# EDGAR Filing Document

**Accession Number:** 0001761055
**File Stem:** 0001410368-26-066769
**Filing Date:** 2026-6
**Character Count:** 1035903
**Document Hash:** 9543151a2f7e6dadd5d455b56fdbca51
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-066769.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001410368-26-066769

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20260430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock ETF Trust
- **CENTRAL INDEX KEY:** 0001761055

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23402
- **FILM NUMBER:** 261121757

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 8004417762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

## Series and Classes Contracts Data

### iShares Systematic Alternatives Active ETF (Series ID: S000095901)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000264683 | iShares Systematic Alternatives Active ETF |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock ETF Trust

- **b. Investment Company Act file number:** 811-23402

- **c. CIK number of Registrant:** 0001761055

- **d. LEI of Registrant:** 5493007WBHAKV9JVS642

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

  - **Street Address 1:** 100 BELLEVUE PARKWAY

  - **City:** WILMINGTON

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** iShares Systematic Alternatives Active ETF

- **b. EDGAR series identifier (if any):** S000095901

- **c. LEI of Series:** 529900OPRL20RPOKXH63

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

- **a. Date of fiscal year-end:** 2026-04-30

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $459722469.70

**Total Liabilities:** $249463866.13

**Net Assets:** $210258603.57

**Amount of Assets Invested in Other Investment Companies:** $3076202.23

**Cash Not Reported:** $7207184.76

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 84322.31000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** -7096.01000000 | **5-Year:** 1123.16000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000264683 | 1.94%                | 2.61%                | 3.27%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2361.91                 | $17945.93                                  |
| Month 2  | $-21888.41               | $-598802.36                                |
| Month 3  | $-482489.39              | $498207.00                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CITIBANK NA                                      | VICTORIA S SECRET                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2062 | OU      | $-106873.46   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZETA GLOBAL HOLDINGS CORP CLASS A                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1399 | OU      | $-25769.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JEFFERIES FINANCIAL GROUP INC                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1531 | OU      | $-73824.82    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COCA COLA EUROPACIFIC PARTNERS PLC                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      6312 | OU      | $-596925.84   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PARKER-HANNIFIN CORP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1184 | OU      | $1076753.28   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MAREX GROUP PLC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       389 | OU      | $-20753.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PLANET FITNESS INC CLASS A                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      3583 | OU      | $238878.61    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CIENA CORP                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       689 | OU      | $-363502.62   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD JPY                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-548.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SCREEN HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1700 | OU      | $-112711.74   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MKS INC                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1408 | OU      | $399520.00    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ASML HOLDING NV                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |       695 | OU      | $1004654.20   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOKYU CORP                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       700 | OU      | $-7442.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WESTPAC BANKING CORPORATION CORP                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     17730 | OU      | $-496026.24   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AGILENT TECHNOLOGIES INC                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       929 | OU      | $107345.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON SANSO HOLDINGS CORP                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      2400 | OU      | $-84613.11    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SYMRISE AG                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |       297 | OU      | $26272.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HOKUHOKU FINANCIAL GROUP INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       100 | OU      | $-3812.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ARGAN INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       131 | OU      | $87767.38     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ATLASSIAN CORP CLASS A                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1078 | OU      | $-73940.02    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NIPPON EXPRESS HOLDINGS INC                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       100 | OU      | $-2626.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TELEFLEX INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       438 | OU      | $-54272.58    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PTC INC                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       925 | OU      | $-126077.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SEK / SOLD EUR                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |         1 | NC      | $-938.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CVS HEALTH CORP                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1300 | OU      | $-108277.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AAON INC                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       901 | OU      | $-84072.31    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | IMPERIAL BRANDS PLC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      3914 | OU      | $148703.17    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: USD 3.410000 18-MAR-2028 SOF                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    621000 | OU      | $3821.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD NZD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-3385.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | KLAVIYO INC SERIES A                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2345 | OU      | $-47111.05    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CROWN CASTLE INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1126 | OU      | $-99966.28    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD GBP                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-34217.99    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MURPHY USA INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       158 | OU      | $-92904.00    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PUBLIC STORAGE REIT                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      3773 | OU      | $-1141143.85  | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AMER SPORTS INC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      8557 | OU      | $-300093.99   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ADOBE INC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       180 | OU      | $44298.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HYATT HOTELS CORP CLASS A                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       518 | OU      | $-86801.26    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KRATOS DEFENSE AND SECURITY SOLUTI                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        54 | OU      | $3404.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TFI INTERNATIONAL INC                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |       534 | OU      | $-76407.58    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GREATLAND RESOURCES LTD                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |      6935 | OU      | $-68275.24    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | NETAPP INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1532 | OU      | $169699.64    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OKTA INC CLASS A                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1569 | OU      | $-115556.85   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KERING SA                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |        45 | OU      | $-12380.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TAPESTRY INC                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        44 | OU      | $-6381.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GENERAC HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       116 | OU      | $-30070.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VEOLIA ENVIRON. SA                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      7406 | OU      | $-313193.55   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FRESHPET INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       268 | OU      | $-18057.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ABBVIE INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       900 | OU      | $190188.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SMITH AND NEPHEW PLC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      2332 | OU      | $-36084.93    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MONSTER BEVERAGE CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1736 | OU      | $133793.52    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | REGENCY CENTERS REIT CORP                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       825 | OU      | $-64226.25    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MERCK                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      1899 | OU      | $245895.91    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | UNITED AIRLINES HOLDINGS INC                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1254 | OU      | $-112860.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TEXTRON INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        56 | OU      | $-5373.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BANCO BILBAO VIZCAYA ARGENTARIA SA                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |     10559 | OU      | $233168.04    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DAI NIPPON PRINTING LTD                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      9700 | OU      | $183728.97    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CMS ENERGY CORP                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3072 | OU      | $235745.28    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AZIMUT HOLDING                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |      2248 | OU      | $95461.16     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHARLES SCHWAB CORP                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      4656 | OU      | $426675.84    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PERMIAN RESOURCES CORP CLASS A                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      5454 | OU      | $117915.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TESCO PLC                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |     79164 | OU      | $519275.78    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | A P MOLLER MAERSK B                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DK        |        55 | OU      | $130305.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | QUALCOMM INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1396 | OU      | $250693.68    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LATTICE SEMICONDUCTOR CORP                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       149 | OU      | $-18219.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AEGON LTD                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |      4796 | OU      | $-39742.53    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED CAD / SOLD USD                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |         1 | NC      | $6508.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SVENSKA HANDELSBANKEN-A SHS                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SE        |      1272 | OU      | $18075.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HECLA MINING                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      8661 | OU      | $-156071.22   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENAGAS SA                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | ES        |     23271 | OU      | $465669.63    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TELEFONICA SA                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | ES        |    116391 | OU      | $525216.43    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BANCO DE SABADELL SA                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |     33288 | OU      | $-129057.51   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | LKQ CORP                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1252 | OU      | $39538.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HASBRO INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      4899 | OU      | $469520.16    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AUTONATION INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       853 | OU      | $-181160.14   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SUMITOMO CHEMICAL LTD                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    238200 | OU      | $777266.57    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | REGENCY CENTERS REIT CORP                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       355 | OU      | $-27636.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AEHR TEST SYSTEMS                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       101 | OU      | $9146.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MANULIFE FINANCIAL CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      6761 | OU      | $265840.92    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SSR MINING INC                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      1554 | OU      | $44754.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SEMTECH CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       429 | OU      | $-45066.45    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RANGE RESOURCES CORP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1109 | OU      | $48241.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD NOK                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $-605.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ENSIGN GROUP INC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        37 | OU      | $-6907.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME COPPER FUTURE JUN26                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        18 | NC      | $-162763.09   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK NA                                      | FLEX LTD                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      7247 | OU      | $663462.85    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COMPAGNIE DE SAINT GOBAIN SA                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |       404 | OU      | $37014.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DEUTSCHE BANK AG                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |     25624 | OU      | $796112.78    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WESCO INTERNATIONAL INC                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        91 | OU      | $-31769.92    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HUBBELL INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        18 | OU      | $9147.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ORMAT TECH INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       339 | OU      | $-38951.10    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BUILDERS FIRSTSOURCE INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        67 | OU      | $-5299.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MOLSON COORS BREWING  CLASS B                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2449 | OU      | $104670.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EBARA CORP                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       200 | OU      | $-6841.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALCON AG                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |      1742 | OU      | $-130044.30   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OVINTIV INC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       195 | OU      | $-12002.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VISTRA CORP                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        53 | OU      | $-8365.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | VISA INC CLASS A                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1150 | OU      | $379316.00    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE JUN26                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -51 | NC      | $-10321.45    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK NA                                      | COMFORT SYSTEMS USA INC                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        88 | OU      | $161942.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NEWMARKET CORP                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        89 | OU      | $60130.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CHUBB LTD                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       136 | OU      | $-44472.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD JPY                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-1020.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SPROUTS FARMERS MARKET INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       517 | OU      | $42316.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HERC HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       669 | OU      | $-84909.48    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | NATERA INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       309 | OU      | $63703.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CARDINAL HEALTH INC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       196 | OU      | $37804.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MACOM TECHNOLOGY SOLUTIONS INC                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       108 | OU      | $30413.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HALMA PLC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       279 | OU      | $-16789.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GAMESTOP CORP CLASS A                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1393 | OU      | $-34755.35    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CENTRUS ENERGY CORP CLASS A                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       355 | OU      | $-74890.80    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | RH                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       302 | OU      | $-39851.92    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SONOVA HOLDING AG                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |        58 | OU      | $-12714.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AUTOMATIC DATA PROCESSING INC                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2449 | OU      | $519041.06    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RHEINMETALL AG                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |       658 | OU      | $-1049384.81  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | HALLIBURTON                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     23106 | OU      | $977383.80    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VF CORP                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1638 | OU      | $-31007.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SHIZUOKA FINANCIAL GROUP INC                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     10500 | OU      | $184333.97    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CARNIVAL CORP                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       160 | OU      | $-4241.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KINGSPAN GROUP PLC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IE        |      4146 | OU      | $-383603.01   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NATIONAL GRID PLC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      3131 | OU      | $-56046.70    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | HEALTHCARE REALTY TRUST INC CLASS                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     12206 | OU      | $228252.20    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SOLAREDGE TECHNOLOGIES INC                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       161 | OU      | $-6900.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TEMENOS AG                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |      1463 | OU      | $138756.02    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TJX INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       924 | OU      | $144837.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BEST BUY INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2067 | OU      | $125032.83    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SITEONE LANDSCAPE SUPPLY INC                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       140 | OU      | $-17647.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PORSCHE AUTOMOBIL HOLDING PREF                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |       519 | OU      | $-18884.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD GBP                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1206.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TKO GROUP HOLDINGS INC CLASS A                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2847 | OU      | $-529798.23   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NVIDIA CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       729 | OU      | $145486.53    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KAWASAKI KISEN LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      6400 | OU      | $104755.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HOWMET AEROSPACE INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       524 | OU      | $127352.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | COHERENT CORP                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       382 | OU      | $122129.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD USD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $7350.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CYBER AGENT INC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     55100 | OU      | $441269.83    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOYO SUISAN LTD                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      2500 | OU      | $-172303.66   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FIRSTSERVICE SUBORDINATE VOTING CO                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |       105 | OU      | $-14069.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ZSCALER INC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       165 | OU      | $-21562.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | EXELON CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2485 | OU      | $114285.15    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INGREDION INC                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       324 | OU      | $36203.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SKANSKA B                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |     21875 | OU      | $590785.03    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BROWN FORMAN CORP CLASS B                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      3027 | OU      | $-78005.79    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD KRW                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $192.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PAN AFRICAN RESOURCES PLC                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     15665 | OU      | $-29913.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FAIRFAX FINANCIAL HOLDINGS SUB VOT                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |        83 | OU      | $-143634.27   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CENOVUS ENERGY INC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     24872 | OU      | $-727657.29   | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: USD 3.560000 16-SEP-2028 SOF                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1572000 | OU      | $4532.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | METLIFE INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     10206 | OU      | $817500.60    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PALO ALTO NETWORKS INC                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      3078 | OU      | $-551946.96   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PERFORMANCE FOOD GROUP                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       110 | OU      | $-9961.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZOZO INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     14600 | OU      | $-98293.89    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OMNICOM GROUP INC                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       645 | OU      | $49484.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ELANCO ANIMAL HEALTH INC                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2767 | OU      | $-61897.79    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: USD 3.545000 16-SEP-2028 SOF                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1016000 | OU      | $3218.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KROGER                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      5410 | OU      | $368258.70    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |         1 | NC      | $2578.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BANCO COMERCIAL PORTUGUES SA                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | PT        |    426912 | OU      | $-456317.84   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | STAG INDUSTRIAL REIT INC                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1316 | OU      | $-50771.28    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | DELL TECHNOLOGIES INC CLASS C                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       473 | OU      | $-98833.35    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KOBE BUSSAN LTD                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      2300 | OU      | $40264.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AMPOL LTD                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |     15249 | OU      | $386113.39    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTERACTIVE BROKERS GROUP INC CLAS                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       255 | OU      | $-20272.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FRANKLIN RESOURCES INC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1800 | OU      | $53946.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AMDOCS LTD                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4554 | OU      | $294507.18    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CLOROX                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      3819 | OU      | $-368304.36   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SANDISK CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        38 | OU      | $-41667.38    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRYG                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |      9993 | OU      | $240117.64    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WILLIAMS SONOMA INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       244 | OU      | $44215.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HECLA MINING                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2774 | OU      | $49987.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | BOOZ ALLEN HAMILTON HOLDING CORP C                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       733 | OU      | $57005.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BAYER AG                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |     11980 | OU      | $-537155.60   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CLEAN HARBORS INC                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        88 | OU      | $27515.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PHINIA INC                                       | Phinia Inc                                               | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45035.80     | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SERVICENOW INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       904 | OU      | $79832.24     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENUINE PARTS                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2239 | OU      | $-240087.97   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SERVICENOW INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3725 | OU      | $328954.75    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AURIZON HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |      6653 | OU      | $20098.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COSTCO WHOLESALE CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       789 | OU      | $800464.17    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DEUTSCHE TELEKOM N AG                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |     13570 | OU      | $438319.63    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PPG INDUSTRIES INC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       503 | OU      | $54575.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASAHI GROUP HOLDINGS LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     23700 | OU      | $-233341.38   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FIRST SOLAR INC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       861 | OU      | $173827.29    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EDWARDS LIFESCIENCES CORP                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1394 | OU      | $116399.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IA FINANCIAL INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       248 | OU      | $-31917.66    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | SWAP/CDSWAP/ICE: (CDX.NA.HY.46.V1)                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   3338000 | OU      | $-257683.04   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAIICHI SANKYO LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      6300 | OU      | $102337.