br>LEI: 549300072P3J1X8NZO35       | Long             | EC               | CORP              | NL        |       12323 | NS      | $414823.62    | 0.26%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bank OZK                                                         | Bank OZK                                                               | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Short            | EC               | CORP              | US        |        -606 | NS      | $-24276.36    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Paint Holdings Co. Ltd.                                   | Nippon Paint Holdings Co. Ltd.                                         | CUSIP: N/A<br>LEI: 529900RYRJUN78A7PL87       | Short            | EC               | CORP              | JP        |      -49000 | NS      | $-384850.77   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | MSCI Emerging Markets E-Mini Index                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -6 | NC      | $3018.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp.                                                  | ChampionX Corp.                                                        | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |       14684 | NS      | $425689.16    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12392.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $2984.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments, Inc.                                            | Global Payments, Inc.                                                  | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |         570 | NS      | $56612.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2912.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yamato Holdings Co. Ltd.                                         | Yamato Holdings Co. Ltd.                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |       -6600 | NS      | $-104585.29   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                           | Standard Chartered plc                                                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |       48958 | NS      | $365154.16    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $396.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2944.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Belden, Inc.                                                     | Belden, Inc.                                                           | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |        2015 | NS      | $144878.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-265.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-83.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9353.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Leggett & Platt, Inc.                                            | Leggett & Platt, Inc.                                                  | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Short            | EC               | CORP              | US        |       -6065 | NS      | $-195474.95   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $718.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-128045.51   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $637.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4893.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2098.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5246.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -5 | NC      | $-29455.78    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    11300000 | PA      | $-69090.18    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-53.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3218.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Secom Co. Ltd.                                                   | Secom Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |        1300 | NS      | $74175.20     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-963.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11177.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1415.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Peloton Interactive, Inc.                                        | Peloton Interactive, Inc., Class A                                     | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Short            | EC               | CORP              | US        |      -29536 | NS      | $-234515.84   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-56770.53    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Helen of Troy Ltd.                                               | Helen of Troy Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | BM        |       -2897 | NS      | $-321306.27   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| CTS Eventim AG & Co. KGaA                                        | CTS Eventim AG & Co. KGaA                                              | CUSIP: N/A<br>LEI: 529900FDHSN08UBJII80       | Short            | EC               | CORP              | DE        |       -3639 | NS      | $-231000.00   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Valley National Bancorp                                          | Valley National Bancorp                                                | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Short            | EC               | CORP              | US        |       -5340 | NS      | $-60395.40    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5507.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                      | Dick's Sporting Goods, Inc.                                            | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |        3927 | NS      | $472378.83    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                                      | Apple, Inc.                                                            | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Short            | EC               | CORP              | US        |       -1461 | NS      | $-189827.73   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1169.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15165.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group plc (The)                                             | Sage Group plc (The)                                                   | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Short            | EC               | CORP              | GB        |       -5698 | NS      | $-51308.81    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corp.                                                   | Obayashi Corp.                                                         | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |       13300 | NS      | $100462.77    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| First American Financial Corp.                                   | First American Financial Corp.                                         | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |        7006 | NS      | $366694.04    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3958.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    48600000 | PA      | $132949.44    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $23504.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma, Inc.                                            | Astellas Pharma, Inc.                                                  | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |        2000 | NS      | $30411.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11177.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                        | Logitech International SA (Registered)                                 | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Short            | EC               | CORP              | CH        |       -3196 | NS      | $-198182.24   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Boston Beer Co., Inc. (The)                                      | Boston Beer Co., Inc. (The), Class A                                   | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |         568 | NS      | $187167.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                                                  | BlackRock, Inc.                                                        | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Short            | EC               | CORP              | US        |        -927 | NS      | $-656900.01   | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications, Inc.                                     | Iridium Communications, Inc.                                           | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Short            | EC               | CORP              | US        |       -6973 | NS      | $-358412.20   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Azimut Holding SpA                                               | Azimut Holding SpA                                                     | CUSIP: N/A<br>LEI: 81560025690EF8540635       | Long             | EC               | CORP              | IT        |        4636 | NS      | $103734.23    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $62.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-950.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $382.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hubbell, Inc.                                                    | Hubbell, Inc.                                                          | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        1300 | NS      | $305084.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.                                      | Huntington Bancshares, Inc.                                            | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Short            | EC               | CORP              | US        |       -9279 | NS      | $-130833.90   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                                           | Trane Technologies plc                                                 | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Short            | EC               | CORP              | IE        |       -2004 | NS      | $-336852.36   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv plc                                                        | Aptiv plc                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JE        |       -3494 | NS      | $-325396.22   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-183.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd.                                              | Tokyo Electron Ltd.                                                    | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Short            | EC               | CORP              | JP        |       -1300 | NS      | $-381977.35   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $6378.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp.                                                    | Nordson Corp.                                                          | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |         576 | NS      | $136926.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $493.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                              | MTU Aero Engines AG                                                    | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Short            | EC               | CORP              | DE        |        -374 | NS      | $-80460.60    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                    | MetLife, Inc.                                                          | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |        4665 | NS      | $337606.05    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp.                                               | Kinross Gold Corp.                                                     | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Short            | EC               | CORP              | CA        |      -15149 | NS      | $-61759.59    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Illumina, Inc.                                                   | Illumina, Inc.                                                         | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Short            | EC               | CORP              | US        |       -2385 | NS      | $-482247.00   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc.                                            | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Short            | EC               | CORP              | US        |       -3381 | NS      | $-140649.60   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-192.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JSR Corp.                                                        | JSR Corp.                                                              | CUSIP: N/A<br>LEI: 353800TL8FC0AWR22506       | Short            | EC               | CORP              | JP        |      -27900 | NS      | $-546317.40   | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                                             | Domino's Pizza, Inc.                                                   | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Short            | EC               | CORP              | US        |         -68 | NS      | $-23555.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11062.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NY Harbor ULSD                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |           1 | NC      | $11050.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17626.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1332.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Union Co. (The)                                          | Western Union Co. (The)                                                | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |       21888 | NS      | $301397.76    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                                 | ArcelorMittal SA                                                       | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |       35245 | NS      | $929839.06    | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Freshpet, Inc.                                                   | Freshpet, Inc.                                                         | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Short            | EC               | CORP              | US        |       -8202 | NS      | $-432819.54   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp.                                               | Toyota Motor Corp.                                                     | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Short            | EC               | CORP              | JP        |      -80300 | NS      | $-1095496.40  | -0.68%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -4 | NC      | $1997.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1321.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aritzia, Inc.                                                    | Aritzia, Inc.                                                          | CUSIP: 04045U102<br>LEI: 549300U83HKFRL1EX527 | Short            | EC               | CORP              | CA        |       -4454 | NS      | $-155758.42   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $106.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                     | Verizon Communications, Inc.                                           | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |        6306 | NS      | $248456.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-183.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                               | Poste Italiane SpA                                                     | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |       22703 | NS      | $221501.22    | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                        | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |         852 | NS      | $292559.76    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $433.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10294.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2100000 | PA      | $7675.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $729.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp.                                       | Edwards Lifesciences Corp.                                             | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Short            | EC               | CORP              | US        |        -664 | NS      | $-49541.04    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Confluent, Inc.                                                  | Confluent, Inc., Class A                                               | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Short            | EC               | CORP              | US        |      -11381 | NS      | $-253113.44   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                                        | MGM Resorts International                                              | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |        5484 | NS      | $183878.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                                       | Prudential Financial, Inc.                                             | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Short            | EC               | CORP              | US        |       -3129 | NS      | $-311210.34   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-0.75        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-127.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3641.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Ltd.                                    | Canadian Pacific Railway Ltd.                                          | CUSIP: 13645T100<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |       -3835 | NS      | $-285925.59   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10034.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $730.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                     | Cie Generale des Etablissements Michelin SCA                           | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Short            | EC               | CORP              | FR        |       -7807 | NS      | $-217481.97   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $75.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Red Electrica Corp. SA                                           | Red Electrica Corp. SA                                                 | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | EC               | CORP              | ES        |       13319 | NS      | $231593.09    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Franklin Resources, Inc.                                         | Franklin Resources, Inc.                                               | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       13769 | NS      | $363226.22    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                                                 | Baker Hughes Co.                                                       | CUSIP: 05722G100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6444 | NS      | $-190291.32   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $144.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MonotaRO Co. Ltd.                                                | MonotaRO Co. Ltd.                                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -23800 | NS      | $-335244.07   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-17291.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11300.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4479.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1669.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9510.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13654.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                 | AutoNation, Inc.                                                       | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5298 | NS      | $568475.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     2690925 | PA      | $-60236.54    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                     | Humana, Inc.                                                           | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |         495 | NS      | $253534.05    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     1321011 | PA      | $89972.11     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1104.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                  | Principal Financial Group, Inc.                                        | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |        4136 | NS      | $347093.12    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp. plc                                       | Gates Industrial Corp. plc                                             | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |       13084 | NS      | $149288.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ritchie Bros Auctioneers, Inc.                                   | Ritchie Bros Auctioneers, Inc.                                         | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Short            | EC               | CORP              | CA        |       -1505 | NS      | $-86932.09    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| TDK Corp.                                                        | TDK Corp.                                                              | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |        9400 | NS      | $305815.81    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3217.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Funds - Treasury Instruments Fund | Goldman Sachs Financial Square Funds - Treasury Instruments Fund       | CUSIP: 38142B500<br>LEI: 549300DAH6N80PM31E83 | Long             | STIV             | RF                | US        |     4823539 | NS      | $4823538.59   | 2.99%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2326.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                      | Amgen, Inc.                                                            | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        2040 | NS      | $535785.60    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SET50 Index                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | TH        |         180 | NC      | $21035.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $103.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd.                          | Singapore Technologies Engineering Ltd.                                | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Short            | EC               | CORP              | SG        |     -121900 | NS      | $-305032.25   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10217.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co. Ltd.                                         | Otsuka Holdings Co. Ltd.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        4700 | NS      | $153279.88    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                                      | Telenor ASA                                                            | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Short            | EC               | CORP              | NO        |      -25849 | NS      | $-241506.60   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1016.