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MCKESSON CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        98 | OU      | $79889.60     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | DRAFTKINGS INC CLASS A                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1654 | OU      | $-38571.28    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ANNALY CAPITAL MANAGEMENT REIT INC                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      7892 | OU      | $-180726.80   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALTAGAS LTD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      4460 | OU      | $-167157.65   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PAYPAL HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       773 | OU      | $-38758.22    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PACCAR INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        52 | OU      | $6177.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NUTANIX INC CLASS A                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1991 | OU      | $-81411.99    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GREATLAND RESOURCES LTD                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      3290 | OU      | $-32390.13    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | URBAN OUTFITTERS INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       923 | OU      | $64923.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AXSOME THERAPEUTICS INC                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        31 | OU      | $-6440.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CLP HOLDINGS LTD                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | HK        |      1000 | OU      | $-9615.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | GILEAD SCIENCES INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       991 | OU      | $129662.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NEMETSCHEK                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |      1191 | OU      | $86435.70     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EVERCORE INC CLASS A                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       416 | OU      | $133656.64    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VODAFONE GROUP PLC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      9951 | OU      | $15833.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AKER BP                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NO        |     26131 | OU      | $1021520.65   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FIDELITY NATIONAL FINANCIAL INC                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       646 | OU      | $33785.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | MADRIGAL PHARMACEUTICALS INC                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        87 | OU      | $45012.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HOST HOTELS & RESORTS REIT INC                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       498 | OU      | $-10522.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SANOFI SA                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |      2878 | OU      | $269313.03    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RAIFFEISEN BANK INTERNATIONAL AG                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AT        |       103 | OU      | $-5618.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | PAYPAL HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3537 | OU      | $-177345.18   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EQUITY RESIDENTIAL REIT                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      3614 | OU      | $-236283.32   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AIRBNB INC CLASS A                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2650 | OU      | $371954.00    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JAPAN EXCHANGE GROUP INC                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     11600 | OU      | $-138175.99   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CISCO SYSTEMS INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3797 | OU      | $347425.50    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WEX INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        25 | OU      | $-3758.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD NZD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-5074.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CNY                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1658.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TTM TECHNOLOGIES INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       877 | OU      | $138758.94    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DT MIDSTREAM INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       682 | OU      | $100929.18    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CHORD ENERGY CORP                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       905 | OU      | $131768.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GAZTRANSPORT   TECHNIGAZ SA                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |       252 | OU      | $-61310.12    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | HORMEL FOODS CORP                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      9431 | OU      | $-202483.57   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OLLIES BARGAIN OUTLET HOLDINGS INC                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1477 | OU      | $127775.27    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INFINEON TECHNOLOGIES AG                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |     29558 | OU      | $-1987930.51  | -0.95%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CHURCH AND DWIGHT INC                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        92 | OU      | $-8929.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MSCI INC                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        84 | OU      | $49678.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PARSONS CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1422 | OU      | $-71683.02    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ESTEE LAUDER INC CLASS A                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       756 | OU      | $-57992.76    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FOOD   LIFE COMPANIES LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      2200 | OU      | $-127976.27   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALTRIA GROUP INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      4685 | OU      | $340365.25    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAI-ICHI LIFE HOLDINGS INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     23000 | OU      | $210580.62    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KLA CORP                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        42 | OU      | $73514.70     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | MARVELL TECHNOLOGY INC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       409 | OU      | $67546.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RYOHIN KEIKAKU LTD                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      9800 | OU      | $-226416.28   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UBS GROUP AG                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      4547 | OU      | $-201212.92   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ON SEMICONDUCTOR CORP                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2285 | OU      | $-230350.85   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TE CONNECTIVITY PLC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1607 | OU      | $340137.62    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FINNING INTERNATIONAL INC                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      1654 | OU      | $121132.20    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DENSO CORP                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     11100 | OU      | $132623.38    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CARDINAL HEALTH INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       899 | OU      | $173399.12    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                      | GOLD 100 OZ FUTR JUN26                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        13 | NC      | $34143.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK NA                                      | APPLIED INDUSTRIAL TECHNOLOGIES IN                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       246 | OU      | $75214.50     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FORTIS INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      6337 | OU      | $362394.20    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TENARIS SA                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |      7664 | OU      | $244645.18    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | METTLER TOLEDO INC                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       324 | OU      | $413621.64    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LINCOLN NATIONAL CORP                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      7833 | OU      | $-296165.73   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BUZZI                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |      3742 | OU      | $-204888.47   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JETBLUE AIRWAYS CORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      7003 | OU      | $-32598.97    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | COGNIZANT TECHNOLOGY SOLUTIONS COR                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      7268 | OU      | $384477.20    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CHUBU ELECTRIC POWER INC                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     12300 | OU      | $-211546.09   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COGNEX CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      4163 | OU      | $231088.13    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | BUNGE GLOBAL SA                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2903 | OU      | $-368884.21   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BABCOCK INTERNATIONAL GROUP PLC                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      3994 | OU      | $60170.65     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ROBERT HALF                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      3721 | OU      | $99015.81     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UNILEVER PLC                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |     13169 | OU      | $-767951.83   | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GILDAN ACTIVEWEAR INC                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      7156 | OU      | $-444105.57   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN STEEL WORKS LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1500 | OU      | $-91665.99    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TERAWULF INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3844 | OU      | $-83530.12    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VESTAS WIND SYSTEMS                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DK        |     13824 | OU      | $425079.60    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | NEW YORK TIMES CLASS A                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1336 | OU      | $105584.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SIKA AG                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |       173 | OU      | $-31912.66    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | PLANET FITNESS INC CLASS A                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       597 | OU      | $-39801.99    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NOBLE CORPORATION PLC                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1756 | OU      | $89608.68     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MELROSE INDUSTRIES PLC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |       568 | OU      | $-3727.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JAPAN POST BANK LTD                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     15500 | OU      | $-265984.19   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PAN AMERICAN SILVER CORP                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      3662 | OU      | $191625.84    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | PORTLAND GENERAL ELECTRIC                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1457 | OU      | $75662.01     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ITT INC                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1738 | OU      | $372522.92    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GENERAL MILLS INC                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     15228 | OU      | $537700.68    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RESTAURANTS BRANDS INTERNATIONAL I                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      3768 | OU      | $-304053.06   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GENERAL MILLS INC                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       232 | OU      | $8191.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SKYWORKS SOLUTIONS INC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     16430 | OU      | $1152893.10   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | FOX CORP CLASS A                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     11433 | OU      | $725881.17    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LVMH                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |       115 | OU      | $61434.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JOHNSON MATTHEY PLC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      5466 | OU      | $154558.69    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | COMPASS GROUP PLC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |       142 | OU      | $4012.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MAZDA MOTOR CORP                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      3700 | OU      | $-23816.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ALCOA CORP                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1631 | OU      | $104041.49    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KYOWA KIRIN LTD                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      3900 | OU      | $-58756.99    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AMAZON COM INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       470 | OU      | $124578.20    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CHF / SOLD EUR                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |         1 | NC      | $-961.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | D R HORTON INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      3179 | OU      | $489120.94    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | M&T BANK CORP                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        53 | OU      | $-11587.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DEXUS STAPLED UNITS                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |      7490 | OU      | $33788.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CLEAR SECURE INC CLASS A                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       973 | OU      | $-51948.47    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: USD 3.408000 16-SEP-2028 SOF                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    745000 | OU      | $4298.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INTERTEK GROUP PLC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      8068 | OU      | $519725.26    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                      | CUSIP: 912797RG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  16712500 | PA      | $16550737.71  | 7.87%             | 2026-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CAMDEN PROPERTY TRUST REIT                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        70 | OU      | $-7351.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PAYCHEX INC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     14862 | OU      | $-1376667.06  | -0.65%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AFFIRM HOLDINGS INC CLASS A                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       919 | OU      | $-59073.32    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SUMITOMO METAL MINING LTD                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      1200 | OU      | $73779.46     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EPIROC CLASS B                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |       164 | OU      | $-4086.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | JAMES HARDIE INDUSTRIES PLC                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       944 | OU      | $-19814.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CINTAS CORP                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2290 | OU      | $-400085.90   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD CHF                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $-3095.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | THERMO FISHER SCIENTIFIC INC                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       450 | OU      | $215532.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HERMES INTERNATIONAL                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       453 | OU      | $-866634.76   | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INTUIT INC                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       844 | OU      | $327894.00    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CHENIERE ENERGY INC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       833 | OU      | $229033.35    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | PUBLIC SERVICE ENTERPRISE GROUP IN                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3263 | OU      | $266456.58    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PHILLIPS                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       348 | OU      | $62344.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HEALTHPEAK PROPERTIES INC                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1720 | OU      | $-27812.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | APA CORP                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      5122 | OU      | $-208619.06   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEMBCORP INDUSTRIES LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |     15100 | OU      | $-79243.91    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CHF / SOLD EUR                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |         1 | NC      | $-22.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DEUTSCHE LUFTHANSA AG                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      5144 | OU      | $-44076.06    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD NZD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-15.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FLUENCE ENERGY INC CLASS A                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      1519 | OU      | $-18501.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CBRE GROUP INC CLASS A                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1054 | OU      | $150437.42    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | SWAP/CDSWAP/ICE: (CDX.NA.IG.46.V1)                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        | 118053000 | OU      | $2620516.67   | 1.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GEBERIT AG                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |       638 | OU      | $-431135.28   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NIPPON SANSO HOLDINGS CORP                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       500 | OU      | $-17627.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ALAMOS GOLD INC CLASS A                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      1734 | OU      | $-69188.94    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CHF / SOLD EUR                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |         1 | NC      | $-14745.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SNAP ON INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       548 | OU      | $210103.20    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HIKARI TSUSHIN INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       800 | OU      | $-194268.73   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JARDINE MATHESON HOLDINGS LTD                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |      1500 | OU      | $102258.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CHENIERE ENERGY INC                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       565 | OU      | $-155346.75   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FEDERAL REALTY INVESTMENT TRUST RE                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      3944 | OU      | $-437389.60   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STARBUCKS CORP                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       981 | OU      | $103328.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AUTONATION INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       479 | OU      | $-101730.02   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LYONDELLBASELL INDUSTRIES NV CLASS                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1123 | OU      | $83775.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PHILIP MORRIS INTERNATIONAL INC                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       373 | OU      | $-61571.11    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NATWEST GROUP PLC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     99386 | OU      | $792689.93    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DEERE                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       208 | OU      | $-122692.96   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TOWER SEMICONDUCTOR LTD                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IL        |        64 | OU      | $-13337.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MITSUI KINZOKU LIMITED LTD                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       500 | OU      | $-137379.23   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED AUD / SOLD USD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |         1 | NC      | $17967.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FLOOR DECOR HOLDINGS INC CLASS A                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       329 | OU      | $15923.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WOOLWORTHS GROUP LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     10803 | OU      | $-268243.80   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CNY                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-44864.17    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EDP ENERGIAS DE PORTUGAL SA                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | PT        |     48661 | OU      | $265410.66    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INTESA SANPAOLO                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |    234122 | OU      | $1590678.41   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INTUITIVE SURGICAL INC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        51 | OU      | $-23338.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | APPLIED OPTOELECTRONICS INC                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       126 | OU      | $-20709.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOFTBANK CORP                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    263800 | OU      | $371290.23    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BUNZL                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      4962 | OU      | $-163577.42   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RESONAC HOLDINGS                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       700 | OU      | $64059.85     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENERAL MOTORS                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      3425 | OU      | $263348.25    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BIOGEN INC                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1073 | OU      | $203097.44    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD INR                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $44694.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PRIMO BRANDS CLASS A CORP                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     14378 | OU      | $-293023.64   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | REVVITY INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       903 | OU      | $78217.86     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HUBSPOT INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       102 | OU      | $22619.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SOMNIGROUP INTERNATIONAL INC                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2970 | OU      | $-225304.20   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ADVANCED ENERGY INDUSTRIES INC                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        75 | OU      | $28793.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PROGRESSIVE CORP                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       861 | OU      | $173302.08    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ORSTED A/S                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DK        |      3626 | OU      | $-96971.90    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RAKUTEN GROUP INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     99800 | OU      | $485907.88    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MAKITA CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       200 | OU      | $-7426.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FLUTTER ENTERTAINMENT PLC                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       514 | OU      | $55476.02     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BLOCK INC CLASS A                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1138 | OU      | $-80240.38    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SENTINELONE INC CLASS A                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1235 | OU      | $-17487.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SHIONOGI LTD                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      1800 | OU      | $-36365.29    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | POST HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1519 | OU      | $-159115.25   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WELLTOWER INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        91 | OU      | $-19777.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AFLAC INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       432 | OU      | $49105.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD JPY                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-21154.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TORAY INDUSTRIES INC                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      1300 | OU      | $9333.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ALLEGRO MICROSYSTEMS INC                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2429 | OU      | $-117806.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ROIVANT SCIENCES LTD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       179 | OU      | $5106.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LULULEMON ATHLETICA INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       957 | OU      | $131778.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | PROGRESSIVE CORP                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3564 | OU      | $-717361.92   | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HOULIHAN LOKEY INC CLASS A                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       212 | OU      | $-32807.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KAJIMA CORP                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     16000 | OU      | $625344.91    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CAR GROUP LTD                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |       164 | OU      | $-3025.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ITOCHU CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      8200 | OU      | $101623.41    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | HF SINCLAIR CORP                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3884 | OU      | $261043.64    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ELECTRIC POWER DEVELOPMENT LTD                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      2900 | OU      | $-70971.45    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ROLLS-ROYCE HOLDINGS PLC                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |      2556 | OU      | $-41130.02    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UNIBAIL RODAMCO WE STAPLED UNITS                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      2112 | OU      | $-256412.50   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | PROTAGONIST THERAPEUTICS INC                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1112 | OU      | $-110054.64   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | BROADCOM INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       188 | OU      | $78476.84     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INTERNATIONAL BUSINESS MACHINES CO                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       137 | OU      | $31644.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KLEPIERRE REIT SA                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      6735 | OU      | $272876.61    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FUJIFILM HOLDINGS CORP                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       400 | OU      | $7361.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ROYAL CARIBBEAN GROUP LTD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2034 | OU      | $-536487.84   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | GLOBAL PAYMENTS INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1470 | OU      | $-105781.20   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FREEPORT MCMORAN INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       781 | OU      | $45126.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UNUM                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       403 | OU      | $32393.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WHARF (HOLDINGS) LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |     22000 | OU      | $-72635.81    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CIRRUS LOGIC INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        30 | OU      | $4892.