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                    | Paychex, Inc.                                                          | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |         740 | NS      | $85514.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1578.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1492.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                                             | ASM International NV                                                   | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Short            | EC               | CORP              | NL        |        -568 | NS      | $-144121.31   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                       | ORIX Corp.                                                             | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |       20200 | NS      | $323334.41    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co. Ltd.                                                 | Daifuku Co. Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |       -2400 | NS      | $-111873.99   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                | Algonquin Power & Utilities Corp.                                      | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Short            | EC               | CORP              | CA        |      -22924 | NS      | $-149327.68   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Textron, Inc.                                                    | Textron, Inc.                                                          | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       13250 | NS      | $938100.00    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Brent Crude Oil                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          37 | NC      | $173858.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc.                                                | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Short            | EC               | CORP              | US        |      -27168 | NS      | $-671864.64   | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3837.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valmont Industries, Inc.                                         | Valmont Industries, Inc.                                               | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Short            | EC               | CORP              | US        |        -367 | NS      | $-121355.89   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-75.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $4928.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics, Inc.                                          | Quest Diagnostics, Inc.                                                | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        1112 | NS      | $173961.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          -6 | NC      | $8287.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecan Group AG                                                   | Tecan Group AG (Registered)                                            | CUSIP: N/A<br>LEI: 529900CSN9R3BLETSL26       | Short            | EC               | CORP              | CH        |         -55 | NS      | $-24620.27    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8566.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                                        | Molson Coors Beverage Co., Class B                                     | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |        9550 | NS      | $492016.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                                             | PPG Industries, Inc.                                                   | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Short            | EC               | CORP              | US        |       -1198 | NS      | $-150636.52   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| WSP Global, Inc.                                                 | WSP Global, Inc.                                                       | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Short            | EC               | CORP              | CA        |       -3397 | NS      | $-394117.23   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co.                                    | Graphic Packaging Holding Co.                                          | CUSIP: 388689101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1453 | NS      | $-32329.25    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-223.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-336.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp.                                            | Deckers Outdoor Corp.                                                  | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Short            | EC               | CORP              | US        |        -459 | NS      | $-183214.44   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $703.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10381.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GATX Corp.                                                       | GATX Corp.                                                             | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Short            | EC               | CORP              | US        |       -1532 | NS      | $-162912.88   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON EXPRESS HOLDINGS, Inc.                                    | NIPPON EXPRESS HOLDINGS, Inc.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        3700 | NS      | $211305.07    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Kintetsu Group Holdings Co. Ltd.                                 | Kintetsu Group Holdings Co. Ltd.                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |       -9500 | NS      | $-313654.65   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| DXC Technology Co.                                               | DXC Technology Co.                                                     | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |       17467 | NS      | $462875.50    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1032.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                    | CUSIP: 912796XT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      495000 | PA      | $493429.47    | 0.31%             | 2023-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $87.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5166.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $327.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1976.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries Holdings, Inc.                                     | CF Industries Holdings, Inc.                                           | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        3576 | NS      | $304675.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-129.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1699.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                      | Avnet, Inc.                                                            | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |        8648 | NS      | $359583.84    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6898.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp.                                                      | Inpex Corp.                                                            | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |       47600 | NS      | $511482.07    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Water, Inc.                                                  | Air Water, Inc.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        9800 | NS      | $113782.59    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co., Inc.                                   | Chubu Electric Power Co., Inc.                                         | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Short            | EC               | CORP              | JP        |       -6300 | NS      | $-65145.08    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-964.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-80.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1822.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                                     | Evergy, Inc.                                                           | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |        2808 | NS      | $176707.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $-2877.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto plc                                                    | Rio Tinto plc                                                          | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |        2402 | NS      | $169062.47    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | S&P/TSX 60 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |           5 | NC      | $-4587.89     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BKW AG                                                           | BKW AG                                                                 | CUSIP: N/A<br>LEI: 549300IE30SKTUO98Q38       | Long             | EC               | CORP              | CH        |         498 | NS      | $68137.87     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $27153.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp.                                                       | Hoya Corp.                                                             | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Short            | EC               | CORP              | JP        |       -4200 | NS      | $-402270.05   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $212.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                             | Kimberly-Clark Corp.                                                   | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |        4935 | NS      | $669926.25    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6.78        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-113.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15166.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18809.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-57.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                      | Marsh & McLennan Cos., Inc.                                            | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Short            | EC               | CORP              | US        |       -3795 | NS      | $-627996.60   | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| BioMerieux                                                       | BioMerieux                                                             | CUSIP: N/A<br>LEI: 549300AK8Y0LBIQ4T071       | Short            | EC               | CORP              | FR        |       -1559 | NS      | $-163794.16   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                  | Eli Lilly & Co.                                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Short            | EC               | CORP              | US        |       -2016 | NS      | $-737533.44   | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                                                 | AptarGroup, Inc.                                                       | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Short            | EC               | CORP              | US        |       -1158 | NS      | $-127356.84   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Group Ltd.                                             | Endeavour Group Ltd.                                                   | CUSIP: N/A<br>LEI: 254900JAN9FOLMWAD533       | Short            | EC               | CORP              | AU        |      -31426 | NS      | $-136763.51   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7973.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          -6 | NC      | $8497.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New Fortress Energy, Inc.                                        | New Fortress Energy, Inc.                                              | CUSIP: 644393100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3664 | NS      | $-155426.88   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $400.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tabcorp Holdings Ltd.                                            | Tabcorp Holdings Ltd.                                                  | CUSIP: N/A<br>LEI: 213800OCCFUN67NEY278       | Long             | EC               | CORP              | AU        |       29182 | NS      | $21249.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Avantor, Inc.                                                    | Avantor, Inc.                                                          | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7568 | NS      | $159609.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3452.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UiPath, Inc.                                                     | UiPath, Inc., Class A                                                  | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Short            | EC               | CORP              | US        |      -15751 | NS      | $-200195.21   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care, Inc.                                       | Tandem Diabetes Care, Inc.                                             | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Short            | EC               | CORP              | US        |       -5495 | NS      | $-247000.25   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Graco, Inc.                                                      | Graco, Inc.                                                            | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |        1942 | NS      | $130618.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrica plc                                                     | Centrica plc                                                           | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |       69462 | NS      | $80788.62     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiyo Yuden Co. Ltd.                                             | Taiyo Yuden Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 353800V9G3X5PLB9AD43       | Long             | EC               | CORP              | JP        |        3700 | NS      | $106601.58    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Simpson Manufacturing Co., Inc.                                  | Simpson Manufacturing Co., Inc.                                        | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Short            | EC               | CORP              | US        |       -1543 | NS      | $-136802.38   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NASDAQ 100 E-Mini Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -2 | NC      | $10725.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toshiba Corp.                                                    | Toshiba Corp.                                                          | CUSIP: N/A<br>LEI: 549300LBHTST91VKHO68       | Short            | EC               | CORP              | JP        |       -9800 | NS      | $-340543.21   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                      | Equinor ASA                                                            | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |       16540 | NS      | $594452.17    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SGX NIFTY 50 Index                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         -35 | NC      | $-11788.55    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $-18734.70    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-19.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Murphy USA, Inc.                                                 | Murphy USA, Inc.                                                       | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |        2685 | NS      | $750564.90    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Sohgo Security Services Co. Ltd.                                 | Sohgo Security Services Co. Ltd.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        7200 | NS      | $196025.25    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Australia 3 Year Bond                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         -54 | NC      | $46524.01     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $165.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3485.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1171.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Papa John's International, Inc.                                  | Papa John's International, Inc.                                        | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Short            | EC               | CORP              | US        |        -897 | NS      | $-73832.07    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Innergex Renewable Energy, Inc.                                  | Innergex Renewable Energy, Inc.                                        | CUSIP: 45790B104<br>LEI: 549300EORYEC4J59SU80 | Short            | EC               | CORP              | CA        |      -17270 | NS      | $-206627.77   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Nibe Industrier AB                                               | Nibe Industrier AB, Class B                                            | CUSIP: N/A<br>LEI: 549300ZQH0FIF1P0MX67       | Short            | EC               | CORP              | SE        |      -34002 | NS      | $-317367.24   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Webster Financial Corp.                                          | Webster Financial Corp.                                                | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Short            | EC               | CORP              | US        |       -5582 | NS      | $-264251.88   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                              | Bank of New York Mellon Corp. (The)                                    | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |        8992 | NS      | $409315.84    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp.                                                | W R Berkley Corp.                                                      | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Short            | EC               | CORP              | US        |       -3087 | NS      | $-224023.59   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| St James's Place plc                                             | St James's Place plc                                                   | CUSIP: N/A<br>LEI: 213800M993ICXOMBCP87       | Short            | EC               | CORP              | GB        |      -14348 | NS      | $-189011.46   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Santos Ltd.                                                      | Santos Ltd.                                                            | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |       10780 | NS      | $53018.14     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      800000 | PA      | $-14125.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6.99        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                    | Banco BPM SpA                                                          | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |       59210 | NS      | $211082.06    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ManpowerGroup, Inc.                                              | ManpowerGroup, Inc.                                                    | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |        7972 | NS      | $663350.12    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                      | Acadia Healthcare Co., Inc.                                            | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Short            | EC               | CORP              | US        |       -4151 | NS      | $-341710.32   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp.                                                     | Hexcel Corp.                                                           | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |        3341 | NS      | $196617.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Yara International ASA                                           | Yara International ASA                                                 | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               | CORP              | NO        |       10625 | NS      | $466617.92    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Sugar No. 11                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          -2 | NC      | $-4497.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      -36446 | PA      | $-390.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1341.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Minerals Technologies, Inc.                                      | Minerals Technologies, Inc.                                            | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |          43 | NS      | $2610.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           4 | NC      | $81978.57     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1077.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-801.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-768.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teck Resources Ltd.                                              | Teck Resources Ltd., Class B                                           | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |       15781 | NS      | $596391.26    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-0.31        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Covestro AG                                                      | Covestro AG                                                            | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | EC               | CORP              | DE        |       14797 | NS      | $576432.71    | 0.36%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Nippon Telegraph & Telephone Corp.                               | Nippon Telegraph & Telephone Corp.                                     | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |       11700 | NS      | $333666.58    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $124.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $41.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $106.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8448.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo OYJ                                                        | Sampo OYJ, Class A                                                     | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Short            | EC               | CORP              | FI        |       -2626 | NS      | $-137154.69   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2257.