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ZILLOW GROUP INC CLASS C                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      5939 | OU      | $-263691.60   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CASEYS GENERAL STORES INC                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       213 | OU      | $-175117.95   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | EXELON CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      5069 | OU      | $-233123.31   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DIAGEO PLC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     20345 | OU      | $-411363.20   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ROCKWOOL CLASS B                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |      6315 | OU      | $-183832.70   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CASELLA WASTE SYSTEMS INC CLASS A                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       890 | OU      | $-70532.50    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IMMUNITYBIO INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      6746 | OU      | $-47896.60    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COCHLEAR LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      2560 | OU      | $-174185.57   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IRON MOUNTAIN INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       460 | OU      | $-57955.40    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | WALT DISNEY                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      5066 | OU      | $525597.50    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LEGAL AND GENERAL GROUP PLC                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |    135200 | OU      | $463969.41    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD SGD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $67.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RENAULT SA                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      5742 | OU      | $-201711.88   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ROSS STORES INC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        98 | OU      | $-22323.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ORION CLASS B                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FI        |        91 | OU      | $-7351.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CONOCOPHILLIPS                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1059 | OU      | $133201.02    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BANK OF NOVA SCOTIA                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     10620 | OU      | $826238.89    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HEXAGON CLASS B                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SE        |     10860 | OU      | $118644.85    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STEEL DYNAMICS INC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       407 | OU      | $93064.62     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TEMPUS AI INC CLASS A                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       532 | OU      | $-29515.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RIO TINTO PLC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       166 | OU      | $-16722.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CADENCE DESIGN SYSTEMS INC                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       165 | OU      | $54382.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED SEK / SOLD EUR                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |         1 | NC      | $-193.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MURATA MANUFACTURING LTD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     34900 | OU      | $1157431.39   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MICROCHIP TECHNOLOGY INC                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1985 | OU      | $184426.35    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD SGD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-54.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AMERICAN AIRLINES GROUP INC                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     11635 | OU      | $-136245.85   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DEUTSCHE POST AG                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |     17762 | OU      | $1051762.75   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FOOD   LIFE COMPANIES LTD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       800 | OU      | $-46536.83    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | T MOBILE US INC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       401 | OU      | $-78395.50    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ORGANO CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       500 | OU      | $-50526.49    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CLEAN HARBORS INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        95 | OU      | $-29704.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CHF / SOLD EUR                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |         1 | NC      | $6301.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VAT GROUP AG                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |       120 | OU      | $90150.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                      | CUSIP: 912797SA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    200000 | PA      | $196951.47    | 0.09%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WARNER MUSIC GROUP CORP CLASS A                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1879 | OU      | $53119.33     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | EVERSOURCE ENERGY                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2327 | OU      | $-164518.90   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WAYSTAR HOLDING CORP                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1292 | OU      | $-27616.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AMAZON COM INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       703 | OU      | $186337.18    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SABLE OFFSHORE CORP CLASS A                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1223 | OU      | $-17550.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED AUD / SOLD USD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | AU        |         1 | NC      | $9897.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BERKSHIRE HATHAWAY INC CLASS B                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       125 | OU      | $-59200.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | IMMUNITYBIO INC                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1352 | OU      | $-9599.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | VIPER ENERGY INC CLASS A                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     19390 | OU      | $-957478.20   | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AEDIFICA NV                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | BE        |       358 | OU      | $-30179.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KAO CORP                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     16900 | OU      | $629776.12    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PROSUS NV CLASS N                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NL        |     19001 | OU      | $-919894.73   | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ONO PHARMACEUTICAL LTD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     40300 | OU      | $596043.33    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FIVE BELOW INC                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       264 | OU      | $-62214.24    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VICINITY CENTRES                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     55171 | OU      | $-100327.02   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-13178.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MIDDLEBY CORP                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       343 | OU      | $-48143.48    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLVENTUM CORP                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       719 | OU      | $-48431.84    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GLAXOSMITHKLINE                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     28149 | OU      | $-737995.51   | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CANADIAN APARTMENT PROPERTIES REAL                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       232 | OU      | $-6247.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SITEONE LANDSCAPE SUPPLY INC                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       547 | OU      | $-68949.35    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ROCKET COMPANIES INC CLASS A                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      5926 | OU      | $-86638.12    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CREDIT AGRICOLE SA                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      6152 | OU      | $-120161.53   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED JPY / SOLD USD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |         1 | NC      | $2658.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IBIDEN LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1300 | OU      | $-111189.17   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NZD / SOLD USD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |         1 | NC      | $967.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal         | CAN 10YR BOND FUT JUN26                                  | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |       -15 | NC      | $7836.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | KERRY GROUP PLC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IE        |      3436 | OU      | $291195.05    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TAYLOR MORRISON HOME CORP                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1356 | OU      | $-82363.44    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SAMSARA INC CLASS A                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       385 | OU      | $11064.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-6970.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALLIANZ                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |      2768 | OU      | $1264235.14   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SAPUTO INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       227 | OU      | $-6873.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NEXTPOWER INC CLASS A                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        35 | OU      | $4169.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AEDIFICA NV                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | BE        |       174 | OU      | $-14668.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DOORDASH INC CLASS A                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       101 | OU      | $17033.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LOWES COMPANIES INC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        54 | OU      | $-12894.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BANCA MONTE DEI PASCHI DI SIENA SP                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |     40955 | OU      | $-436568.46   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SAFRAN SA                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      1850 | OU      | $594058.20    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALEXANDRIA REAL ESTATE EQUITIES RE                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     14321 | OU      | $580143.71    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PTC THERAPEUTICS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2470 | OU      | $-160698.20   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CHEESECAKE FACTORY INC                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        63 | OU      | $3960.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DANAHER CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       248 | OU      | $44379.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SERVICETITAN INC CLASS A                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        38 | OU      | $-2259.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CORE   MAIN INC CLASS A                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       501 | OU      | $-25235.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LYNAS RARE EARTHS LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      6881 | OU      | $-97615.04    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COHERENT CORP                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        22 | OU      | $7033.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | MEDTRONIC PLC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3299 | OU      | $267120.03    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AKAMAI TECHNOLOGIES INC                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       705 | OU      | $72600.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ELEVANCE HEALTH INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       475 | OU      | $178799.50    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WINGSTOP INC                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        83 | OU      | $-13616.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SAGAX CLASS B                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |      3402 | OU      | $-67702.86    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INSTALLED BUILDING PRODUCTS INC                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        81 | OU      | $23372.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TELSTRA GROUP LTD                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |      1216 | OU      | $4670.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | MSA SAFETY INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       107 | OU      | $-17803.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FORTUM                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FI        |     10090 | OU      | $-254198.05   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | T MOBILE US INC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       415 | OU      | $-81132.50    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NIPPON ELECTRIC GLASS LTD                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      6000 | OU      | $313214.39    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MONOLITHIC POWER SYSTEMS INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        31 | OU      | $50046.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DOCUSIGN INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       153 | OU      | $-7036.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CYTOKINETICS INC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1014 | OU      | $-64865.58    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NOK / SOLD EUR                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |         1 | NC      | $5611.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CSX CORP                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2710 | OU      | $123115.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ONEOK INC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       701 | OU      | $64814.46     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SEVERN TRENT PLC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |       297 | OU      | $13202.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOUTHSTATE BANK CORP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       543 | OU      | $53034.81     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COREBRIDGE FINANCIAL INC                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       723 | OU      | $-19911.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ACCELLERON N AG                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      1042 | OU      | $111639.69    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KONINKLIJKE AHOLD DELHAIZE NV                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |     13046 | OU      | $612763.58    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CARRIER GLOBAL CORP                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2487 | OU      | $-167051.79   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CITIGROUP INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      5883 | OU      | $752906.34    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SPIRAX GROUP PLC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |        63 | OU      | $6148.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENERAL MOTORS                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       913 | OU      | $-70200.57    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ROPER TECHNOLOGIES INC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4369 | OU      | $-1550164.89  | -0.74%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ILLINOIS TOOL INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2173 | OU      | $560655.73    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CINCINNATI FINANCIAL CORP                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2440 | OU      | $-399184.00   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NIKE INC CLASS B                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       268 | OU      | $11888.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LEVI STRAUSS CLASS A                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2419 | OU      | $53895.32     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD AUD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-5425.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GS YUASA CORP                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       400 | OU      | $-16174.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NORDEX                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |      7409 | OU      | $422479.08    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JONES LANG LASALLE INC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        18 | OU      | $-5726.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FLUOR CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1354 | OU      | $-72235.90    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                   | JPN 10Y BOND(OSE) JUN26                                  | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |        15 | NC      | $-118266.97   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | MIZUHO FINANCIAL GROUP INC                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      4100 | OU      | $-176310.99   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SGD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-882.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | METHANEX CORP                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      4494 | OU      | $-294052.87   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BANDAI NAMCO HOLDINGS INC                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     35800 | OU      | $-821799.52   | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ORACLE CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        54 | OU      | $8715.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DOMINOS PIZZA INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        74 | OU      | $25117.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TPG INC CLASS A                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       301 | OU      | $13129.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SHIN ETSU CHEMICAL LTD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      9400 | OU      | $-432796.43   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SAIA INC                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        58 | OU      | $26031.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SUBARU CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      8000 | OU      | $-119161.63   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WASHINGTON H SOUL PATTINSON   COMP                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |      3268 | OU      | $-99654.21    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | COCA COLA CONSOLIDATED INC                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1594 | OU      | $-326881.58   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WHEATON PRECIOUS METALS CORP                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |       672 | OU      | $84883.69     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SAAB CLASS B                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |      1803 | OU      | $-109447.88   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KOHLS CORP                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       460 | OU      | $-6518.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COMMERCIAL METALS                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        95 | OU      | $-6551.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | RANGE RESOURCES CORP                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1411 | OU      | $-61378.50    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ESSEX PROPERTY TRUST REIT INC                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        87 | OU      | $-22899.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INTERNATIONAL PAPER                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      4548 | OU      | $-138350.16   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TORO                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1356 | OU      | $129050.52    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OKTA INC CLASS A                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1088 | OU      | $-80131.20    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HOME DEPOT INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1460 | OU      | $-480048.00   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | APPLE INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2279 | OU      | $618406.65    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AMPLIFON                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |      7711 | OU      | $85416.61     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NATIONAL AUSTRALIA BANK LTD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      5979 | OU      | $-172958.87   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZEBRA TECHNOLOGIES CORP CLASS A                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       230 | OU      | $-52039.80    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WYNN RESORTS LTD                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       386 | OU      | $-41344.46    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AMGEN INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       435 | OU      | $150618.75    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | FIRST CITIZENS BANCSHARES INC CLAS                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        62 | OU      | $-122996.84   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CANADIAN IMPERIAL BANK OF COMMERCE                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      3479 | OU      | $-388200.41   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NATIONAL BANK OF CANADA                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      2382 | OU      | $-359557.76   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED ZAR / SOLD USD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |         1 | NC      | $1653.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASSICURAZIONI GENERALI                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |     16531 | OU      | $740786.65    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BPER BANCA                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |      2364 | OU      | $34896.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | IBERDROLA SA                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |     27013 | OU      | $-633298.48   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ANHEUSER-BUSCH INBEV SA                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | BE        |      2608 | OU      | $197064.58    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DELIVERY HERO                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |       183 | OU      | $4453.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COPART INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       690 | OU      | $-22845.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXPEDIA GROUP INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       116 | OU      | $-28810.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-5983.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MITSUBISHI UFJ FINANCIAL GROUP INC                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      8700 | OU      | $156276.67    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | APPLIED DIGITAL CORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       165 | OU      | $-5651.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BANKINTER SA                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |      4232 | OU      | $70425.02     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CDW CORP                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        33 | OU      | $-4518.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SIMON PROPERTY GROUP REIT INC                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       183 | OU      | $-37278.93    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                      | CUSIP: 912797SW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15500000 | PA      | $15458498.75  | 7.35%             | 2026-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | STMICROELECTRONICS NV                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      7581 | OU      | $-412982.45   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED BRL / SOLD USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |         1 | NC      | $2565.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EMERA INC                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      1212 | OU      | $-64662.01    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INTUIT INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       245 | OU      | $95182.50     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHIMANO INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      2200 | OU      | $-230812.71   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HP INC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4036 | OU      | $-84190.96    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OLD DOMINION FREIGHT LINE INC                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        79 | OU      | $16781.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AXA SA                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |     26744 | OU      | $1289202.06   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MOODYS CORP                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       811 | OU      | $-374560.35   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PERFORMANCE FOOD GROUP                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       960 | OU      | $-86937.60    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: USD 3.209000 18-MAR-2028 SOF                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1422000 | OU      | $14287.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SBM OFFSHORE NV                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |       117 | OU      | $-5005.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ASSURANT INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       114 | OU      | $26934.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | A P MOLLER MAERSK                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |        78 | OU      | $183020.66    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CRH PUBLIC LIMITED PLC                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       105 | OU      | $12434.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PERNOD RICARD SA                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |      1209 | OU      | $-89879.32    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VICINITY CENTRES                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |      2520 | OU      | $-4582.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ROCKWELL AUTOMATION INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       214 | OU      | $87506.74     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LOUISIANA PACIFIC CORP                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1672 | OU      | $120701.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLARIS OILFIELD INFRASTRUCTURE IN                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       755 | OU      | $-55749.20    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RIOCAN REAL ESTATE INVESTMENT TRUS                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |     12372 | OU      | $193638.40    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SPROUTS FARMERS MARKET INC                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       487 | OU      | $-39860.95    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CROWDSTRIKE HOLDINGS INC CLASS A                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       122 | OU      | $54381.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ALTRIA GROUP INC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       554 | OU      | $40248.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CANADIAN TIRE LTD CLASS A                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       339 | OU      | $47145.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CENTERPOINT ENERGY INC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4319 | OU      | $-188524.35   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LIFE TIME GROUP HOLDINGS INC                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      4513 | OU      | $-120993.53   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NORTHROP GRUMMAN CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        24 | OU      | $13907.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AFFIRM HOLDINGS INC CLASS A                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       348 | OU      | $-22369.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PENNYMAC FINANCIAL SERVICES INC                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       100 | OU      | $-9029.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CARPENTER TECHNOLOGY CORP                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        15 | OU      | $6423.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PURCHASED ZAR / SOLD USD                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | ZA        |         1 | NC      | $-71995.07    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AIB GROUP PLC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IE        |     41773 | OU      | $-481498.41   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KUBOTA CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      9900 | OU      | $161611.97    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMADEUS IT GROUP SA                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | ES        |        85 | OU      | $-4904.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OMEGA HEALTHCARE INVESTORS REIT IN                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       929 | OU      | $43635.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXTRA SPACE STORAGE REIT INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       383 | OU      | $-54895.39    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | JAMES HARDIE INDUSTRIES PLC                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      6494 | OU      | $-136309.06   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IDEXX LABORATORIES INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       249 | OU      | $139639.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ROLLINS INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3948 | OU      | $-220022.04   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED EUR / SOLD USD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $19718.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ZIONS BANCORPORATION                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2310 | OU      | $146500.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BIRKENSTOCK HOLDING PLC                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1289 | OU      | $-49935.86    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMETEK INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2062 | OU      | $485601.00    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BMW PREF AG                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |       160 | OU      | $-14600.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UNION PACIFIC CORP                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1792 | OU      | $482908.16    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NESTLE SA                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |      2353 | OU      | $238216.88    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD GBP                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-3284.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ADVANCED MICRO DEVICES INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       298 | OU      | $105638.02    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SG HOLDINGS LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      6200 | OU      | $-58026.23    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KIOXIA HOLDINGS CORP                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      3100 | OU      | $-750071.56   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RUBRIK INC CLASS A                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        95 | OU      | $5052.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COSTAR GROUP INC                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     10450 | OU      | $-361674.50   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CHUGAI PHARMACEUTICAL LTD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      5100 | OU      | $-271979.73   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SYENSQO NV                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BE        |       824 | OU      | $-54663.49    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CELSIUS HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       721 | OU      | $-24203.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KKR AND CO INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       949 | OU      | $-99018.66    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NITERRA LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      5800 | OU      | $-313521.96   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ORANGE SA                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |     14780 | OU      | $-307754.24   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LATTICE SEMICONDUCTOR CORP                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       121 | OU      | $14795.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MITSUBISHI HC CAPITAL INC                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       800 | OU      | $7266.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOSOH CORP                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     10000 | OU      | $154097.38    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | OGE ENERGY CORP                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       223 | OU      | $-10882.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IQVIA HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       563 | OU      | $-89162.31    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VOESTALPINE AG                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AT        |      1079 | OU      | $55787.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CARLSBERG AS  CL B                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |       710 | OU      | $-96143.80    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CONAGRA BRANDS INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     44842 | OU      | $643482.70    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HAMAMATSU PHOTONICS                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      9000 | OU      | $116013.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LOCKHEED MARTIN CORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       166 | OU      | $85983.02     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | OLLIES BARGAIN OUTLET HOLDINGS INC                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       425 | OU      | $36766.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PURCHASED EUR / SOLD SEK                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | XX        |         1 | NC      | $-1662.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OVERSEA-CHINESE BANKING LTD                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SG        |     68400 | OU      | $-1180077.77  | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SVENSKA CELLULOSA B                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |     13128 | OU      | $-150428.56   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CH ROBINSON WORLDWIDE INC                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       478 | OU      | $86905.18     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | STRIDE INC                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        85 | OU      | $8258.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | REDDIT INC CLASS A                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       700 | OU      | $103061.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ROYAL BANK OF CANADA                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      1809 | OU      | $-325362.97   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON BUILDING FUND REIT INC                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        96 | OU      | $-80390.92    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                            | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9824.90      | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ASSA ABLOY B                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SE        |      1741 | OU      | $67007.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ABBOTT LABORATORIES                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       577 | OU      | $52385.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BERKSHIRE HATHAWAY INC CLASS B                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       444 | OU      | $-210278.40   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PURCHASED USD / SOLD MXN                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |         1 | NC      | $-9213.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MERCADOLIBRE INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       237 | OU      | $424853.31    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEAGATE TECHNOLOGY HOLDINGS PLC                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       100 | OU      | $67364.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | UIPATH INC CLASS A                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      5898 | OU      | $60749.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RESMED INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        50 | OU      | $10690.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ASM INTERNATIONAL NV                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |       429 | OU      | $419680.22    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HYDRO ONE LTD                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      1068 | OU      | $-45885.43    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VONOVIA SE                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |     14802 | OU      | $398813.14    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TMX GROUP LTD                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      4123 | OU      | $168155.63    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CUBESMART REIT                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      4287 | OU      | $173537.76    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ITRON INC                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1136 | OU      | $-95196.80    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ESTEE LAUDER INC CLASS A                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1447 | OU      | $-110999.37   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HIKMA PHARMACEUTICALS PLC                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      1045 | OU      | $19868.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SOFI TECHNOLOGIES INC                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1998 | OU      | $-32167.80    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KARMAN HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       448 | OU      | $-30455.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VSE CORP                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2834 | OU      | $-486541.12   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MONDAYCOM LTD                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       118 | OU      | $-7772.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NVR INC                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         6 | OU      | $37895.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED GBP / SOLD USD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |         1 | NC      | $4581.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | NORWEGIAN CRUISE LINE HOLDINGS LTD                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     22043 | OU      | $-400741.74   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SAIA INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       406 | OU      | $-182220.92   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MOELIS CLASS A                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      3339 | OU      | $217435.68    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD SEK                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $7387.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FORTIVE CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       271 | OU      | $16203.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INFRONEER HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      9800 | OU      | $133414.29    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOMPO HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      9900 | OU      | $-368432.49   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NZD / SOLD USD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |         1 | NC      | $6072.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RED CAT HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       498 | OU      | $-5836.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD INR                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $2961.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ENTEGRIS INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1189 | OU      | $-168100.82   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LAS VEGAS SANDS CORP                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       399 | OU      | $21789.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PALO ALTO NETWORKS INC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        40 | OU      | $-7172.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HULIC LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     10300 | OU      | $-116168.29   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AIR PRODUCTS AND CHEMICALS INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1294 | OU      | $-388264.70   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GLOBUS MEDICAL INC CLASS A                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        54 | OU      | $-4869.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LEAR CORP                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        86 | OU      | $10933.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KONAMI GROUP CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       100 | OU      | $-12007.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INTUITIVE SURGICAL INC                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       138 | OU      | $-63150.18    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | POWELL INDUSTRIES INC                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       607 | OU      | $-168302.89   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MIRUM PHARMACEUTICALS INC                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       211 | OU      | $20532.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD SEK                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $160.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TECHNIP ENERGIES NV                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |       666 | OU      | $-31506.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | XYLEM INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2041 | OU      | $241164.56    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CHEUNG KONG INFRASTRUCTURE HOLDING                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      1500 | OU      | $-12627.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CRH PUBLIC LIMITED PLC                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2379 | OU      | $281721.18    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD NZD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-5980.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MARSH INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4769 | OU      | $-799808.99   | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SINGAPORE AIRLINES LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |     18400 | OU      | $-91130.18    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED AUD / SOLD USD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |         1 | NC      | $31762.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CARPENTER TECHNOLOGY CORP                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       286 | OU      | $122465.20    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COLUMBIA BANKING SYSTEM INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1744 | OU      | $51622.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CASEYS GENERAL STORES INC                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |         8 | OU      | $6577.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | IHI CORP                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      1900 | OU      | $34704.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SERVICE                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       146 | OU      | $-11830.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PEARSON PLC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      9172 | OU      | $135350.87    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SKYWORKS SOLUTIONS INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2460 | OU      | $172618.20    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TRANSOCEAN LTD                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     12181 | OU      | $-83074.42    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PURCHASED NOK / SOLD EUR                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | NO        |         1 | NC      | $10381.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DARDEN RESTAURANTS INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       443 | OU      | $88848.08     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CLOROX                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       396 | OU      | $38190.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CONSTELLATION ENERGY CORP                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1939 | OU      | $-606907.00   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED ZAR / SOLD USD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |         1 | NC      | $7786.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GPT GROUP STAPLED UNITS                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |     15260 | OU      | $52629.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LUNDBERGFORETAGEN CLASS B                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |      7057 | OU      | $-409055.51   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GRACO INC                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       886 | OU      | $71119.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COREWEAVE INC CLASS A                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       323 | OU      | $-36046.80    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD AUD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-597.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LAMB WESTON HOLDINGS INC                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       895 | OU      | $-38977.25    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EVEREST GROUP LTD                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      3554 | OU      | $-1267925.04  | -0.60%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ARMSTRONG WORLD INDUSTRIES INC                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       297 | OU      | $50605.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DAIMLER TRUCK HOLDING E AG                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      1704 | OU      | $85946.17     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SPX TECHNOLOGIES INC                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        51 | OU      | $11164.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AMERICAN FINANCIAL GROUP INC                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       956 | OU      | $127406.12    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ARIS MINING CORP                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |     16712 | OU      | $-298720.77   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED BRL / SOLD USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |         1 | NC      | $24466.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ZENSHO HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      9100 | OU      | $-501546.41   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ISRAEL DISCOUNT BANK LTD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IL        |      4277 | OU      | $47580.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CIGNA                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        45 | OU      | $-13076.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOITEC SA                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |        53 | OU      | $-7973.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FURUKAWA ELECTRIC LTD                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       400 | OU      | $-108634.67   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD KRW                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-4578.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UNITED THERAPEUTICS CORP                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        15 | OU      | $-8570.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JAPAN TOBACCO INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     14900 | OU      | $555095.46    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LIBERTY BROADBAND CORP SERIES C                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       708 | OU      | $-27250.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LANDSTAR SYSTEM INC                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       590 | OU      | $108601.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ILLUMINA INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        80 | OU      | $-10139.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | QANTAS AIRWAYS LTD                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |     10025 | OU      | $61296.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CINCINNATI FINANCIAL CORP                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        63 | OU      | $10306.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | THOMSON REUTERS CORP                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      9886 | OU      | $945696.50    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | MAPLEBEAR INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4255 | OU      | $-180199.25   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FASTENAL                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      5900 | OU      | $265087.00    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD NOK                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $-2007.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TRUIST FINANCIAL CORP                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1000 | OU      | $-51500.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED GBP / SOLD USD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | GB        |         1 | NC      | $15855.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BANK HAPOALIM BM                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IL        |       298 | OU      | $-7995.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | QUANTA SERVICES INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        38 | OU      | $-27655.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD AUD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2498.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | WESTERN DIGITAL CORP                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       461 | OU      | $-200313.72   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | LAZARD INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       689 | OU      | $33416.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALLY FINANCIAL INC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2658 | OU      | $-117988.62   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ENERSYS                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       112 | OU      | $-23885.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | QUANTUM COMPUTING INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1389 | OU      | $-12528.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MTR CORPORATION CORP LTD                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | HK        |     17000 | OU      | $-72643.85    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | YUM BRANDS INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      5323 | OU      | $-849816.95   | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LOTTOMATICA GROUP                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |      2014 | OU      | $-59215.19    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANA HOLDINGS INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      7400 | OU      | $122974.63    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASX LTD                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      2072 | OU      | $-90697.60    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | TRSWAP: KRSM6 FUTURE 19-JUN-2026                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | PL        |    282396 | OU      | $-2161.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ASAHI INTECC LTD                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       300 | OU      | $-6312.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WESTERN ALLIANCE                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1099 | OU      | $-89612.46    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OTSUKA CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      7400 | OU      | $137005.53    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NOV INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       282 | OU      | $5769.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | M T BANK CORP                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       677 | OU      | $148012.51    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED EUR / SOLD NOK                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $-93896.97    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: USD 3.550200 16-SEP-2028 SOF                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2312000 | OU      | $7096.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FRESNILLO PLC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      2526 | OU      | $-111539.98   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JAPAN POST INSURANCE LTD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      4000 | OU      | $-39002.44    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | INSMED INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       692 | OU      | $94340.36     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CARRIER GLOBAL CORP                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       312 | OU      | $20957.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SANMINA CORP                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       133 | OU      | $-28970.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WEYERHAEUSER REIT                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       485 | OU      | $-11892.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SYNCHRONY FINANCIAL                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       891 | OU      | $-67894.20    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BANK OF IRELAND GROUP PLC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IE        |       373 | OU      | $-7347.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VISA INC CLASS A                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       208 | OU      | $68606.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FIRST INDUSTRIAL REALTY TRUST INC                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1020 | OU      | $-63250.20    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CAD / SOLD USD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |         1 | NC      | $8226.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MITSUBISHI CORP                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      4400 | OU      | $140917.12    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RALPH LAUREN CORP CLASS A                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       231 | OU      | $82845.84     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal         | S+P/TSX 60 IX FUT JUN26                                  | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DE               |  | CA        |        60 | NC      | $362163.01    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                           | KEYSIGHT TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        88 | OU      | $30792.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FAIR ISAAC CORP                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        18 | OU      | $-18450.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PURCHASED GBP / SOLD USD                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | GB        |         1 | NC      | $5122.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | COEUR MINING INC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      7539 | OU      | $-135475.83   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED ZAR / SOLD USD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |         1 | NC      | $-7565.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKIO MARINE HOLDINGS INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      6900 | OU      | $-315997.72   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | DAVITA INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1059 | OU      | $164293.26    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NUCOR CORP                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       587 | OU      | $132245.23    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SARTORIUS PREF AG                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |        30 | OU      | $-7664.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MARATHON PETROLEUM CORP                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       291 | OU      | $-72252.39    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OMV AG                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AT        |       487 | OU      | $34377.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SUN COMMUNITIES REIT INC                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       533 | OU      | $68138.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RESONA HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      8700 | OU      | $-108816.66   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TRANSUNION                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      5268 | OU      | $-374028.00   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ASTERA LABS INC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1469 | OU      | $-286073.06   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROYAL GOLD INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       302 | OU      | $70480.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PROSUS NV CLASS N                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |      1194 | OU      | $-57805.08    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COMPASS INC CLASS A                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     11271 | OU      | $-85321.47    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DECKERS OUTDOOR CORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        35 | OU      | $3577.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TAKASHIMAYA LTD                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      1400 | OU      | $-16645.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GEN DIGITAL INC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       735 | OU      | $-14178.