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                        | Epiroc AB, Class A                                                     | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Short            | EC               | CORP              | SE        |      -27256 | NS      | $-496307.53   | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7975.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Euro-Bobl                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -20 | NC      | $76954.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                                   | Texas Capital Bancshares, Inc.                                         | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Short            | EC               | CORP              | US        |       -1824 | NS      | $-110005.44   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1861.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1018.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18811.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-90968.83    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                                       | Skanska AB, Class B                                                    | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |       18116 | NS      | $287183.66    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| 3M Co.                                                           | 3M Co.                                                                 | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |        4808 | NS      | $576575.36    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-263.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                     | Mondelez International, Inc., Class A                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Short            | EC               | CORP              | US        |       -1040 | NS      | $-69316.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-214.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                                    | Carlsberg A/S, Class B                                                 | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |        6933 | NS      | $919641.43    | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                   | Tapestry, Inc.                                                         | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |        8719 | NS      | $332019.52    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-0.72        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITT, Inc.                                                        | ITT, Inc.                                                              | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |        2813 | NS      | $228134.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | DJIA CBOT E-Mini Index                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -2 | NC      | $4291.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1452.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6300000 | PA      | $62269.99     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Schibsted ASA                                                    | Schibsted ASA, Class A                                                 | CUSIP: N/A<br>LEI: 5967007LIEEXZXHT0O36       | Short            | EC               | CORP              | NO        |       -4116 | NS      | $-78054.78    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Interpump Group SpA                                              | Interpump Group SpA                                                    | CUSIP: N/A<br>LEI: 815600C79D0F31F4D395       | Short            | EC               | CORP              | IT        |       -3299 | NS      | $-148940.30   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-700.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                 | TotalEnergies SE                                                       | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |       17785 | NS      | $1116421.43   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $208.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2258.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2760.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Beiersdorf AG                                                    | Beiersdorf AG                                                          | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Short            | EC               | CORP              | DE        |       -1273 | NS      | $-145468.06   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Kone OYJ                                                         | Kone OYJ, Class B                                                      | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |        3338 | NS      | $172814.13    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1250.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-95.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                         | Engie SA                                                               | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |       24968 | NS      | $357194.44    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Salmar ASA                                                       | Salmar ASA                                                             | CUSIP: N/A<br>LEI: 5967007LIEEXZXGDBK67       | Long             | EC               | CORP              | NO        |        3995 | NS      | $156669.48    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred                                                          | Edenred                                                                | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Short            | EC               | CORP              | FR        |      -11110 | NS      | $-604666.20   | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8074.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ProSiebenSat.1 Media SE                                          | ProSiebenSat.1 Media SE                                                | CUSIP: N/A<br>LEI: 529900NY0WWQUKOMWQ37       | Long             | EC               | CORP              | DE        |       24346 | NS      | $215946.96    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -4 | NC      | $2922.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1478.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BT Group plc                                                     | BT Group plc                                                           | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |      298749 | NS      | $403393.30    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $729.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bakkafrost P/F                                                   | Bakkafrost P/F                                                         | CUSIP: N/A<br>LEI: 2138007LH7OP4V112978       | Short            | EC               | CORP              | FO        |        -722 | NS      | $-45072.45    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1625.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                                  | TC Energy Corp.                                                        | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Short            | EC               | CORP              | CA        |       -7954 | NS      | $-317102.60   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                                      | Bayerische Motoren Werke AG                                            | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |        2985 | NS      | $264277.19    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                           | Chart Industries, Inc.                                                 | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Short            | EC               | CORP              | US        |       -1154 | NS      | $-132975.42   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Chewy, Inc.                                                      | Chewy, Inc., Class A                                                   | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Short            | EC               | CORP              | US        |       -4056 | NS      | $-150396.48   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month Canadian Bankers Acceptance                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         -17 | NC      | $5628.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $669.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-838.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stericycle, Inc.                                                 | Stericycle, Inc.                                                       | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Short            | EC               | CORP              | US        |       -2766 | NS      | $-137995.74   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                              | SVB Financial Group                                                    | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Short            | EC               | CORP              | US        |       -1079 | NS      | $-248321.06   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                        | Nestle SA (Registered)                                                 | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Short            | EC               | CORP              | CH        |      -10736 | NS      | $-1240109.28  | -0.77%            |  |  |  | No            |                  2 | On Loan: No      |
| Maximus, Inc.                                                    | Maximus, Inc.                                                          | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |        6821 | NS      | $500183.93    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                           | SGS SA (Registered)                                                    | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |         138 | NS      | $321448.95    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $730.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd.                                                 | Coles Group Ltd.                                                       | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |       14458 | NS      | $163890.49    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $24224.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                                         | Rolls-Royce Holdings plc                                               | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Short            | EC               | CORP              | GB        |     -464551 | NS      | $-518891.81   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Tire Corp. Ltd.                                         | Canadian Tire Corp. Ltd., Class A                                      | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |        2752 | NS      | $287598.23    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13653.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2157.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Holdings, Inc.                                           | OneMain Holdings, Inc.                                                 | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |        2564 | NS      | $85406.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4824.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortis, Inc.                                                     | Fortis, Inc.                                                           | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |        6217 | NS      | $248771.83    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7655.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $6309.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Power Corp.                                              | Capital Power Corp.                                                    | CUSIP: 14042M102<br>LEI: 549300QRKTEXGXYVPO80 | Long             | EC               | CORP              | CA        |        5300 | NS      | $181350.81    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           2 | NC      | $-1381.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co.                                              | SEI Investments Co.                                                    | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |        4061 | NS      | $236756.30    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Century Corp.                                              | Tokyo Century Corp.                                                    | CUSIP: N/A<br>LEI: 35380096ZLHOF84DXR74       | Short            | EC               | CORP              | JP        |       -1100 | NS      | $-37077.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nagoya Railroad Co. Ltd.                                         | Nagoya Railroad Co. Ltd.                                               | CUSIP: N/A<br>LEI: 353800P62OOYUY3I8T51       | Short            | EC               | CORP              | JP        |       -7700 | NS      | $-126929.37   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Billerud AB                                                      | Billerud AB                                                            | CUSIP: N/A<br>LEI: 549300YJUYJ9A24RXL71       | Long             | EC               | CORP              | SE        |       15801 | NS      | $192751.08    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LivaNova plc                                                     | LivaNova plc                                                           | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Short            | EC               | CORP              | GB        |        -466 | NS      | $-25881.64    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-0.72        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1019.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Virtu Financial, Inc.                                            | Virtu Financial, Inc., Class A                                         | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Short            | EC               | CORP              | US        |       -3834 | NS      | $-78251.94    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Kose Corp.                                                       | Kose Corp.                                                             | CUSIP: N/A<br>LEI: 353800NX4GGAVDHHY664       | Short            | EC               | CORP              | JP        |       -2500 | NS      | $-271633.10   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| VERBIO Vereinigte BioEnergie AG                                  | VERBIO Vereinigte BioEnergie AG                                        | CUSIP: N/A<br>LEI: 529900W51PINCFFALS96       | Short            | EC               | CORP              | DE        |        -904 | NS      | $-58608.57    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-60.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEG Energy Corp.                                                 | MEG Energy Corp.                                                       | CUSIP: 552704108<br>LEI: 5493002WXPTG5ZC1T326 | Long             | EC               | CORP              | CA        |       23539 | NS      | $327703.21    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                                 | Coca-Cola HBC AG                                                       | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |        3118 | NS      | $73705.79     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                      | Pinnacle West Capital Corp.                                            | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |        5680 | NS      | $431907.20    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2398.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                       | L'Oreal SA                                                             | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Short            | EC               | CORP              | FR        |       -1438 | NS      | $-514944.58   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-200.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4430.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $676.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-0.72        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                                       | Boliden AB                                                             | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |        8473 | NS      | $318264.50    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Kakaku.com, Inc.                                                 | Kakaku.com, Inc.                                                       | CUSIP: N/A<br>LEI: 353800KA15Y0DCPWYY65       | Short            | EC               | CORP              | JP        |       -7000 | NS      | $-112319.59   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp.                                      | Raytheon Technologies Corp.                                            | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        2455 | NS      | $247758.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                                       | STERIS plc                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |        1129 | NS      | $208515.01    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10377.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Gruppo SpA                                                | Unipol Gruppo SpA                                                      | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |       52119 | NS      | $253757.04    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1380.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                | Brink's Co. (The)                                                      | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Short            | EC               | CORP              | US        |       -1739 | NS      | $-93401.69    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare, Inc.                                             | HCA Healthcare, Inc.                                                   | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        1076 | NS      | $258196.96    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                                       | Unum Group                                                             | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |       16840 | NS      | $690945.20    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland, Inc.                                                    | Ashland, Inc.                                                          | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Short            | EC               | CORP              | US        |       -2968 | NS      | $-319149.04   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9426.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-872.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2.72        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-728.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Wheat                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         -18 | NC      | $2462.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IHI Corp.                                                        | IHI Corp.                                                              | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |       10100 | NS      | $292580.70    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Hirose Electric Co. Ltd.                                         | Hirose Electric Co. Ltd.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         700 | NS      | $87794.98     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| West Japan Railway Co.                                           | West Japan Railway Co.                                                 | CUSIP: N/A<br>LEI: 353800QGUXHZ7EBCR121       | Short            | EC               | CORP              | JP        |      -13400 | NS      | $-581819.06   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                             | Dassault Aviation SA                                                   | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |        1440 | NS      | $244214.10    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-171.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                            | Elevance Health, Inc.                                                  | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |         623 | NS      | $319580.31    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10228.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                                                 | ServiceNow, Inc.                                                       | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Short            | EC               | CORP              | US        |        -128 | NS      | $-49698.56    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1176.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $22.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5728.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Masco Corp.                                                      | Masco Corp.                                                            | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |        1323 | NS      | $61744.41     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                               | State Street Corp.                                                     | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        4613 | NS      | $357830.41    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -2 | NC      | $2393.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings, Inc.                                       | Crowdstrike Holdings, Inc., Class A                                    | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Short            | EC               | CORP              | US        |       -1894 | NS      | $-199419.26   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | S&P 500 E-Mini Index                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -113 | NC      | $638834.80    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4481.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3631.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd.                                      | Axalta Coating Systems Ltd.                                            | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Short            | EC               | CORP              | BM        |       -4098 | NS      | $-104376.06   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| AGC, Inc.                                                        | AGC, Inc.                                                              | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               | CORP              | JP        |       15000 | NS      | $497786.09    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                       | Occidental Petroleum Corp.                                             | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |        1749 | NS      | $110169.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                             | Mitsubishi UFJ Financial Group, Inc.                                   | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Short            | EC               | CORP              | JP        |      -56800 | NS      | $-381322.06   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                           | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        4527 | NS      | $731608.47    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                                              | Omnicom Group, Inc.                                                    | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |         834 | NS      | $68029.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-81.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RH                                                               | RH                                                                     | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Short            | EC               | CORP              | US        |        -508 | NS      | $-135732.52   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5550.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $467.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $-1205.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-227.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Paylocity Holding Corp.                                          | Paylocity Holding Corp.                                                | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Short            | EC               | CORP              | US        |        -389 | NS      | $-75567.14    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                                           | ON Semiconductor Corp.                                                 | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |        2817 | NS      | $175696.29    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                       | Lamb Weston Holdings, Inc.                                             | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Short            | EC               | CORP              | US        |       -2114 | NS      | $-188907.04   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                                          | Arrow Electronics, Inc.                                                | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |        4999 | NS      | $522745.43    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp.                                        | United States Steel Corp.                                              | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |       17406 | NS      | $436020.30    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft, Inc.                                                       | Lyft, Inc., Class A                                                    | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Short            | EC               | CORP              | US        |      -34845 | NS      | $-383991.90   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                                  | Nordea Bank Abp                                                        | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |        4874 | NS      | $52210.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Weir Group plc (The)                                             | Weir Group plc (The)                                                   | CUSIP: N/A<br>LEI: 549300KDR56WHY9I3D10       | Short            | EC               | CORP              | GB        |       -2130 | NS      | $-42843.75    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-692.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $-3547.46     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $22429.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9350.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                               | Reinsurance Group of America, Inc.                                     | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |         463 | NS      | $65787.67     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7.11        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                           | Northrop Grumman Corp.                                                 | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Short            | EC               | CORP              | US        |       -1074 | NS      | $-585985.14   | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-281.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kinaxis, Inc.                                                    | Kinaxis, Inc.                                                          | CUSIP: 49448Q109<br>LEI: 5299009VAZ14K7PFUQ15 | Short            | EC               | CORP              | CA        |       -1021 | NS      | $-114549.56   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                                         | Marathon Petroleum Corp.                                               | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        2787 | NS      | $324378.93    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Descartes Systems Group, Inc. (The)                              | Descartes Systems Group, Inc. (The)                                    | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Short            | EC               | CORP              | CA        |       -1836 | NS      | $-127991.17   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co.                                               | U-Haul Holding Co.                                                     | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |         252 | NS      | $15167.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           5 | NC      | $26886.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials, Inc.                                  | Martin Marietta Materials, Inc.                                        | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Short            | EC               | CORP              | US        |        -991 | NS      | $-334928.27   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $811.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-273.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2540.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1519.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Catalent, Inc.                                                   | Catalent, Inc.                                                         | CUSIP: 148806102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2989 | NS      | $-134534.89   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| South32 Ltd.                                                     | South32 Ltd.                                                           | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |      186924 | NS      | $512476.22    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airport Terminal Co. Ltd.                                  | Japan Airport Terminal Co. Ltd.                                        | CUSIP: N/A<br>LEI: 353800W9WEQSGUY2EO26       | Short            | EC               | CORP              | JP        |       -9900 | NS      | $-488240.85   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| First Financial Bankshares, Inc.                                 | First Financial Bankshares, Inc.                                       | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Short            | EC               | CORP              | US        |      -12322 | NS      | $-423876.80   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR, Inc.                                                     | PACCAR, Inc.                                                           | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |        3785 | NS      | $374601.45    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud, Inc.                                                  | Blackbaud, Inc.                                                        | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |         774 | NS      | $45557.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co., Inc.                                              | Donaldson Co., Inc.                                                    | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |        2142 | NS      | $126099.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp.                                                   | Ingevity Corp.                                                         | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |         688 | NS      | $48462.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                                         | Intuitive Surgical, Inc.                                               | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Short            | EC               | CORP              | US        |       -1105 | NS      | $-293211.75   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                  | Regeneron Pharmaceuticals, Inc.                                        | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         718 | NS      | $518029.82    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Tate & Lyle plc                                                  | Tate & Lyle plc                                                        | CUSIP: N/A<br>LEI: 2138008K14474WPKZ244       | Short            | EC               | CORP              | GB        |       -4590 | NS      | $-39323.58    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1489.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESCO International, Inc.                                        | WESCO International, Inc.                                              | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |        1411 | NS      | $176657.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Finning International, Inc.                                      | Finning International, Inc.                                            | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |        2534 | NS      | $62994.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                                           | Booking Holdings, Inc.                                                 | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         248 | NS      | $499789.44    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Calbee, Inc.                                                     | Calbee, Inc.                                                           | CUSIP: N/A<br>LEI: 529900CIHZID6O8LJH81       | Short            | EC               | CORP              | JP        |       -7800 | NS      | $-177216.34   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-129.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10798.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hino Motors Ltd.                                                 | Hino Motors Ltd.                                                       | CUSIP: 433406105<br>LEI: 3538009ZU0PHKNHJM202 | Long             | EC               | CORP              | JP        |       17300 | NS      | $65734.73     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11153.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Qorvo, Inc.                                                      | Qorvo, Inc.                                                            | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |        2455 | NS      | $222521.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1257.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro, Inc.                                                | Trend Micro, Inc.                                                      | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Short            | EC               | CORP              | JP        |        -800 | NS      | $-37413.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9422.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nidec Corp.                                                      | Nidec Corp.                                                            | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Short            | EC               | CORP              | JP        |      -19100 | NS      | $-982869.77   | -0.61%            |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals, Inc.                                             | United Rentals, Inc.                                                   | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        1447 | NS      | $514292.74    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $210.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | Intercontinental Exchange, Inc.                                        | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Short            | EC               | CORP              | US        |       -3660 | NS      | $-375479.40   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp.                                                        | FNB Corp.                                                              | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |       13219 | NS      | $172507.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Atco Ltd.                                                        | Atco Ltd., Class I                                                     | CUSIP: 046789400<br>LEI: 5299005SPZ1QYL51JD25 | Long             | EC               | CORP              | CA        |        7506 | NS      | $234936.69    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-204.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5728.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1384.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-149.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd.                           | Yangzijiang Shipbuilding Holdings Ltd.                                 | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | SG        |      861600 | NS      | $875218.08    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                        | Prosus NV                                                              | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Short            | EC               | CORP              | NL        |       -7495 | NS      | $-517480.62   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Moncler SpA                                                      | Moncler SpA                                                            | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Short            | EC               | CORP              | IT        |      -12950 | NS      | $-688122.79   | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| Allison Transmission Holdings, Inc.                              | Allison Transmission Holdings, Inc.                                    | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |       13354 | NS      | $555526.40    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Nintendo Co. Ltd.                                                | Nintendo Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Short            | EC               | CORP              | JP        |       -7000 | NS      | $-294326.07   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2124.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                                                      | Heineken NV                                                            | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |        3232 | NS      | $304429.42    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1077.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IDACORP, Inc.                                                    | IDACORP, Inc.                                                          | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |         441 | NS      | $47561.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -1 | NC      | $-9422.95     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2953.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co.                                         | Becton Dickinson and Co.                                               | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Short            | EC               | CORP              | US        |        -959 | NS      | $-243873.70   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $103.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                       | Charles Schwab Corp. (The)                                             | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Short            | EC               | CORP              | US        |       -9133 | NS      | $-760413.58   | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4748.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                               | Millicom International Cellular SA                                     | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | EC               | CORP              | LU        |       14671 | NS      | $185876.03    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| OCI NV                                                           | OCI NV                                                                 | CUSIP: N/A<br>LEI: 549300NCMRGIBJYUOE57       | Long             | EC               | CORP              | NL        |        5653 | NS      | $202108.82    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Capcom Co. Ltd.                                                  | Capcom Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Short            | EC               | CORP              | JP        |       -5000 | NS      | $-159602.48   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2140.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                                                     | Fujitsu Ltd.                                                           | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |        3300 | NS      | $439948.23    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4.68         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $485.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Copart, Inc.                                                     | Copart, Inc.                                                           | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |        5231 | NS      | $318515.59    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Partners Group Holding AG                                        | Partners Group Holding AG                                              | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Short            | EC               | CORP              | CH        |        -246 | NS      | $-217829.02   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8112.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American International Group, Inc.                               | American International Group, Inc.                                     | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       14126 | NS      | $893328.24    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1790.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6146.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3486.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SolarEdge Technologies, Inc.                                     | SolarEdge Technologies, Inc.                                           | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Short            | EC               | CORP              | US        |       -1182 | NS      | $-334825.14   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| HeidelbergCement AG                                              | HeidelbergCement AG                                                    | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |        8983 | NS      | $509022.39    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5479.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                            | Gilead Sciences, Inc.                                                  | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       13813 | NS      | $1185846.05   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co.                                                      | Carvana Co.                                                            | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Short            | EC               | CORP              | US        |       -6245 | NS      | $-29601.30    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Teleperformance                                                  | Teleperformance                                                        | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Short            | EC               | CORP              | FR        |        -361 | NS      | $-86302.63    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7952.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoom Video Communications, Inc.                                  | Zoom Video Communications, Inc., Class A                               | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |        2964 | NS      | $200781.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign, Inc.                                                   | DocuSign, Inc.                                                         | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |        4085 | NS      | $226390.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                          | EnerSys                                                                | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |        2333 | NS      | $172268.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Croda International plc                                          | Croda International plc                                                | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Short            | EC               | CORP              | GB        |       -7189 | NS      | $-572090.43   | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp.                                                        | EQT Corp.                                                              | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Short            | EC               | CORP              | US        |       -1250 | NS      | $-42287.50    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Yaskawa Electric Corp.                                           | Yaskawa Electric Corp.                                                 | CUSIP: N/A<br>LEI: 3538003K39GR98R0CK58       | Short            | EC               | CORP              | JP        |      -14100 | NS      | $-449866.43   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                    | CUSIP: 912796XR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1134000 | PA      | $1133015.54   | 0.70%             | 2023-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11255.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1013.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NSK Ltd.                                                         | NSK Ltd.                                                               | CUSIP: N/A<br>LEI: 353800FVQK6SULSPBC69       | Long             | EC               | CORP              | JP        |       43700 | NS      | $230417.15    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $542.