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED INR / SOLD USD                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IN        |         1 | NC      | $-51174.06    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AMERICAN WATER WORKS INC                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      6795 | OU      | $-872613.90   | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | DUKE ENERGY CORP                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3299 | OU      | $427385.45    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FASTLY INC CLASS A                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1991 | OU      | $-50282.71    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WESTINGHOUSE AIR BRAKE TECHNOLOGIE                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       162 | OU      | $-43722.18    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | HEXCEL CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1018 | OU      | $-95559.66    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOREX GOLD RESOURCES INC                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      1381 | OU      | $-56872.78    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SYSCO CORP                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       925 | OU      | $-69106.75    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TAIYO YUDEN LTD                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      1500 | OU      | $61499.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AIA GROUP LTD                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |     19600 | OU      | $215183.76    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BASF N                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |      8875 | OU      | $569211.96    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TYLER TECHNOLOGIES INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        38 | OU      | $12963.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BANK OF AMERICA CORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      3725 | OU      | $-199138.50   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WOODWARD INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       900 | OU      | $326691.00    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EXXON MOBIL CORP                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       395 | OU      | $60960.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BWX TECHNOLOGIES INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       404 | OU      | $87421.56     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD KRW                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-5554.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TOAST INC CLASS A                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       844 | OU      | $-24070.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD NZD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $5564.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD CHF                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $153.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TRANSALTA CORP                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     18290 | OU      | $227960.17    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CONSTELLATION BRANDS INC CLASS A                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       788 | OU      | $123385.04    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | REVOLUTION MEDICINES INC                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       436 | OU      | $62836.32     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WEYERHAEUSER REIT                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     11309 | OU      | $-277296.68   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD AUD                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-13693.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WATTS WATER TECHNOLOGIES INC CLASS                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        37 | OU      | $-11105.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOTO LTD                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       600 | OU      | $-21076.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ROKU INC CLASS A                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2770 | OU      | $322871.20    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SWISS LIFE HOLDING AG                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |       414 | OU      | $-486078.40   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ROYAL BANK OF CANADA                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |     10776 | OU      | $-1938148.90  | -0.92%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NORTHERN TRUST CORP                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       128 | OU      | $-21291.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BANCO SANTANDER SA                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |     41822 | OU      | $510325.26    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | UNITEDHEALTH GROUP INC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       363 | OU      | $134484.24    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MACYS INC                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1091 | OU      | $-21329.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NORTHLAND POWER INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     16613 | OU      | $285699.33    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SWISSCOM AG                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |       965 | OU      | $-816223.70   | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ALFA LAVAL                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SE        |       617 | OU      | $-37130.60    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOUTH BOW CORP                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      2377 | OU      | $81371.15     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DEVON ENERGY CORP                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1127 | OU      | $57893.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GOODMAN GROUP UNITS                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |       439 | OU      | $-9511.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD MXN                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2548.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRISTOL MYERS SQUIBB                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2740 | OU      | $166016.60    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ATMOS ENERGY CORP                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1200 | OU      | $-227976.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GFL ENVIRONMENTAL SUBORDINATE VOTI                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       202 | OU      | $-8104.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CHURCHILL DOWNS INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       479 | OU      | $-48374.21    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ALLY FINANCIAL INC                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      7922 | OU      | $351657.58    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | UNIVERSAL HEALTH SERVICES INC CLAS                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       394 | OU      | $-66298.38    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEWS CORP CLASS A                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      3086 | OU      | $81223.52     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BROWN FORMAN CORP CLASS B                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       271 | OU      | $6983.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | MSCI HONG KONG JUN26                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         8 | NC      | $12922.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FASTENAL                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     27553 | OU      | $-1237956.29  | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-2195.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FERROVIAL                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | ES        |      8510 | OU      | $-584394.39   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GE HEALTHCARE TECHNOLOGIES INC                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       712 | OU      | $43318.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD INR                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $7958.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEWMONT                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       711 | OU      | $78984.99     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NVIDIA CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       660 | OU      | $131716.20    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LEONARDO FINMECCANICA SPA                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |       340 | OU      | $21231.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD AUD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-2013.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAIKIN INDUSTRIES LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       100 | OU      | $-14129.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RENESAS ELECTRONICS CORP                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     13600 | OU      | $-275027.95   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HAMILTON LANE INC CLASS A                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       566 | OU      | $52066.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CAPSTONE COPPER CORP                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |     20865 | OU      | $173881.40    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ALBEMARLE CORP                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       114 | OU      | $22423.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NAVITAS SEMICONDUCTOR CORP                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       779 | OU      | $12853.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARTHUR J GALLAGHER                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      5389 | OU      | $-1112289.60  | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SVENSKA CELLULOSA B                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SE        |     29003 | OU      | $-332333.90   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LENNAR A CORP CLASS A                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      3379 | OU      | $305123.70    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | HEWLETT PACKARD ENTERPRISE                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      5675 | OU      | $-163269.75   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INFORMA PLC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |     19501 | OU      | $210846.83    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ALSTOM SA                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |       645 | OU      | $12960.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOUTHERN                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2043 | OU      | $-197558.10   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | REGENERON PHARMACEUTICALS INC                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       281 | OU      | $198683.86    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | STIFEL FINANCIAL CORP                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      4095 | OU      | $322726.95    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | HALOZYME THERAPEUTICS INC                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1672 | OU      | $-106439.52   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CRISPR THERAPEUTICS AG                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        90 | OU      | $4710.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WYNN RESORTS LTD                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       148 | OU      | $-15852.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | JPMORGAN CHASE & CO                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       667 | OU      | $-208924.41   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOYO TIRE CORP                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      3100 | OU      | $76006.12     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MONDI PLC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      3702 | OU      | $-38246.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SHIMAMURA LTD                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      1300 | OU      | $27186.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TEXAS ROADHOUSE INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       377 | OU      | $60693.23     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CARVANA CLASS A                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       951 | OU      | $-376405.80   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SOMNIGROUP INTERNATIONAL INC                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       191 | OU      | $-14489.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MCKESSON CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       577 | OU      | $470370.40    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BUNZL                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       600 | OU      | $-19779.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | KRAFT HEINZ                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3116 | OU      | $-70608.56    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NSK LTD                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     13600 | OU      | $110464.09    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SBA COMMUNICATIONS REIT CORP CLASS                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       669 | OU      | $-147982.80   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OLYMPUS CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1900 | OU      | $-18687.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN AIRLINES LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      3000 | OU      | $47177.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LIBERTY ENERGY INC CLASS A                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       590 | OU      | $-19936.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | YARA INTERNATIONAL                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NO        |       174 | OU      | $-10129.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GODADDY INC CLASS A                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        54 | OU      | $-4686.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BOSTON SCIENTIFIC CORP                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       376 | OU      | $-21661.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DOW INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1283 | OU      | $51948.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UNITY SOFTWARE INC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4262 | OU      | $112602.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SGS SA                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |       679 | OU      | $73569.67     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD NZD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $114.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DELTA AIR LINES INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1779 | OU      | $120954.21    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STERIS                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       718 | OU      | $155719.84    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AGILENT TECHNOLOGIES INC                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       147 | OU      | $16985.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KYMERA THERAPEUTICS INC                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        41 | OU      | $-3323.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | WELLS FARGO                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2352 | OU      | $-193404.96   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DEERE                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       943 | OU      | $-556247.41   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TRANSUNION                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       468 | OU      | $-33228.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AENA SME SA                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |      1308 | OU      | $-35724.89    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED MXN / SOLD USD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |         1 | NC      | $-3312.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FREEPORT MCMORAN INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      6790 | OU      | $392326.20    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UBIQUITI INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |         4 | OU      | $-4048.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | GLAUKOS CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       776 | OU      | $111487.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOKYO OHKA KOGYO LTD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       700 | OU      | $-41152.86    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | KKR AND CO INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3187 | OU      | $-332531.58   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MSCI INC                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       337 | OU      | $-199305.17   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PALANTIR TECHNOLOGIES INC CLASS A                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1860 | OU      | $-258744.60   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ALLIANT ENERGY CORP                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3093 | OU      | $-227118.99   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TOYOTA MOTOR CORP                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     16300 | OU      | $-312885.15   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CLEVELAND CLIFFS INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      6805 | OU      | $-69411.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WILMAR INTERNATIONAL LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |     67300 | OU      | $-191964.74   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EQT                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |      2815 | OU      | $-91854.99    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ALNYLAM PHARMACEUTICALS INC                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        74 | OU      | $22902.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MANHATTAN ASSOCIATES INC                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       950 | OU      | $130995.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LOEWS CORP                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1440 | OU      | $-162158.40   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | QIAGEN N.V.                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      5477 | OU      | $189394.66    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BATH AND BODY WORKS INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2276 | OU      | $-44245.44    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ADOBE INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      5505 | OU      | $1354780.50   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | COLGATE-PALMOLIVE                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       448 | OU      | $-38241.28    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EATON PLC                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       119 | OU      | $51528.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JACK HENRY AND ASSOCIATES INC                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       954 | OU      | $146677.50    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED JPY / SOLD USD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | JP        |         1 | NC      | $23723.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED AUD / SOLD USD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |         1 | NC      | $10545.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AMERICAN HEALTHCARE REIT INC                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      5557 | OU      | $-282184.46   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PBF ENERGY INC CLASS A                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2412 | OU      | $-104584.32   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NZD / SOLD USD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |         1 | NC      | $-4067.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CNY                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-206.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TEVA PHARMACEUTICAL INDUSTRIES ADR                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1999 | OU      | $-70104.93    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                      | CUSIP: 912797UD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  34791300 | PA      | $33687942.28  | 16.02%            | 2027-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MEIJI HOLDINGS LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      3800 | OU      | $90192.53     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UIPATH INC CLASS A                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3998 | OU      | $41179.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | BROADRIDGE FINANCIAL SOLUTIONS INC                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       674 | OU      | $103782.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UNIVERSAL DISPLAY CORP                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      3052 | OU      | $265798.68    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CNY / SOLD USD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CN        |         1 | NC      | $-1054.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BC VAUD N                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |       385 | OU      | $-60666.22    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED INR / SOLD USD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |         1 | NC      | $860.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | STERLING INFRASTRUCTURE INC                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        84 | OU      | $-43312.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRANE TECHNOLOGIES PLC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       159 | OU      | $78313.86     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD NZD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2904.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IONIS PHARMACEUTICALS INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       319 | OU      | $23848.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CHEWY INC CLASS A                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       667 | OU      | $-16955.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED JPY / SOLD USD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |         1 | NC      | $807.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SIEMENS N AG                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |       736 | OU      | $218710.54    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GROUPE BRUXELLES LAMBERT NV                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | BE        |      2822 | OU      | $263620.20    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CIENA CORP                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        49 | OU      | $25851.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | LULULEMON ATHLETICA INC                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       172 | OU      | $-23684.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PHILIP MORRIS INTERNATIONAL INC                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      9294 | OU      | $-1534160.58  | -0.73%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KEURIG DR PEPPER INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1015 | OU      | $-29841.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED NOK / SOLD EUR                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |         1 | NC      | $5413.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DELL TECHNOLOGIES INC CLASS C                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2454 | OU      | $512763.30    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | LKQ CORP                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1110 | OU      | $35053.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ACUITY INC                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        85 | OU      | $24630.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BAYCURRENT INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      4100 | OU      | $132036.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ASX LTD                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |       132 | OU      | $-5778.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KRAFT HEINZ                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       462 | OU      | $10468.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | VEEVA SYSTEMS INC CLASS A                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       851 | OU      | $132730.47    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FUTU HOLDINGS ADR LTD                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       157 | OU      | $24258.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | COMPASS GROUP PLC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     18624 | OU      | $526258.48    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | FIDELITY NATIONAL INFORMATION SERV                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       498 | OU      | $23171.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RAYMOND JAMES INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       170 | OU      | $26914.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BHP GROUP LTD                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |     14072 | OU      | $556960.52    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MEIKO ELECTRONICS LTD                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       100 | OU      | $-20190.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INVITATION HOMES INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1534 | OU      | $-44133.18    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD AUD                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-24218.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BOOZ ALLEN HAMILTON HOLDING CORP C                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       113 | OU      | $8788.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DICKS SPORTING INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       494 | OU      | $112098.48    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HF SINCLAIR CORP                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1103 | OU      | $74132.63     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ORKLA                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NO        |      2615 | OU      | $-32253.44    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EVERGY INC                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       813 | OU      | $-67348.92    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRADE DESK INC CLASS A                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       944 | OU      | $22268.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SUMITOMO CORP                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      2500 | OU      | $-92955.43    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AST SPACEMOBILE INC CLASS A                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       494 | OU      | $-36506.60    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TERADYNE INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       182 | OU      | $-62511.54    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ERIE INDEMNITY CLASS A                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        44 | OU      | $-9632.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: USD 3.691000 16-SEP-2028 SOF                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    384000 | OU      | $151.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)JUN26                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         7 | NC      | $-5384.94     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                      | AVIS BUDGET GROUP INC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       193 | OU      | $-34869.31    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED AUD / SOLD USD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |         1 | NC      | $3992.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME PRI ALUM FUTR JUN26                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -80 | NC      | $249037.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARES MANAGEMENT CORP CLASS A                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       619 | OU      | $72670.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN POST INSURANCE LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      3300 | OU      | $-32177.01    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TERUMO CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      6900 | OU      | $87795.67     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | INTERCONTINENTAL EXCHANGE INC                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1242 | OU      | $-196347.78   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GOODMAN GROUP UNITS                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     20080 | OU      | $-435048.09   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | MIRION TECHNOLOGIES INC CLASS A                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     10015 | OU      | $-197796.25   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REGIONS FINANCIAL CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      4530 | OU      | $129331.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BLOCK INC CLASS A                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      3272 | OU      | $230708.72    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FLOWSERVE CORP                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       322 | OU      | $23712.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GUIDEWIRE SOFTWARE INC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        67 | OU      | $9272.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COEUR MINING INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1174 | OU      | $21096.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SIEMENS HEALTHINEERS AG                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |      1341 | OU      | $-54986.58    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PPL CORP                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1476 | OU      | $-55261.44    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STOCKLAND STAPLED UNITS LTD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      1679 | OU      | $4924.