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1800000 | PA      | $-21719.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                                   | Assurant, Inc.                                                         | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Short            | EC               | CORP              | US        |        -831 | NS      | $-103924.86   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9097.44     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chemed Corp.                                                     | Chemed Corp.                                                           | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Short            | EC               | CORP              | US        |        -190 | NS      | $-96981.70    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-321.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           4 | NC      | $-1223.02     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10797.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SiTime Corp.                                                     | SiTime Corp.                                                           | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1406 | NS      | $142877.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1250.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $22943.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $123.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                         | CACI International, Inc., Class A                                      | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |        1125 | NS      | $338163.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $132.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                    | Entergy Corp.                                                          | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Short            | EC               | CORP              | US        |        -248 | NS      | $-27900.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co. Ltd.                                                  | Empire Co. Ltd., Class A                                               | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |       11561 | NS      | $304479.51    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                                   | TopBuild Corp.                                                         | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Short            | EC               | CORP              | US        |       -2461 | NS      | $-385121.89   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3485.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exact Sciences Corp.                                             | Exact Sciences Corp.                                                   | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Short            | EC               | CORP              | US        |       -3875 | NS      | $-191851.25   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $145.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1726.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                    | Moody's Corp.                                                          | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Short            | EC               | CORP              | US        |       -1147 | NS      | $-319577.14   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                              | Deutsche Telekom AG (Registered)                                       | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |       16065 | NS      | $319638.66    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-237.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                             | Alliant Energy Corp.                                                   | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Short            | EC               | CORP              | US        |       -7039 | NS      | $-388623.19   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Marui Group Co. Ltd.                                             | Marui Group Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 52990081ZYFHQZEEMU57       | Short            | EC               | CORP              | JP        |      -15800 | NS      | $-260788.17   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| PSP Swiss Property AG                                            | PSP Swiss Property AG (Registered)                                     | CUSIP: N/A<br>LEI: 50670042Y437P8X44F56       | Short            | EC               | CORP              | CH        |       -2100 | NS      | $-246691.33   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6722.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                   | Synopsys, Inc.                                                         | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        1060 | NS      | $338447.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $693.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CommVault Systems, Inc.                                          | CommVault Systems, Inc.                                                | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |        2745 | NS      | $172495.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                                            | Churchill Downs, Inc.                                                  | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |         142 | NS      | $30023.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9534.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Euronet Worldwide, Inc.                                          | Euronet Worldwide, Inc.                                                | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |        1793 | NS      | $169223.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-138.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                      | Novartis AG (Registered)                                               | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |       11277 | NS      | $1020539.79   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                             | Sompo Holdings, Inc.                                                   | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |       12500 | NS      | $553038.90    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEXX Laboratories, Inc.                                         | IDEXX Laboratories, Inc.                                               | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Short            | EC               | CORP              | US        |        -119 | NS      | $-48547.24    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4334.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dover Corp.                                                      | Dover Corp.                                                            | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        1158 | NS      | $156804.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                                             | Voya Financial, Inc.                                                   | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |        1595 | NS      | $98076.55     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp.                                               | Atmos Energy Corp.                                                     | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Short            | EC               | CORP              | US        |       -1337 | NS      | $-149837.59   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                           | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Short            | EC               | CORP              | US        |       -4294 | NS      | $-350991.56   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                                    | Industria de Diseno Textil SA                                          | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Short            | EC               | CORP              | ES        |       -4459 | NS      | $-118435.72   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1342.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2893.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                      | Brighthouse Financial, Inc.                                            | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |        3914 | NS      | $200670.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris, Inc.                                                   | Entegris, Inc.                                                         | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Short            | EC               | CORP              | US        |       -3802 | NS      | $-249373.18   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1385.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Low Sulphur Gasoil                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $9584.33      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp.                                                     | Incyte Corp.                                                           | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        2679 | NS      | $215177.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-757.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RLI Corp.                                                        | RLI Corp.                                                              | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Short            | EC               | CORP              | US        |       -1941 | NS      | $-254795.07   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Oriental Land Co. Ltd.                                           | Oriental Land Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 353800PIFKBZ6KTU5994       | Short            | EC               | CORP              | JP        |       -5200 | NS      | $-756725.69   | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co.                                          | MatsukiyoCocokara & Co.                                                | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |       -2300 | NS      | $-115606.80   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Kennametal, Inc.                                                 | Kennametal, Inc.                                                       | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |       11329 | NS      | $272575.74    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Orphan Biovitrum AB                                      | Swedish Orphan Biovitrum AB                                            | CUSIP: N/A<br>LEI: 549300124Y3MQI87PT35       | Long             | EC               | CORP              | SE        |        4560 | NS      | $94378.13     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5255.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6078.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                       | Visa, Inc., Class A                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        1121 | NS      | $232898.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1920.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1179.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WPP plc                                                          | WPP plc                                                                | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Short            | EC               | CORP              | JE        |      -60063 | NS      | $-593421.72   | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| U-Haul Holding Co.                                               | U-Haul Holding Co.                                                     | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |        1850 | NS      | $101713.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts, Inc.                                         | Advance Auto Parts, Inc.                                               | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Short            | EC               | CORP              | US        |        -285 | NS      | $-41903.55    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Avangrid, Inc.                                                   | Avangrid, Inc.                                                         | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |       10299 | NS      | $442651.02    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                              | Amadeus IT Group SA                                                    | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Short            | EC               | CORP              | ES        |      -14396 | NS      | $-746832.41   | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| Getlink SE                                                       | Getlink SE                                                             | CUSIP: N/A<br>LEI: 9695007ZEQ7M0OE74G82       | Short            | EC               | CORP              | FR        |       -7360 | NS      | $-117856.87   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -1 | NC      | $-463.68      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-462.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SSR Mining, Inc.                                                 | SSR Mining, Inc.                                                       | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Short            | EC               | CORP              | CA        |       -2409 | NS      | $-37700.67    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BlueScope Steel Ltd.                                             | BlueScope Steel Ltd.                                                   | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               | CORP              | AU        |       44894 | NS      | $511667.35    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    26000000 | PA      | $-257946.48   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Novozymes A/S                                                    | Novozymes A/S, Class B                                                 | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Short            | EC               | CORP              | DK        |       -5086 | NS      | $-258031.64   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Boralex, Inc.                                                    | Boralex, Inc., Class A                                                 | CUSIP: 09950M300<br>LEI: 5493004UT7HNQU2SVR90 | Short            | EC               | CORP              | CA        |       -1643 | NS      | $-48561.94    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Barratt Developments plc                                         | Barratt Developments plc                                               | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |       45163 | NS      | $215711.90    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortive Corp.                                                    | Fortive Corp.                                                          | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Short            | EC               | CORP              | US        |       -1714 | NS      | $-110124.50   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Alumina Ltd.                                                     | Alumina Ltd.                                                           | CUSIP: N/A<br>LEI: 2138002VD9MW2WT8HR38       | Short            | EC               | CORP              | AU        |     -145193 | NS      | $-149898.88   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| ASGN, Inc.                                                       | ASGN, Inc.                                                             | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |         747 | NS      | $60865.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5367.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bread Financial Holdings, Inc.                                   | Bread Financial Holdings, Inc.                                         | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |        6781 | NS      | $255372.46    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-687.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electric Power Co. Holdings, Inc.                          | Tokyo Electric Power Co. Holdings, Inc.                                | CUSIP: N/A<br>LEI: 5299004EMJ3R4RVR5Y75       | Long             | EC               | CORP              | JP        |      190700 | NS      | $686790.97    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd.                                               | Sekisui House Ltd.                                                     | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Short            | EC               | CORP              | JP        |      -32800 | NS      | $-581513.27   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                    | CUSIP: 912796V48<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      474000 | PA      | $467820.15    | 0.29%             | 2023-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1976.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eisai Co. Ltd.                                                   | Eisai Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 353800HDEE0ZYEX4QV91       | Short            | EC               | CORP              | JP        |       -7000 | NS      | $-461664.61   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $86.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobe Bussan Co. Ltd.                                             | Kobe Bussan Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 353800CJIFNHN2DXRD59       | Short            | EC               | CORP              | JP        |      -20600 | NS      | $-593716.90   | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-989.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-62.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-267.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $713.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                                                       | Zalando SE                                                             | CUSIP: N/A<br>LEI: 529900YRFFGH5AXU4S86       | Short            | EC               | CORP              | DE        |      -10548 | NS      | $-371340.46   | -0.23%            |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-319.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                            | Public Service Enterprise Group, Inc.                                  | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Short            | EC               | CORP              | US        |       -5574 | NS      | $-341518.98   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Hoshizaki Corp.                                                  | Hoshizaki Corp.                                                        | CUSIP: N/A<br>LEI: 5299001QAMLGU3SRBG20       | Short            | EC               | CORP              | JP        |       -4800 | NS      | $-168777.77   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6645.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $908.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla, Inc.                                                      | Tesla, Inc.                                                            | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Short            | EC               | CORP              | US        |       -2770 | NS      | $-341208.60   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8106.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                    | CUSIP: 912796W47<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      220000 | PA      | $216275.64    | 0.13%             | 2023-05-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAE, Inc.                                                        | CAE, Inc.                                                              | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Short            | EC               | CORP              | CA        |      -12928 | NS      | $-250062.27   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                                        | Essity AB, Class B                                                     | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |        6102 | NS      | $159794.23    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $388.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $188.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PVH Corp.                                                        | PVH Corp.                                                              | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |        9246 | NS      | $652675.14    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                                               | Cirrus Logic, Inc.                                                     | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |        3272 | NS      | $243698.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1503.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1457.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6699.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Roadhouse, Inc.                                            | Texas Roadhouse, Inc.                                                  | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |        3682 | NS      | $334877.90    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara, Inc.                                                    | Certara, Inc.                                                          | CUSIP: 15687V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1901 | NS      | $-30549.07    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7.50        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Leslie's, Inc.                                                   | Leslie's, Inc.                                                         | CUSIP: 527064109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -11040 | NS      | $-134798.40   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6.93         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3012.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                                            | Leidos Holdings, Inc.                                                  | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |         448 | NS      | $47125.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co. (The)                                            | Kraft Heinz Co. (The)                                                  | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Short            | EC               | CORP              | US        |        -610 | NS      | $-24833.10    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ASOS plc                                                         | ASOS plc                                                               | CUSIP: N/A<br>LEI: 213800H8DBB8JSKDW630       | Long             | EC               | CORP              | GB        |       29915 | NS      | $183702.64    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SIG Group AG                                                     | SIG Group AG                                                           | CUSIP: N/A<br>LEI: 5493004Z6P7TSVB1L042       | Short            | EC               | CORP              | CH        |      -32711 | NS      | $-714773.76   | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp.                                                        | Kao Corp.                                                              | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Short            | EC               | CORP              | JP        |       -2700 | NS      | $-107191.22   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                                      | Ionis Pharmaceuticals, Inc.                                            | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Short            | EC               | CORP              | US        |       -6270 | NS      | $-236817.90   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-113.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Terumo Corp.                                                     | Terumo Corp.                                                           | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Short            | EC               | CORP              | JP        |       -8900 | NS      | $-252320.19   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-826.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                   | Atlas Copco AB, Class A                                                | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Short            | EC               | CORP              | SE        |      -18160 | NS      | $-215166.92   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Faurecia SE                                                      | Faurecia SE                                                            | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Short            | EC               | CORP              | FR        |       -6419 | NS      | $-97153.89    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Lundin Mining Corp.                                              | Lundin Mining Corp.                                                    | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |       47857 | NS      | $293716.15    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings, Inc.                                     | LPL Financial Holdings, Inc.                                           | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Short            | EC               | CORP              | US        |        -609 | NS      | $-131647.53   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                                | Yum! Brands, Inc.                                                      | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |         609 | NS      | $78000.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-0.38        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aeroports de Paris                                               | Aeroports de Paris                                                     | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Short            | EC               | CORP              | FR        |        -197 | NS      | $-26392.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                           | Waste Management, Inc.                                                 | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Short            | EC               | CORP              | US        |       -1427 | NS      | $-223867.76   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1217.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Silicon Laboratories, Inc.                                       | Silicon Laboratories, Inc.                                             | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Short            | EC               | CORP              | US        |        -991 | NS      | $-134448.97   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                                    | BioMarin Pharmaceutical, Inc.                                          | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Short            | EC               | CORP              | US        |       -1590 | NS      | $-164549.10   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-464.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19553.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                     | Capgemini SE                                                           | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Short            | EC               | CORP              | FR        |        -506 | NS      | $-84591.16    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | MSCI Singapore Index                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |        -155 | NC      | $2639.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stora Enso OYJ                                                   | Stora Enso OYJ, Class R                                                | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | EC               | CORP              | FI        |       19055 | NS      | $268666.19    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6870.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture plc                                                    | Accenture plc, Class A                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |         818 | NS      | $218275.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3759.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3188.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1787.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kikkoman Corp.                                                   | Kikkoman Corp.                                                         | CUSIP: N/A<br>LEI: 529900T9K5UH9HXOND47       | Short            | EC               | CORP              | JP        |       -5700 | NS      | $-300028.71   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                                      | RenaissanceRe Holdings Ltd.                                            | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Short            | EC               | CORP              | BM        |       -1112 | NS      | $-204863.76   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $920.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4100000 | PA      | $16552.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp.                                                    | Insulet Corp.                                                          | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Short            | EC               | CORP              | US        |       -1317 | NS      | $-387711.63   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                                          | Bath & Body Works, Inc.                                                | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |        5180 | NS      | $218285.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Saab AB                                                          | Saab AB, Class B                                                       | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Short            | EC               | CORP              | SE        |       -3139 | NS      | $-123700.36   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                   | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | EC               | CORP              | CA        |       -4757 | NS      | $-447242.32   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                                            | Range Resources Corp.                                                  | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Short            | EC               | CORP              | US        |       -6267 | NS      | $-156800.34   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1016.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd.                                        | Asahi Group Holdings Ltd.                                              | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |        3000 | NS      | $93382.86     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2193.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sprouts Farmers Market, Inc.                                     | Sprouts Farmers Market, Inc.                                           | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |       10358 | NS      | $335288.46    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                       | US Bancorp                                                             | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Short            | EC               | CORP              | US        |       -2162 | NS      | $-94284.82    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Alamos Gold, Inc.                                                | Alamos Gold, Inc., Class A                                             | CUSIP: 011532108<br>LEI: 549300TDOX73YGYXE959 | Short            | EC               | CORP              | CA        |      -17702 | NS      | $-178981.08   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys, Inc.                                                   | Amedisys, Inc.                                                         | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Short            | EC               | CORP              | US        |       -1300 | NS      | $-108602.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1332.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                                    | Alfa Laval AB                                                          | CUSIP: N/A<br>LEI: 549300UCKT2UK88AG251       | Short            | EC               | CORP              | SE        |       -5617 | NS      | $-162484.87   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1091.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOTO Ltd.                                                        | TOTO Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |       -3200 | NS      | $-108542.31   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                                 | PulteGroup, Inc.                                                       | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9908 | NS      | $451111.24    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-275.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $210.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ConvaTec Group plc                                               | ConvaTec Group plc                                                     | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Short            | EC               | CORP              | GB        |      -61857 | NS      | $-173240.98   | -0.11%            |  |  |  | Yes           |                  2 | On Loan: No      |
| USS Co. Ltd.                                                     | USS Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 5299000RRQD6UZXG4W72       | Short            | EC               | CORP              | JP        |      -24500 | NS      | $-388743.39   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                 | CVS Health Corp.                                                       | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        8896 | NS      | $829018.24    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    21900000 | PA      | $-150165.56   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Silgan Holdings, Inc.                                            | Silgan Holdings, Inc.                                                  | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |        5212 | NS      | $270190.08    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy, Inc.                                             | Enphase Energy, Inc.                                                   | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Short            | EC               | CORP              | US        |       -1278 | NS      | $-338618.88   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9026.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                                                 | BorgWarner, Inc.                                                       | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |        8541 | NS      | $343775.25    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $72.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1400000 | PA      | $67171.32     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          -6 | NC      | $10038.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DKSH Holding AG                                                  | DKSH Holding AG                                                        | CUSIP: N/A<br>LEI: 549300HUUUNHO6FJUS42       | Long             | EC               | CORP              | CH        |        2549 | NS      | $193298.89    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1178.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1372.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG Holdings Co. Ltd.                                             | SG Holdings Co. Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -24800 | NS      | $-343869.11   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-859.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $-2278.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp.                                                    | Newmont Corp.                                                          | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Short            | EC               | CORP              | US        |      -15108 | NS      | $-713097.60   | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1992.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4713.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-220.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Seiko Epson Corp.                                                | Seiko Epson Corp.                                                      | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               | CORP              | JP        |       16800 | NS      | $244423.77    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Pool Corp.                                                       | Pool Corp.                                                             | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Short            | EC               | CORP              | US        |        -390 | NS      | $-117908.70   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Konami Group Corp.                                               | Konami Group Corp.                                                     | CUSIP: N/A<br>LEI: 353800FC4A5QCMIZFV94       | Long             | EC               | CORP              | JP        |        4500 | NS      | $204132.49    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10217.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dell Technologies, Inc.                                          | Dell Technologies, Inc., Class C                                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |        7913 | NS      | $318260.86    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    21000000 | PA      | $256757.13    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                    | Stryker Corp.                                                          | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Short            | EC               | CORP              | US        |       -1429 | NS      | $-349376.21   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6146.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co. Ltd.                                        | Recruit Holdings Co. Ltd.                                              | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Short            | EC               | CORP              | JP        |       -5700 | NS      | $-178421.27   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $155.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electronic Arts, Inc.                                            | Electronic Arts, Inc.                                                  | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        2545 | NS      | $310948.10    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-805.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                         | Motorola Solutions, Inc.                                               | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Short            | EC               | CORP              | US        |       -1590 | NS      | $-409758.90   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger Ltd.                                                | Schlumberger Ltd.                                                      | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Short            | EC               | CORP              | CW        |      -11030 | NS      | $-589663.80   | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-149.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lululemon Athletica, Inc.                                        | Lululemon Athletica, Inc.                                              | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Short            | EC               | CORP              | US        |       -1462 | NS      | $-468395.56   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                                     | MasTec, Inc.                                                           | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |        1676 | NS      | $143013.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9967.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3219.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2284.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd.                                           | Daikin Industries Ltd.                                                 | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Short            | EC               | CORP              | JP        |       -5100 | NS      | $-773739.39   | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                          | DBS Group Holdings Ltd.                                                | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Short            | EC               | CORP              | SG        |      -12900 | NS      | $-326519.68   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-479.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Copper                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          -5 | NC      | $-12055.81    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $131.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKWOOL A/S                                                     | ROCKWOOL A/S, Class B                                                  | CUSIP: N/A<br>LEI: 213800QRC7LNX935OZ09       | Long             | EC               | CORP              | DK        |         223 | NS      | $52204.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Natera, Inc.                                                     | Natera, Inc.                                                           | CUSIP: 632307104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -8250 | NS      | $-331402.50   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp.                                                       | KDDI Corp.                                                             | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Short            | EC               | CORP              | JP        |       -6300 | NS      | $-191059.44   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-308.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-842.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MINEBEA MITSUMI, Inc.                                            | MINEBEA MITSUMI, Inc.                                                  | CUSIP: N/A<br>LEI: 353800CCB0CZ75YZ4010       | Long             | EC               | CORP              | JP        |       13200 | NS      | $195572.31    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5296.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -5 | NC      | $3489.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCREEN Holdings Co. Ltd.                                         | SCREEN Holdings Co. Ltd.                                               | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |        8500 | NS      | $542022.88    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Keio Corp.                                                       | Keio Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |       -7700 | NS      | $-282048.59   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 90-Day Australian Bank Bill                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         -10 | NC      | $1063.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TIS, Inc.                                                        | TIS, Inc.                                                              | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Short            | EC               | CORP              | JP        |       -1000 | NS      | $-26281.77    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | MSCI EAFE E-Mini Index                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -5 | NC      | $6845.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kering SA                                                        | Kering SA                                                              | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Short            | EC               | CORP              | FR        |        -253 | NS      | $-128758.77   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group plc                                       | United Utilities Group plc                                             | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Short            | EC               | CORP              | GB        |      -13779 | NS      | $-164636.12   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| TeamViewer AG                                                    | TeamViewer AG                                                          | CUSIP: N/A<br>LEI: 3912000FZ0R0KEK9JS42       | Short            | EC               | CORP              | DE        |       -6017 | NS      | $-77183.20    | -0.05%            |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-286.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Woodward, Inc.                                                   | Woodward, Inc.                                                         | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |        2206 | NS      | $213121.66    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5010.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11075.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                               | Lam Research Corp.                                                     | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |         204 | NS      | $85741.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5775.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2531.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                                      | Shin-Etsu Chemical Co. Ltd.                                            | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |        4000 | NS      | $488448.85    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Rational AG                                                      | Rational AG                                                            | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Short            | EC               | CORP              | DE        |        -143 | NS      | $-84917.30    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Volvo Car AB                                                     | Volvo Car AB, Class B                                                  | CUSIP: N/A<br>LEI: 5299000EAMGGBEYP7J33       | Long             | EC               | CORP              | SE        |       85326 | NS      | $388524.85    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Orica Ltd.                                                       | Orica Ltd.                                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | AU        |       -3247 | NS      | $-33198.67    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                 | Novo Nordisk A/S, Class B                                              | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Short            | EC               | CORP              | DK        |       -1028 | NS      | $-139618.40   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-0.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $-23082.82    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Pharma Co. Ltd.                                         | Sumitomo Pharma Co. Ltd.                                               | CUSIP: N/A<br>LEI: 529900D60UKVYLJ2OJ79       | Long             | EC               | CORP              | JP        |       23600 | NS      | $178879.63    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Chemicals, Inc.                                           | Mitsui Chemicals, Inc.                                                 | CUSIP: N/A<br>LEI: 353800H2UB5ZEZRZQC02       | Long             | EC               | CORP              | JP        |       15000 | NS      | $336911.99    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies, Inc.                                      | ZoomInfo Technologies, Inc., Class A                                   | CUSIP: 98980F104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -12319 | NS      | $-370925.09   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -5 | NC      | $3069.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Heavy Industries Ltd.                                   | Sumitomo Heavy Industries Ltd.                                         | CUSIP: N/A<br>LEI: 353800VSTEIRMBC3S374       | Long             | EC               | CORP              | JP        |       16100 | NS      | $321425.57    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                | FirstEnergy Corp.                                                      | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Short            | EC               | CORP              | US        |       -4240 | NS      | $-177825.60   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Australia 10 Year Bond                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |          42 | NC      | $-30574.52    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3320.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                 | Fortune Brands Innovations, Inc.                                       | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |        2258 | NS      | $128954.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10126.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                  | AES Corp. (The)                                                        | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       12773 | NS      | $367351.48    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International, Inc.                                       | Lennox International, Inc.                                             | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Short            | EC               | CORP              | US        |        -917 | NS      | $-219373.91   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $573.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $681.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2911.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $325.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                       | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       16959 | NS      | $539635.38    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |    -2070240 | PA      | $-8999.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1519.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                     | DaVita, Inc.                                                           | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Short            | EC               | CORP              | US        |        -994 | NS      | $-74221.98    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| NOV, Inc.                                                        | NOV, Inc.                                                              | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Short            | EC               | CORP              | US        |      -16048 | NS      | $-335242.72   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-21686.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $287.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                 | Mosaic Co. (The)                                                       | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |        5802 | NS      | $254533.74    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11062.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-34928.26    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                         | Bausch Health Cos., Inc.                                               | CUSIP: 071734107<br>LEI: B3BS7ACMDUWISF18KY76 | Short            | EC               | CORP              | CA        |       -3206 | NS      | $-20126.29    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                                                    | Centene Corp.                                                          | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        3984 | NS      | $326727.84    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Reece Ltd.                                                       | Reece Ltd.                                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | AU        |       -8345 | NS      | $-79767.57    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher plc                                                   | Kingfisher plc                                                         | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |       55798 | NS      | $158534.74    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1940.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-965.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd.                                                | Isuzu Motors Ltd.                                                      | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |        8200 | NS      | $95061.62     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TMX Group Ltd.                                                   | TMX Group Ltd.                                                         | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |        1368 | NS      | $136921.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| T&D Holdings, Inc.                                               | T&D Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Short            | EC               | CORP              | JP        |       -8600 | NS      | $-123106.80   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2337.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Taisho Pharmaceutical Holdings Co. Ltd.                          | Taisho Pharmaceutical Holdings Co. Ltd.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        2800 | NS      | $123162.53    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp.                                          | AmerisourceBergen Corp.                                                | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |         456 | NS      | $75563.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SEB SA                                                           | SEB SA                                                                 | CUSIP: N/A<br>LEI: 969500WP61NBK098AC47       | Short            | EC               | CORP              | FR        |       -1681 | NS      | $-141038.70   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                              | Union Pacific Corp.                                                    | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Short            | EC               | CORP              | US        |       -3291 | NS      | $-681467.37   | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Shopify, Inc.                                                    | Shopify, Inc., Class A                                                 | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Short            | EC               | CORP              | CA        |      -21592 | NS      | $-749660.21   | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp.                                                     | Avient Corp.                                                           | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |        5897 | NS      | $199082.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4680.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Erie Indemnity Co.                                               | Erie Indemnity Co., Class A                                            | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Short            | EC               | CORP              | US        |        -545 | NS      | $-135552.40   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets, Inc.                                           | Tradeweb Markets, Inc., Class A                                        | CUSIP: 892672106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4640 | NS      | $-301275.20   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2350.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      200000 | PA      | $-4.60        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1100000 | PA      | $-11390.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-61.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1319.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                            | Lockheed Martin Corp.                                                  | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |         869 | NS      | $422759.81    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $188.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $60.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                         | CenterPoint Energy, Inc.                                               | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |        6189 | NS      | $185608.11    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4010.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corp.                                                      | Denso Corp.                                                            | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Short            | EC               | CORP              | JP        |      -12900 | NS      | $-632613.75   | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $155.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                   | Citizens Financial Group, Inc.                                         | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |        7705 | NS      | $303345.85    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Koei Tecmo Holdings Co. Ltd.                                     | Koei Tecmo Holdings Co. Ltd.                                           | CUSIP: N/A<br>LEI: 353800RQ25FIYLPYXP11       | Short            | EC               | CORP              | JP        |       -6400 | NS      | $-115753.66   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-149.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.                        | MACOM Technology Solutions Holdings, Inc.                              | CUSIP: 55405Y100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2085 | NS      | $-131313.30   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp.                                                  | Flowserve Corp.                                                        | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |        1866 | NS      | $57248.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanaway Waste Management Ltd.                                  | Cleanaway Waste Management Ltd.                                        | CUSIP: N/A<br>LEI: 549300D5C72CV6CIBS66       | Short            | EC               | CORP              | AU        |      -41407 | NS      | $-73780.36    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                     | NetApp, Inc.                                                           | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Short            | EC               | CORP              | US        |       -2725 | NS      | $-163663.50   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group, Inc.                                         | Berry Global Group, Inc.                                               | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |        5960 | NS      | $360162.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                    | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      808000 | PA      | $803137.31    | 0.50%             | 2023-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                      | Bouygues SA                                                            | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |        5489 | NS      | $164624.81    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2900000 | PA      | $-12792.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp.                                           | Monster Beverage Corp.                                                 | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Short            | EC               | CORP              | US        |       -2009 | NS      | $-203973.77   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                    | Estee Lauder Cos., Inc. (The), Class A                                 | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Short            | EC               | CORP              | US        |        -722 | NS      | $-179135.42   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                                   | AutoZone, Inc.                                                         | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Short            | EC               | CORP              | US        |        -158 | NS      | $-389656.44   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Kyowa Kirin Co. Ltd.                                             | Kyowa Kirin Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Short            | EC               | CORP              | JP        |       -5000 | NS      | $-114519.95   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences, Inc.                                     | Neurocrine Biosciences, Inc.                                           | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Short            | EC               | CORP              | US        |       -1095 | NS      | $-130786.80   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                                               | Vail Resorts, Inc.                                                     | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |         967 | NS      | $230484.45    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy, Inc.                                              | Suncor Energy, Inc.                                                    | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |       12777 | NS      | $405297.01    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-130.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-951.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                             | Eastman Chemical Co.                                                   | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |        3662 | NS      | $298233.28    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |  -292850000 | PA      | $13856.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeon Co. Ltd.                                                    | Aeon Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Short            | EC               | CORP              | JP        |      -22300 | NS      | $-470875.45   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                       | Packaging Corp. of America                                             | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        2668 | NS      | $341263.88    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2972.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-29059.90    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -1 | NC      | $-4312.42     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           6 | NC      | $52510.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp.                                                      | Alcoa Corp.                                                            | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Short            | EC               | CORP              | US        |      -11207 | NS      | $-509582.29   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2948.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $422.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                | NatWest Group plc                                                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |       22727 | NS      | $72481.62     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4827.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                        | Repsol SA                                                              | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |       90448 | NS      | $1439662.84   | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| Guidewire Software, Inc.                                         | Guidewire Software, Inc.                                               | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Short            | EC               | CORP              | US        |       -5309 | NS      | $-332131.04   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-842.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fluidra SA                                                       | Fluidra SA                                                             | CUSIP: N/A<br>LEI: 95980020140005026620       | Short            | EC               | CORP              | ES        |      -13059 | NS      | $-203054.95   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                                                | National Grid plc                                                      | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Short            | EC               | CORP              | GB        |      -24389 | NS      | $-292164.54   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Flughafen Zurich AG                                              | Flughafen Zurich AG (Registered)                                       | CUSIP: N/A<br>LEI: 529900PFO97GCN5SYB55       | Long             | EC               | CORP              | CH        |         934 | NS      | $144527.48    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group, Inc.                                                | EMCOR Group, Inc.                                                      | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |        2781 | NS      | $411893.91    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings, Inc.                            | Ollie's Bargain Outlet Holdings, Inc.                                  | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Short            | EC               | CORP              | US        |      -10752 | NS      | $-503623.68   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.                                | Booz Allen Hamilton Holding Corp.                                      | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |        2497 | NS      | $260986.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                                          | Texas Instruments, Inc.                                                | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |         277 | NS      | $45765.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2194.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                   | Coherent Corp.                                                         | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Short            | EC               | CORP              | US        |       -6289 | NS      | $-220743.90   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $505.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Antofagasta plc                                                  | Antofagasta plc                                                        | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Short            | EC               | CORP              | GB        |      -15128 | NS      | $-282403.56   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                                      | Swiss Re AG                                                            | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |        3497 | NS      | $326974.34    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Copa Holdings SA                                                 | Copa Holdings SA, Class A                                              | CUSIP: N/A<br>LEI: 529900BB9UQJV6QQHA59       | Long             | EC               | CORP              | PA        |        2668 | NS      | $221897.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair, Inc.                                                    | Wayfair, Inc., Class A                                                 | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               | CORP              | US        |       -5050 | NS      | $-166094.50   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -1 | NC      | $-18490.38    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Aperam SA                                                        | Aperam SA                                                              | CUSIP: N/A<br>LEI: 5493001136GE6L4R7M63       | Long             | EC               | CORP              | LU        |        7890 | NS      | $250220.47    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Floor & Decor Holdings, Inc.                                     | Floor & Decor Holdings, Inc., Class A                                  | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Short            | EC               | CORP              | US        |       -3340 | NS      | $-232564.20   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-149.