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UBIQUITI INC                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        72 | OU      | $72864.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HOWDEN JOINERY GROUP PLC                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |      2773 | OU      | $-29255.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AVERY DENNISON CORP                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       505 | OU      | $-82784.65    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GLOBE LIFE INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1320 | OU      | $203676.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | HUNTINGTON BANCSHARES INC                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     20743 | OU      | $347652.68    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SPORTRADAR GROUP AG CLASS A                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      6353 | OU      | $82906.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | T ROWE PRICE GROUP INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       109 | OU      | $11213.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED BRL / SOLD USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |         1 | NC      | $7450.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TARGET CORP                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       473 | OU      | $-61371.75    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | NEXTERA ENERGY INC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      5784 | OU      | $-566137.92   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED BRL / SOLD USD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |         1 | NC      | $51123.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HOME DEPOT INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        38 | OU      | $12494.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FORTINET INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       845 | OU      | $71241.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CAD / SOLD USD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |         1 | NC      | $1270.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OVERSEA-CHINESE BANKING LTD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |     15100 | OU      | $-260514.24   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BE SEMICONDUCTOR INDUSTRIES NV                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |       214 | OU      | $62598.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SHARKNINJA INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        81 | OU      | $9357.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MERLIN PROPERTIES REIT SA                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |       429 | OU      | $-7502.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IBERDROLA SA                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |      3231 | OU      | $-75748.25    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HERSHEY FOODS                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        38 | OU      | $7058.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RYOHIN KEIKAKU LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      4400 | OU      | $-101656.29   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALLIANT ENERGY CORP                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       439 | OU      | $-32235.77    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KONGSBERG GRUPPEN                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NO        |      1615 | OU      | $-54038.45    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-27874.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IDEX CORP                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       290 | OU      | $63176.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MOBILEYE GLOBAL INC CLASS A                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3053 | OU      | $26530.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SLB NV                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1208 | OU      | $68711.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NATERA INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        19 | OU      | $-3917.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | PINNACLE FINANCIAL PARTNERS INC                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3934 | OU      | $-389229.96   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOPPAN HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      6900 | OU      | $-205092.53   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NITERRA LTD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      2500 | OU      | $-135138.77   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLVENTUM CORP                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       227 | OU      | $-15290.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COCA COLA EUROPACIFIC PARTNERS PLC                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       575 | OU      | $-54377.75    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | FNB CORP                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      7369 | OU      | $131536.65    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PRIMORIS SERVICES CORP                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       458 | OU      | $-82966.70    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WARTSILA                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FI        |      1360 | OU      | $57116.14     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KINDER MORGAN INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2853 | OU      | $93778.11     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | OMEGA HEALTHCARE INVESTORS REIT IN                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3195 | OU      | $-150069.15   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | E-MINI RUSS 2000 JUN26                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        14 | NC      | $57052.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD KRW                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-11846.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUMITOMO REALTY   DEVELOPMENT LTD                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1200 | OU      | $-37199.51    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VIKING HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       122 | OU      | $-9993.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VOLVO CLASS B                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |     13730 | OU      | $-478582.97   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GLOBALFOUNDRIES INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       264 | OU      | $-17054.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | UDR REIT INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     13561 | OU      | $-492806.74   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LYFT INC CLASS A                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      8205 | OU      | $-116100.75   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HANKYU HANSHIN HOLDINGS INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     21500 | OU      | $-620465.65   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AXON ENTERPRISE INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       841 | OU      | $-337880.16   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARCELORMITTAL SA                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |      1268 | OU      | $-73613.98    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AIXTRON                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      1234 | OU      | $-68183.25    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | EAST WEST BANCORP INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       518 | OU      | $65511.46     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CARMAX INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      6505 | OU      | $-255711.55   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | FORD MOTOR CO                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3337 | OU      | $40310.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FIRSTCASH HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1673 | OU      | $-365082.06   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ING GROEP NV                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |      3369 | OU      | $-97503.50    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SEKISUI HOUSE LTD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       200 | OU      | $4354.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JPMORGAN CHASE   CO                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       175 | OU      | $-54815.25    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JOHNSON & JOHNSON                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       587 | OU      | $134921.95    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUNTORY BEVERAGE   FOOD LTD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     25500 | OU      | $-734867.75   | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED NOK / SOLD EUR                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |         1 | NC      | $4979.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: USD 3.652700 16-SEP-2028 SOF                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3300000 | OU      | $3706.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LEIDOS HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       103 | OU      | $-15369.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | FACTSET RESEARCH SYSTEMS INC                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       562 | OU      | $127899.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOOT BARN HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       472 | OU      | $80924.40     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DOORDASH INC CLASS A                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2188 | OU      | $-369006.20   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GOLDMAN SACHS GROUP INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        48 | OU      | $-44340.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXPEDITORS INTERNATIONAL OF WASHIN                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1069 | OU      | $158094.41    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FIRST QUANTUM MINERALS LTD                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      8862 | OU      | $216991.29    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EIFFAGE SA                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |       153 | OU      | $24667.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BMW PREF AG                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |        98 | OU      | $-8942.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DOCUSIGN INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1319 | OU      | $-60660.81    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COREBRIDGE FINANCIAL INC                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       194 | OU      | $-5342.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AMERIPRISE FINANCE INC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        47 | OU      | $22315.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | MCDONALDS CORP                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4016 | OU      | $-1179057.44  | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED GBP / SOLD USD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |         1 | NC      | $8383.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EVERGY INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      3982 | OU      | $-329868.88   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NGK INSULATORS LTD                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     11900 | OU      | $376760.32    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PHILLIPS                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2021 | OU      | $362062.15    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OBAYASHI CORP                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     32900 | OU      | $773500.95    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WILLIAMS INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1753 | OU      | $133771.43    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AUTODESK INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       151 | OU      | $35787.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ABN AMRO BANK NV                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |     23932 | OU      | $-833236.03   | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FORMFACTOR INC                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       764 | OU      | $103850.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NORTHROP GRUMMAN CORP                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       690 | OU      | $399841.20    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED JPY / SOLD USD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |         1 | NC      | $1457.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FUJIKURA LTD                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      9600 | OU      | $-370396.65   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: USD 3.369000 18-MAR-2028 SOF                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1974000 | OU      | $13715.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AIR PRODUCTS AND CHEMICALS INC                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       425 | OU      | $127521.25    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | IDEXX LABORATORIES INC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        84 | OU      | $-47107.20    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UNITED RENTALS INC                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       194 | OU      | $-186208.96   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | OREILLY AUTOMOTIVE INC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2477 | OU      | $246213.80    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HERSHEY FOODS                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       100 | OU      | $18574.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VIRTU FINANCIAL INC CLASS A                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       204 | OU      | $10130.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD KRW                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-1235.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HENKEL   KGAA PREF AG                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |       896 | OU      | $-65200.11    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MARATHON PETROLEUM CORP                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      3746 | OU      | $930094.34    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AMERICAN HOMES  RENT REIT CLASS A                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      7090 | OU      | $-225745.60   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BALFOUR BEATTY PLC                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |      1825 | OU      | $20279.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VAIL RESORTS INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       402 | OU      | $51126.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NIDEC CORP                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      3900 | OU      | $60074.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DRAFTKINGS INC CLASS A                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       307 | OU      | $7159.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TELIA COMPANY                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SE        |      7320 | OU      | $38261.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MARA HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4397 | OU      | $52720.03     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NITTO DENKO CORP                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     27500 | OU      | $523057.10    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PANASONIC HOLDINGS CORP                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      4600 | OU      | $-94096.71    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RIO TINTO PLC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      2942 | OU      | $-296366.78   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PEGASYSTEMS INC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       383 | OU      | $13998.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TECHNOLOGY ONE LTD                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |     11375 | OU      | $234387.98    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                   | TOPIX INDX FUTR JUN26                                    | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        11 | NC      | $59071.28     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GENERAL DYNAMICS CORP                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       429 | OU      | $147704.70    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TELENOR                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NO        |      5017 | OU      | $82581.47     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IMCD NV                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |       372 | OU      | $-43741.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CG ONCOLOGY INC                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1172 | OU      | $78219.28     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KIRBY CORP                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       874 | OU      | $131571.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VERBUND AG                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AT        |      1272 | OU      | $-95976.51    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COMFORT SYSTEMS USA INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       224 | OU      | $412216.00    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GENPACT LTD                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      5497 | OU      | $191020.75    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                            | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9207.98      | 0.00%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MITSUBISHI CHEMICAL GROUP CORP                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      9200 | OU      | $-53934.47    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NEXANS SA                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |       601 | OU      | $112178.93    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED JPY / SOLD USD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |         1 | NC      | $1.38         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STRAUMANN HOLDING AG                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |        42 | OU      | $4558.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CAD / SOLD USD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |         1 | NC      | $11289.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BLOOM ENERGY CLASS A CORP                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        80 | OU      | $-22668.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OPENDOOR TECHNOLOGIES INC CLASS A                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      7622 | OU      | $-41006.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PLUG POWER INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2113 | OU      | $-6613.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KIRIN HOLDINGS LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      4100 | OU      | $-64653.12    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CLOUDFLARE INC CLASS A                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       640 | OU      | $-131180.80   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GENERAL DYNAMICS CORP                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2663 | OU      | $916870.90    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | PG E CORP                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     12935 | OU      | $-214979.70   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KARMAN HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       409 | OU      | $-27803.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NEXT PLC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      1173 | OU      | $207021.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MITSUI CHEMICALS INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     14600 | OU      | $178106.52    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOKYO GAS LTD                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       200 | OU      | $8493.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BROWN   BROWN INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     17822 | OU      | $-1071993.30  | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SWISS PRIME SITE AG                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |      3115 | OU      | $-539816.07   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | QUEST DIAGNOSTICS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       194 | OU      | $37674.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SMURFIT WESTROCK PLC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      7570 | OU      | $-290612.30   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED JPY / SOLD USD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |         1 | NC      | $8992.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VIATRIS INC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1812 | OU      | $-27071.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EPAM SYSTEMS INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       818 | OU      | $93072.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FUJIKURA LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      3500 | OU      | $-135040.45   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INFINEON TECHNOLOGIES AG                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |       374 | OU      | $-25153.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALS LTD                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      3823 | OU      | $-59695.50    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | THERMO FISHER SCIENTIFIC INC                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        44 | OU      | $-21074.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED JPY / SOLD USD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |         1 | NC      | $1598.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WEX INC                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1592 | OU      | $-239325.36   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HILTON WORLDWIDE HOLDINGS INC                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       259 | OU      | $-83934.13    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AUTOZONE INC                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |         1 | OU      | $-3704.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HARTFORD INSURANCE GROUP INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       178 | OU      | $-24352.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CENTENE CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       145 | OU      | $7785.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ALNYLAM PHARMACEUTICALS INC                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       263 | OU      | $81395.87     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SPX TECHNOLOGIES INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       381 | OU      | $-83404.71    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD NZD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1643.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STANTEC INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      5095 | OU      | $465333.46    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | FIFTH THIRD BANCORP                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     14770 | OU      | $-749725.20   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OLD NATIONAL BANCORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      3193 | OU      | $-76536.21    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SEGRO REIT PLC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      7774 | OU      | $-73635.18    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | RPM INTERNATIONAL INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2553 | OU      | $-260125.17   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | POOL CORP                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1751 | OU      | $373523.32    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BRISTOL MYERS SQUIBB                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     21289 | OU      | $1289900.51   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN POST HOLDINGS LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     20200 | OU      | $234260.48    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD BRL                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-5270.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CROWN HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      5491 | OU      | $539820.21    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AIXTRON                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |       379 | OU      | $-20941.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NOMURA HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     16700 | OU      | $133764.08    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JFROG LTD                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       709 | OU      | $-32925.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | REALTY INCOME REIT CORP                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     12839 | OU      | $-824777.36   | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STANDARD CHARTERED PLC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     10862 | OU      | $276598.92    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ARCHER DANIELS MIDLAND                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       147 | OU      | $-10957.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | COLOPLAST B                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |      2092 | OU      | $-129230.49   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EQUINIX REIT INC                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        10 | OU      | $10828.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | HALLIBURTON                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1099 | OU      | $46487.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UNICAJA BANCO SA                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |     11335 | OU      | $36797.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TELEDYNE TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        22 | OU      | $14208.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MACQUARIE GROUP LTD DEF                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      4317 | OU      | $741626.89    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | IDEMITSU KOSAN LTD                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     21600 | OU      | $184816.77    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KESKO CLASS B                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FI        |      3887 | OU      | $-95619.02    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | FLUOR CORP                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      6785 | OU      | $361979.75    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD SEK                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $1263.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | PFIZER INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      8552 | OU      | $228338.40    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CENCORA INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        18 | OU      | $5544.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SWEDBANK                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SE        |      3884 | OU      | $-137296.38   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VERISK ANALYTICS INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       131 | OU      | $-24168.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZENSHO HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       100 | OU      | $-5511.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD JPY                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-3763.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | WAYFAIR INC CLASS A                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1484 | OU      | $-94872.12    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ESSEX PROPERTY TRUST REIT INC                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1124 | OU      | $-295848.04   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MERITAGE CORP                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1481 | OU      | $99730.54     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD KRW                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-27.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TELUS CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |     34524 | OU      | $432328.37    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CAVA GROUP INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1117 | OU      | $104338.97    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VIASAT INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       876 | OU      | $-57737.16    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MARKEL GROUP INC                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       145 | OU      | $257008.15    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REXEL SA                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      5911 | OU      | $-249995.44   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MOLSON COORS BREWING  CLASS B                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       428 | OU      | $-18292.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DEUTSCHE LUFTHANSA AG                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |       714 | OU      | $-6117.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TALEN ENERGY CORP                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       105 | OU      | $-39104.10    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DOLLAR TREE INC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      4737 | OU      | $460010.07    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | REINSURANCE GROUP OF AMERICA INC                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       132 | OU      | $-27912.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CARETRUST REIT INC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     15706 | OU      | $-619601.70   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JX ADVANCED METALS CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     17800 | OU      | $-552232.86   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RTX CORP                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      5290 | OU      | $931410.30    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: USD 3.374000 18-MAR-2028 SOF                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1297000 | OU      | $8885.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PRYSMIAN                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |      1259 | OU      | $191505.36    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | BIONTECH SE ADR                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2058 | OU      | $212900.10    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WATERS CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       189 | OU      | $58444.47     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UNITED RENTALS INC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        40 | OU      | $-38393.60    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CHURCHILL DOWNS INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       177 | OU      | $17875.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PALANTIR TECHNOLOGIES INC CLASS A                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        52 | OU      | $7233.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | MONDELEZ INTERNATIONAL INC CLASS A                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     12971 | OU      | $-796938.24   | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SMITHS GROUP PLC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      8009 | OU      | $276515.78    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EVOLUTION                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |      3367 | OU      | $-237291.63   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FERGUSON ENTERPRISES INC                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       194 | OU      | $-51935.74    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INTUITIVE MACHINES INC CLASS A                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1905 | OU      | $-48291.75    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | APPLIED OPTOELECTRONICS INC                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       528 | OU      | $-86782.08    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HOYA CORP                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      1100 | OU      | $-205418.10   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALLEGION PLC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       322 | OU      | $44268.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KNIGHT-SWIFT TRANSPORTATION HOLDIN                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        69 | OU      | $4478.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MADISON SQUARE GARDEN SPORTS CORP                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       145 | OU      | $-49656.70    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ITT INC                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       612 | OU      | $131176.08    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOTO LTD                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      2900 | OU      | $-101871.89   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ANNALY CAPITAL MANAGEMENT REIT INC                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     11405 | OU      | $-261174.50   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ADVANCED DRAINAGE SYSTEMS INC                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        23 | OU      | $-3432.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ROKU INC CLASS A                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       960 | OU      | $111897.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KOKUSAI ELECTRIC CORP                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      2200 | OU      | $92587.68     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TRELLEBORG B                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |       605 | OU      | $24840.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CAD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-5391.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FUKUOKA FINANCIAL GROUP INC                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      1800 | OU      | $73481.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DANSKE BANK                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |      5295 | OU      | $-272207.92   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ELIA GROUP SA                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | BE        |      1944 | OU      | $-322394.36   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED CAD / SOLD USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $1547.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VALERO ENERGY CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       144 | OU      | $36371.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD JPY                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-385.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED ZAR / SOLD USD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |         1 | NC      | $-11199.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD SEK                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $-444.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COCA COLA HBC AG                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       263 | OU      | $-15340.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BOLIDEN                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SE        |      1267 | OU      | $-66600.34    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PURCHASED AUD / SOLD USD                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | AU        |         1 | NC      | $22996.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FIRST HORIZON CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1076 | OU      | $26856.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PULTEGROUP INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       213 | OU      | $26062.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AGEAS SA                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | BE        |      1950 | OU      | $152811.03    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LENNOX INTERNATIONAL INC                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       656 | OU      | $-350887.84   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CBRE GROUP INC CLASS A                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       939 | OU      | $-134023.47   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AMERICAN ELECTRIC POWER INC                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       538 | OU      | $-73765.18    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FANUC CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       200 | OU      | $-8834.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | BOEING                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       825 | OU      | $-188949.75   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOTALENERGIES                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |     15373 | OU      | $-1429282.14  | -0.68%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WEST PHARMACEUTICAL SERVICES INC                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        58 | OU      | $-17260.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VERTIV HOLDINGS CLASS A                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       341 | OU      | $-112015.09   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENI                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |     11131 | OU      | $314744.65    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MS AD INSURANCE GROUP HOLDINGS INC                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      4300 | OU      | $-110570.49   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ORGANO CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      1100 | OU      | $-111158.28   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PNC FINANCIAL SERVICES GROUP INC                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       375 | OU      | $-83625.00    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HALOZYME THERAPEUTICS INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1642 | OU      | $104529.72    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RIGHTMOVE PLC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      2183 | OU      | $-12874.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ONEOK INC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     11861 | OU      | $-1096668.06  | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CTS EVENTIM AG                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      1191 | OU      | $-78610.40    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NITTO DENKO CORP                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     11000 | OU      | $209222.84    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | WAYSTAR HOLDING CORP                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4571 | OU      | $-97705.13    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOOKING HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      5867 | OU      | $987768.12    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PANASONIC HOLDINGS CORP                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      3700 | OU      | $-75686.48    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMADA LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      4600 | OU      | $77783.99     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WEATHERFORD INTERNATIONAL PLC                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       348 | OU      | $-38401.80    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WALT DISNEY                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       283 | OU      | $29361.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HEICO CORP                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1625 | OU      | $438620.00    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ROBLOX CORP CLASS A                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1323 | OU      | $-73108.98    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AEROPORTS DE PARIS SA                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |       639 | OU      | $-77589.69    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DAIKIN INDUSTRIES LTD                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       300 | OU      | $-42388.56    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NITORI HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      4200 | OU      | $-60718.42    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PFIZER INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      3800 | OU      | $101460.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KEPPEL REIT                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SG        |        66 | OU      | $46.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RENESAS ELECTRONICS CORP                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       200 | OU      | $-4044.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TRIMBLE INC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       111 | OU      | $7472.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | METLIFE INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1703 | OU      | $-136410.30   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | COMPAGNIE FINANCIERE RICHEMONT SA                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      3062 | OU      | $-587650.67   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FIVE BELOW INC                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        50 | OU      | $-11783.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KINSALE CAPITAL GROUP INC                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        78 | OU      | $25241.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON PAINT HOLDINGS LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    104600 | OU      | $-659715.01   | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NORWEGIAN CRUISE LINE HOLDINGS LTD                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      9418 | OU      | $-171219.24   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED EUR / SOLD SEK                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $-2480.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ETSY INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      6997 | OU      | $450186.98    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KIMBERLY CLARK CORP                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       210 | OU      | $20670.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RAMBUS INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       179 | OU      | $20604.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                              | SPI 200 FUTURES JUN26                                    | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |       -34 | NC      | $118894.09    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ASCENDIS PHARMA A/S                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       479 | OU      | $109873.02    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ORACLE CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      7650 | OU      | $-1234633.50  | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TESLA INC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       341 | OU      | $130135.83    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OTIS WORLDWIDE CORP                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1957 | OU      | $152411.16    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BANK OF NEW YORK MELLON CORP                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       600 | OU      | $-80622.00    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SONY GROUP CORP                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     43800 | OU      | $877547.37    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OREILLY AUTOMOTIVE INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       479 | OU      | $47612.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TELEPERFORMANCE                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      2351 | OU      | $-159231.18   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | IRON MOUNTAIN INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2152 | OU      | $-271130.48   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ARCH CAPITAL GROUP LTD                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       204 | OU      | $-19269.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD CAD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-748.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MEDIBANK PRIVATE LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     39812 | OU      | $-135373.96   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NKT                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |       176 | OU      | $-25997.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VAR ENERGI                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NO        |     75936 | OU      | $385864.23    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FIRSTENERGY CORP                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       417 | OU      | $-19815.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CARETRUST REIT INC                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       765 | OU      | $30179.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD INR                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $2393.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MOLINA HEALTHCARE INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       611 | OU      | $-118912.82   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DUPONT DE NEMOURS INC                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1869 | OU      | $85338.54     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD MXN                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-14230.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED ZAR / SOLD USD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |         1 | NC      | $11346.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | REINSURANCE GROUP OF AMERICA INC                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        26 | OU      | $5497.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LOCKHEED MARTIN CORP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1456 | OU      | $754164.32    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | S P GLOBAL INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       160 | OU      | $68996.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD SGD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $1.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VIAVI SOLUTIONS INC                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       749 | OU      | $-39247.60    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UNIPOL ASSICURAZIONI SPA                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |      2090 | OU      | $54608.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CACI INTERNATIONAL INC CLASS A                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       103 | OU      | $-53512.62    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COOPER INC                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       390 | OU      | $24531.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GRIFOLS SA CLASS A                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | ES        |      2592 | OU      | $27330.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SUN COMMUNITIES REIT INC                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       356 | OU      | $-45511.04    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OR ROYALTIES INC                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      3368 | OU      | $124048.32    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ONTO INNOVATION INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       122 | OU      | $35997.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD SEK                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $6385.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JEFFERIES FINANCIAL GROUP INC                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      7932 | OU      | $382481.04    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | DROPBOX INC CLASS A                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     10143 | OU      | $246373.47    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SARTORIUS PREF AG                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |        55 | OU      | $-14051.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MATCH GROUP INC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1431 | OU      | $53548.02     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED EUR / SOLD CHF                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $7822.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | LYFT INC CLASS A                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      5451 | OU      | $-77131.65    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SYSMEX CORP                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     25000 | OU      | $220761.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | CORN FUTURE JUL26                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |      -182 | NC      | $-131172.30   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | BELIMO N AG                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |        74 | OU      | $-67766.17    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EBARA CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     14400 | OU      | $-492593.92   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | IRHYTHM HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       238 | OU      | $-30740.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MIZUHO FINANCIAL GROUP INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      3800 | OU      | $-163410.19   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NOVO NORDISK CLASS B                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |     18164 | OU      | $-772622.69   | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SOFTBANK GROUP CORP                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      8600 | OU      | $-293765.73   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | IMI PLC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      4122 | OU      | $156998.99    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ZOOM COMMUNICATIONS INC CLASS A                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      5369 | OU      | $-521598.35   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ZIMMER BIOMET HOLDINGS INC                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4341 | OU      | $-357828.63   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ETSY INC                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1778 | OU      | $-114396.52   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CORPAY INC                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       734 | OU      | $-224948.98   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HORMEL FOODS CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       462 | OU      | $9919.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | WILLIS TOWERS WATSON PLC                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1183 | OU      | $-303084.60   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MERCARI INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      7600 | OU      | $-184909.55   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAVITA INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       854 | OU      | $-132489.56   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WHITECAP RESOURCES INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     16551 | OU      | $-195319.71   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COCA-COLA                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1204 | OU      | $-94827.04    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SSE PLC                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |     15951 | OU      | $-571115.34   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED ZAR / SOLD USD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |         1 | NC      | $-15573.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD KRW                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-6370.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HISCOX LTD                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      2523 | OU      | $-53089.59    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GLOBAL E ONLINE LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      7238 | OU      | $227056.06    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | COREWEAVE INC CLASS A                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       353 | OU      | $-39394.80    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LYNAS RARE EARTHS LTD                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      3077 | OU      | $-43650.85    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | INGERSOLL RAND INC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3119 | OU      | $-249083.34   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ILLINOIS TOOL INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       177 | OU      | $45667.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: OIS 3.612000 16-SEP-2031 SOF                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1994000 | OU      | $12310.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED EUR / SOLD USD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $4747.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | STATE STREET CORP                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       758 | OU      | $115852.72    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KONINKLIJKE PHILIPS NV                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |     14336 | OU      | $378151.67    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | HARTFORD INSURANCE GROUP INC                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       728 | OU      | $99597.68     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SUMCO CORP                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      7800 | OU      | $124446.20    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | BRUKER CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3090 | OU      | $-113433.90   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALBEMARLE CORP                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2441 | OU      | $480144.70    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHEVRON CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       742 | OU      | $143436.02    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NISOURCE INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1635 | OU      | $-78937.80    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GECINA SA                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |       977 | OU      | $-82599.69    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | WYNDHAM HOTELS RESORTS INC                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       516 | OU      | $-41992.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURE STORAGE INC CLASS A                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1742 | OU      | $124465.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CENTRICA PLC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     56522 | OU      | $-165207.61   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FAST RETAILING LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1100 | OU      | $-517819.72   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | DEVON ENERGY CORP                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     10734 | OU      | $551405.58    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CAD / SOLD USD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |         1 | NC      | $687.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SLM CORP                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      6395 | OU      | $-147596.60   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PLS GROUP LTD                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |     15062 | OU      | $67017.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | LAS VEGAS SANDS CORP                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2759 | OU      | $150668.99    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MARUWA (OWARIASAHI) LTD                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       300 | OU      | $-141721.99   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CONSOLIDATED EDISON INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1170 | OU      | $-130443.30   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PORSCHE AUTOMOBIL HOLDING PREF                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |     16435 | OU      | $-598006.16   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MODERNA INC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       147 | OU      | $-6753.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EPAM SYSTEMS INC                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       400 | OU      | $45512.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WEC ENERGY GROUP INC                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       437 | OU      | $-51539.78    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | METRO INC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      1715 | OU      | $-114968.82   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | YOKOGAWA ELECTRIC CORP                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      4900 | OU      | $-170606.84   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MKS INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       100 | OU      | $28375.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KAWASAKI HEAVY INDUSTRIES LTD                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     17600 | OU      | $-361827.99   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RB GLOBAL INC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      9464 | OU      | $-988795.88   | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NATIONAL BANK OF CANADA                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |       154 | OU      | $-23245.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | QIAGEN NV                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      4109 | OU      | $142089.22    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CHEWY INC CLASS A                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       226 | OU      | $5744.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CNY                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $6143.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LEG IMMOBILIEN N                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |       194 | OU      | $13612.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | DUKE ENERGY CORP                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1963 | OU      | $-254306.65   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED EUR / SOLD NOK                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $-4873.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SCHNEIDER ELECTRIC                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |       285 | OU      | $90689.49     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PURCHASED EUR / SOLD NOK                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | XX        |         1 | NC      | $-5300.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PACKAGING CORP OF AMERICA                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2585 | OU      | $-551768.25   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AYVENS SA                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |       289 | OU      | $3910.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | GLOBUS MEDICAL INC CLASS A                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1308 | OU      | $117955.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REXFORD INDUSTRIAL REALTY REIT INC                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       316 | OU      | $-11341.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MODERNA INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2609 | OU      | $119857.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD INR                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $1316.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HUDBAY MINERALS INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      6799 | OU      | $157267.70    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ABBVIE INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1025 | OU      | $216603.