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp.                                          | FUJIFILM Holdings Corp.                                                | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Short            | EC               | CORP              | JP        |       -4100 | NS      | $-205005.93   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Pearson plc                                                      | Pearson plc                                                            | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Short            | EC               | CORP              | GB        |       -7205 | NS      | $-81357.55    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Hayward Holdings, Inc.                                           | Hayward Holdings, Inc.                                                 | CUSIP: 421298100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6808 | NS      | $-63995.20    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           2 | NC      | $3221.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9.93        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Moderna, Inc.                                                    | Moderna, Inc.                                                          | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |        2254 | NS      | $404863.48    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Orsted A/S                                                       | Orsted A/S                                                             | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Short            | EC               | CORP              | DK        |       -9975 | NS      | $-901796.30   | -0.56%            |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4897.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                 | Salesforce, Inc.                                                       | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        1083 | NS      | $143594.97    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ams-OSRAM AG                                                     | ams-OSRAM AG                                                           | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | EC               | CORP              | AT        |       13677 | NS      | $100206.26    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group plc                                | InterContinental Hotels Group plc                                      | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |        1329 | NS      | $76256.43     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutanix, Inc.                                                    | Nutanix, Inc., Class A                                                 | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Short            | EC               | CORP              | US        |       -5370 | NS      | $-139888.50   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2714.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-632.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1940.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $791.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                  | Air Lease Corp.                                                        | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |        1110 | NS      | $42646.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dechra Pharmaceuticals plc                                       | Dechra Pharmaceuticals plc                                             | CUSIP: N/A<br>LEI: 213800J4UVB5OWG8VX82       | Short            | EC               | CORP              | GB        |       -2441 | NS      | $-76939.88    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Hargreaves Lansdown plc                                          | Hargreaves Lansdown plc                                                | CUSIP: N/A<br>LEI: 2138008ZCE93ZDSESG90       | Short            | EC               | CORP              | GB        |       -9060 | NS      | $-93299.50    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2400000 | PA      | $98762.58     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp.                                        | Mitsubishi Electric Corp.                                              | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |       61500 | NS      | $609399.83    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| BellRing Brands, Inc.                                            | BellRing Brands, Inc.                                                  | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Short            | EC               | CORP              | US        |       -3938 | NS      | $-100970.32   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $620.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                   | Element Fleet Management Corp.                                         | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Short            | EC               | CORP              | CA        |      -13983 | NS      | $-190536.45   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $693.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Distributions Services plc                         | International Distributions Services plc                               | CUSIP: N/A<br>LEI: 213800TCZZU84G8Z2M70       | Long             | EC               | CORP              | GB        |      149099 | NS      | $382187.94    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $422.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                | Hannover Rueck SE                                                      | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |         890 | NS      | $175603.91    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                          | DSV A/S                                                                | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Short            | EC               | CORP              | DK        |       -3314 | NS      | $-524066.68   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co. Ltd.                                          | Kirin Holdings Co. Ltd.                                                | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Short            | EC               | CORP              | JP        |      -13700 | NS      | $-208807.73   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-227.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                                        | H & M Hennes & Mauritz AB, Class B                                     | CUSIP: N/A<br>LEI: 529900O5RR7R39FRDM42       | Long             | EC               | CORP              | SE        |       23441 | NS      | $252610.24    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-273.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4176.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2194.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Holdings, Inc.                         | CCC Intelligent Solutions Holdings, Inc.                               | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3871 | NS      | $33677.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Legal & General Group plc                                        | Legal & General Group plc                                              | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Short            | EC               | CORP              | GB        |      -10769 | NS      | $-32286.91    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Victoria's Secret & Co.                                          | Victoria's Secret & Co.                                                | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |        2446 | NS      | $87517.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Canadian Imperial Bank of Commerce                                     | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |        5892 | NS      | $238334.45    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CCL Industries, Inc.                                             | CCL Industries, Inc., Class B                                          | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Short            | EC               | CORP              | CA        |        -732 | NS      | $-31269.48    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11301.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-66547.42    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                            | National Fuel Gas Co.                                                  | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |        2355 | NS      | $149071.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding plc                                 | Sensata Technologies Holding plc                                       | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | GB        |        3882 | NS      | $156755.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1387.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UPM-Kymmene OYJ                                                  | UPM-Kymmene OYJ                                                        | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Short            | EC               | CORP              | FI        |      -12113 | NS      | $-453285.29   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $493.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WiseTech Global Ltd.                                             | WiseTech Global Ltd.                                                   | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Short            | EC               | CORP              | AU        |       -1064 | NS      | $-36593.56    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2453.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6843.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skechers USA, Inc.                                               | Skechers USA, Inc., Class A                                            | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |        5003 | NS      | $209875.85    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp.                                           | Envista Holdings Corp.                                                 | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |        3262 | NS      | $109831.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-200.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Graham Holdings Co.                                              | Graham Holdings Co., Class B                                           | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |         403 | NS      | $243496.63    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                    | Murata Manufacturing Co. Ltd.                                          | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |        6400 | NS      | $315617.22    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co. Ltd.                                   | Sumitomo Metal Mining Co. Ltd.                                         | CUSIP: N/A<br>LEI: 353800CF81IXL9974H84       | Long             | EC               | CORP              | JP        |        5000 | NS      | $175694.29    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corp.                                    | Wheaton Precious Metals Corp.                                          | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Short            | EC               | CORP              | CA        |       -9447 | NS      | $-369088.85   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block, Inc.                                                  | H&R Block, Inc.                                                        | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |       17297 | NS      | $631513.47    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Amada Co. Ltd.                                                   | Amada Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 529900QF5O6TQGCPDX85       | Long             | EC               | CORP              | JP        |       54600 | NS      | $425189.43    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2312.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $561.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PDC Energy, Inc.                                                 | PDC Energy, Inc.                                                       | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |        5105 | NS      | $324065.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace, Inc.                                                  | Dynatrace, Inc.                                                        | CUSIP: 268150109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3250 | NS      | $-124475.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -2 | NC      | $1768.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama, Inc.                                                  | Dollarama, Inc.                                                        | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Short            | EC               | CORP              | CA        |       -1707 | NS      | $-99835.55    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke DSM NV                                               | Koninklijke DSM NV                                                     | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Short            | EC               | CORP              | NL        |       -6020 | NS      | $-739223.59   | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                  | Jefferies Financial Group, Inc.                                        | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |        8523 | NS      | $292168.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kurita Water Industries Ltd.                                     | Kurita Water Industries Ltd.                                           | CUSIP: N/A<br>LEI: 52990086GS2ON69UMX34       | Short            | EC               | CORP              | JP        |       -4100 | NS      | $-169349.46   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5013.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3188.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| nCino, Inc.                                                      | nCino, Inc.                                                            | CUSIP: 63947X101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3297 | NS      | $-87172.68    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ASR Nederland NV                                                 | ASR Nederland NV                                                       | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |       16048 | NS      | $762505.19    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3.73         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                                     | Chipotle Mexican Grill, Inc.                                           | CUSIP: 169656105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -161 | NS      | $-223385.89   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $88.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                        | United Overseas Bank Ltd.                                              | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |        8700 | NS      | $199280.85    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $681.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings, Inc.                                      | Bandai Namco Holdings, Inc.                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |       -3600 | NS      | $-225645.95   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey plc                                                | Taylor Wimpey plc                                                      | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |       24373 | NS      | $29849.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3646.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1627.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-464.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-35696.55    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Aviva plc                                                        | Aviva plc                                                              | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |       69836 | NS      | $370455.24    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-964.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5256.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Ltd.                                               | Origin Energy Ltd.                                                     | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |      107746 | NS      | $563934.29    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3.60         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1227.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG (Registered)                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |      124129 | NS      | $1395404.72   | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $87.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercari, Inc.                                                    | Mercari, Inc.                                                          | CUSIP: N/A<br>LEI: 3538009SK4V5AXSTUJ26       | Short            | EC               | CORP              | JP        |       -6400 | NS      | $-130169.97   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2700000 | PA      | $56459.57     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                      | Sysco Corp.                                                            | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Short            | EC               | CORP              | US        |       -2333 | NS      | $-178357.85   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co. KGaA                                             | Henkel AG & Co. KGaA (Preference)                                      | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |        1188 | NS      | $82343.55     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | FTSE/MIB Index                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |         125 | NC      | $-520847.46   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life, Inc.                                                 | Globe Life, Inc.                                                       | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Short            | EC               | CORP              | US        |       -3643 | NS      | $-439163.65   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    44000000 | PA      | $93490.77     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                       | eBay, Inc.                                                             | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |        7804 | NS      | $323631.88    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International, Inc.                                 | Tempur Sealy International, Inc.                                       | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Short            | EC               | CORP              | US        |       -4516 | NS      | $-155034.28   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co.                                                | Sotera Health Co.                                                      | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       29419 | NS      | $245060.27    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3410.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                                     | Dexcom, Inc.                                                           | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Short            | EC               | CORP              | US        |       -3242 | NS      | $-367124.08   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp.                                                  | A O Smith Corp.                                                        | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |        3097 | NS      | $177272.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp.                                                     | Cintas Corp.                                                           | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         626 | NS      | $282714.12    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicharm Corp.                                                   | Unicharm Corp.                                                         | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Short            | EC               | CORP              | JP        |      -15200 | NS      | $-581950.69   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Natural Gas                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          24 | NC      | $-110762.60   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-801.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Masterbrand, Inc.                                                | Masterbrand, Inc.                                                      | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |        2258 | NS      | $17047.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca plc                                                  | AstraZeneca plc                                                        | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Short            | EC               | CORP              | GB        |       -5896 | NS      | $-797843.08   | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Industries Corp.                                          | Toyota Industries Corp.                                                | CUSIP: N/A<br>LEI: 35380000WKGEAHEMW830       | Long             | EC               | CORP              | JP        |        6800 | NS      | $369414.74    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2625.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MillerKnoll, Inc.                                                | MillerKnoll, Inc.                                                      | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |       12272 | NS      | $257834.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                                               | Best Buy Co., Inc.                                                     | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        7289 | NS      | $584650.69    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                                      | Aena SME SA                                                            | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Short            | EC               | CORP              | ES        |        -370 | NS      | $-46382.62    | -0.03%            |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                                             | Avery Dennison Corp.                                                   | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Short            | EC               | CORP              | US        |       -2281 | NS      | $-412861.00   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** AQR Funds

**Signature:** Matt Plastina

**Name of Signer:** Matt Plastina

**Title:** Principal Financial Officer