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AMERICAN EXPRESS                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1234 | OU      | $398643.70    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SANDVIK                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |      3956 | OU      | $166417.53    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WOLTERS KLUWER NV                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |      1616 | OU      | $126121.38    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SGD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-540.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TAKEDA PHARMACEUTICAL LTD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      4900 | OU      | $163820.63    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                            | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4952.42      | 0.00%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD AUD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-2368.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ROBLOX CORP CLASS A                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        71 | OU      | $-3923.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TOROMONT INDUSTRIES LTD                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      1370 | OU      | $213031.55    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MP MATERIALS CORP CLASS A                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       326 | OU      | $-21529.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BIO TECHNE CORP                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        92 | OU      | $5089.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AUTODESK INC                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        18 | OU      | $-4266.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SYNCHRONY FINANCIAL                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       594 | OU      | $-45262.80    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CONAGRA BRANDS INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2021 | OU      | $29001.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TESLA INC                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1481 | OU      | $-565194.03   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                      | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  14300000 | PA      | $14291425.58  | 6.80%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD JPY                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-3291.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAVIDE CAMPARI MILANO NV                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |      8877 | OU      | $-65863.44    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NISSAN CHEMICAL CORP                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      2300 | OU      | $99450.90     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PROCORE TECHNOLOGIES INC                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1053 | OU      | $59578.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NRG ENERGY INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1131 | OU      | $175960.98    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AAON INC                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        47 | OU      | $4385.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD AUD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-746.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CHARLES SCHWAB CORP                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       272 | OU      | $-24926.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GS YUASA CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      3500 | OU      | $-141524.81   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IREN LTD                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1267 | OU      | $-57661.17    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WATSCO INC                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       299 | OU      | $-130914.16   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PANDORA                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |       936 | OU      | $71228.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | XCEL ENERGY INC                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1606 | OU      | $-133217.70   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MISUMI GROUP INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      6100 | OU      | $-140412.98   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WISE PLC CLASS A                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      1496 | OU      | $-21394.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MARKS AND SPENCER GROUP PLC                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     36652 | OU      | $-164634.73   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD CHF                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $-7662.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CITIZENS FINANCIAL GROUP INC                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       362 | OU      | $23548.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ROYAL BANK OF CANADA                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |         2 | OU      | $-359.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUZUKI MOTOR CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       700 | OU      | $-7828.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | METTLER TOLEDO INC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        38 | OU      | $48511.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | IG GROUP HOLDINGS PLC                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |       365 | OU      | $-7465.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | POPULAR INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       542 | OU      | $81478.86     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD CAD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-2359.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KDDI CORP                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      1200 | OU      | $19637.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ELASTIC NV                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2737 | OU      | $-127078.91   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STELLANTIS NV                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      8458 | OU      | $-61574.24    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HYATT HOTELS CORP CLASS A                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       128 | OU      | $-21448.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ENTEGRIS INC                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        85 | OU      | $-12017.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | JM SMUCKER                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1550 | OU      | $151946.50    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | IONQ INC                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       549 | OU      | $-24770.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HOST HOTELS & RESORTS REIT INC                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2055 | OU      | $43422.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KAWASAKI HEAVY INDUSTRIES LTD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       200 | OU      | $-4111.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CARLISLE COMPANIES INC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        12 | OU      | $-4263.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD NOK                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $-6906.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUBISHI ESTATE CO LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1300 | OU      | $-37047.69    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TEXAS ROADHOUSE INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1384 | OU      | $222810.16    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SUNRISE N CLASS A AG                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |       927 | OU      | $55357.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HITACHI LTD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      8900 | OU      | $283005.28    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HONEYWELL INTERNATIONAL INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       105 | OU      | $22504.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | MERCK & CO INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1720 | OU      | $187789.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MICHELIN                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      5750 | OU      | $-208299.58   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BRP SUBORDINATE VOTING INC                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |        97 | OU      | $5427.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | DTE ENERGY                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1276 | OU      | $-193556.44   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOPPAN HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1900 | OU      | $-56474.76    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SCHINDLER HOLDING PAR AG                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |       437 | OU      | $152783.30    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | KEURIG DR PEPPER INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     27430 | OU      | $-806442.00   | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | EQT CORP                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       166 | OU      | $9973.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHOCOLADEFABRIKEN LINDT   SPRUENGL                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |        27 | OU      | $330869.65    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED BRL / SOLD USD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |         1 | NC      | $27100.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOUTH32 LTD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |      5855 | OU      | $17351.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | POOL CORP                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       365 | OU      | $77861.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOYO SUISAN LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       300 | OU      | $-20676.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SANDS CHINA LTD                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | HK        |     77600 | OU      | $162816.67    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | LAMB WESTON HOLDINGS INC                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       332 | OU      | $-14458.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CITIZENS FINANCIAL GROUP INC                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      3910 | OU      | $254345.50    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GITLAB INC CLASS A                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1083 | OU      | $-23977.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ZILLOW GROUP INC CLASS C                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       845 | OU      | $-37518.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | MCCORMICK & CO NON-VOTING INC                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4752 | OU      | $-241591.68   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | DICKS SPORTING INC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2019 | OU      | $-458151.48   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PLUG POWER INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     19648 | OU      | $-61498.24    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HASBRO INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       675 | OU      | $64692.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TRIMBLE INC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2904 | OU      | $195497.28    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INDUSTRIA DE DISENO TEXTIL SA                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |      5518 | OU      | $330255.79    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HENRY SCHEIN INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       421 | OU      | $-31402.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NVENT ELECTRIC PLC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2232 | OU      | $318952.80    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WARBY PARKER INC CLASS A                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       157 | OU      | $3472.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ADDTECH CLASS B                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SE        |      1017 | OU      | $37350.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CASELLA WASTE SYSTEMS INC CLASS A                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       373 | OU      | $-29560.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | GASOLINE RBOB FUT JUN26                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         1 | NC      | $25239.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                           | ELDORADO GOLD CORP                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      6408 | OU      | $-197992.98   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VICOR CORP                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        23 | OU      | $-6193.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CROWN HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        79 | OU      | $-7766.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EDENRED                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      2085 | OU      | $-52216.84    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DOLLAR GENERAL CORP                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      3315 | OU      | $384142.20    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TEXAS PACIFIC LAND CORP                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        40 | OU      | $-17746.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CHECK POINT SOFTWARE TECHNOLOGIES                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      3014 | OU      | $338984.58    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STATE STREET CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       340 | OU      | $-51965.60    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FIRST SOLAR INC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        48 | OU      | $9690.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BROOKFIELD CORP CLASS A                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     10179 | OU      | $459735.45    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DAIWA SECURITIES GROUP INC                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     47500 | OU      | $447111.13    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ZSCALER INC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1602 | OU      | $209349.36    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EBAY INC                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       342 | OU      | $-35390.16    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TERADYNE INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       240 | OU      | $82432.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PRUDENTIAL FINANCIAL INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       538 | OU      | $-52783.18    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | EQUIFAX INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       139 | OU      | $24177.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | REPSOL SA                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | ES        |       748 | OU      | $20092.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ARTHUR J GALLAGHER                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        82 | OU      | $16924.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CARNIVAL PLC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      3307 | OU      | $87726.16     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DSM FIRMENICH AG                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |      3254 | OU      | $243037.29    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED NOK / SOLD EUR                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $8724.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FORTUM                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FI        |      1789 | OU      | $-45070.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD MXN                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-26154.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | WATERS CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2298 | OU      | $-710610.54   | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SUMITOMO MITSUI TRUST GROUP INC                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     14500 | OU      | $484783.32    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CAD / SOLD USD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |         1 | NC      | $21897.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MATTEL INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2335 | OU      | $-35211.80    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | M&G PLC                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     14470 | OU      | $59471.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SPOTIFY TECHNOLOGY SA                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       183 | OU      | $81718.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GAMES WORKSHOP GROUP PLC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |        31 | OU      | $-8222.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | W. P. CAREY REIT INC                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       441 | OU      | $-32162.13    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BAKER HUGHES CLASS A                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       233 | OU      | $16233.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ROCKET LAB CORP                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      4073 | OU      | $-336063.23   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CSL LTD                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |       853 | OU      | $76992.25     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GLOBALFOUNDRIES INC                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       338 | OU      | $21834.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PTC THERAPEUTICS INC                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1878 | OU      | $122182.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALLSTATE CORP                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       160 | OU      | $34761.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SERVICETITAN INC CLASS A                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       144 | OU      | $8562.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PPG INDUSTRIES INC                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       657 | OU      | $71284.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AMERICAN WATER WORKS INC                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1398 | OU      | $-179531.16   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | GRACO INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1860 | OU      | $-149302.20   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SEVEN   I HOLDINGS LTD                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      2200 | OU      | $26292.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SOLAREDGE TECHNOLOGIES INC                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      1661 | OU      | $-71190.46    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HANOVER INSURANCE GROUP INC                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       450 | OU      | $84460.50     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TORONTO DOMINION                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      8190 | OU      | $-882278.28   | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VERIZON COMMUNICATIONS INC                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       492 | OU      | $23630.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PENTA-OCEAN CONSTRUCTION LTD                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      2900 | OU      | $32492.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DESCARTES SYSTEMS GROUP INC                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      4179 | OU      | $-301530.38   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | HONEYWELL INTERNATIONAL INC                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1675 | OU      | $-359002.75   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | YASKAWA ELECTRIC CORP                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     21100 | OU      | $748206.22    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | G MINING VENTURES CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      1816 | OU      | $-62942.01    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ESSENT GROUP LTD                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       604 | OU      | $-36554.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SYNOPSYS INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |         5 | OU      | $-2413.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | FEDEX CORP                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       898 | OU      | $362172.38    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DUTCH BROS INC CLASS A                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1121 | OU      | $-64468.71    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ALBERTSONS COMPANY INC CLASS A                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      4038 | OU      | $-68040.30    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ELF BEAUTY INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2083 | OU      | $-133249.51   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | QXO INC                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1931 | OU      | $-38755.17    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMPHENOL CORP CLASS A                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2070 | OU      | $304848.90    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WISETECH GLOBAL LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     11007 | OU      | $-346671.28   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KEYCORP                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1090 | OU      | $24099.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NASDAQ INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       430 | OU      | $39521.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | STANLEY BLACK & DECKER INC                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       303 | OU      | $23682.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UNITED UTILITIES GROUP PLC                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |       797 | OU      | $-15806.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RENESAS ELECTRONICS CORP                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       800 | OU      | $-16178.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD BRL                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-33786.63    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BANK OF MONTREAL                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      3291 | OU      | $-501130.37   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KRYSTAL BIOTECH INC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       448 | OU      | $-117492.48   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TEREX CORP                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2671 | OU      | $-166136.20   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ICON PLC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1303 | OU      | $-154183.99   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD NOK                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $-13916.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EVERSOURCE ENERGY                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       451 | OU      | $-31885.70    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ARGENX                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BE        |       113 | OU      | $-88617.73    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOKYU FUDOSAN HOLDINGS CORP                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     17700 | OU      | $150700.12    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COMMVAULT SYSTEMS INC                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1018 | OU      | $-100659.84   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | BORGWARNER INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     10494 | OU      | $597843.18    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JX ADVANCED METALS CORP                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     15700 | OU      | $-487081.79   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IONQ INC                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       268 | OU      | $-12092.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DASSAULT SYSTEMES                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      1558 | OU      | $35107.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHIN ETSU CHEMICAL LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      4900 | OU      | $-225606.65   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN PETROLEUM EXPLORATION LTD                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1500 | OU      | $-21458.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MARVELL TECHNOLOGY INC                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       233 | OU      | $38479.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CLEVELAND CLIFFS INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     15586 | OU      | $158977.20    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ACCOR SA                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |      3181 | OU      | $157423.65    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED AUD / SOLD USD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | AU        |         1 | NC      | $5668.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RELIANCE STEEL & ALUMINUM                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       223 | OU      | $80837.50     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EXOR NV                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |      2581 | OU      | $-202462.39   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED CHF / SOLD EUR                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |         1 | NC      | $197.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KANDENKO LTD                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      2000 | OU      | $87243.02     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CUMMINS INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       417 | OU      | $-279811.17   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SIGMA HEALTHCARE LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    153714 | OU      | $-310762.49   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | T D HOLDINGS INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       400 | OU      | $9691.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CROWDSTRIKE HOLDINGS INC CLASS A                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       173 | OU      | $77114.75     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CENTRUS ENERGY CORP CLASS A                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       165 | OU      | $-34808.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MERCEDES-BENZ GROUP N AG                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |       219 | OU      | $12765.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PLANET LABS CLASS A                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1016 | OU      | $-37561.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXPAND ENERGY CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       637 | OU      | $65069.55     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NEC CORP                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     42800 | OU      | $1138480.42   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DEUTSCHE LUFTHANSA AG                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |      4489 | OU      | $-38463.73    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VF CORP                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      4936 | OU      | $-93438.48    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TEREX CORP                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       101 | OU      | $-6282.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AMERICAN EXPRESS                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        70 | OU      | $-22613.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DIAMONDBACK ENERGY INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1906 | OU      | $-391930.78   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AISIN CORP                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      8000 | OU      | $126859.31    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CAD / SOLD USD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |         1 | NC      | $32355.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CF INDUSTRIES HOLDINGS INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        72 | OU      | $8942.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WYNDHAM HOTELS RESORTS INC                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       304 | OU      | $24739.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TRANSMEDICS GROUP INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       699 | OU      | $-70452.21    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | QUALCOMM INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      7164 | OU      | $1286511.12   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | THYSSENKRUPP AG                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |     22047 | OU      | $-262383.45   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED MXN / SOLD USD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |         1 | NC      | $895.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TC ENERGY CORP                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      8773 | OU      | $-588246.65   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PROCTER   GAMBLE                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      3124 | OU      | $459509.16    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | NUTANIX INC CLASS A                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2799 | OU      | $-114451.11   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MOSAIC                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1512 | OU      | $-35184.24    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED SEK / SOLD EUR                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $10051.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |         1 | NC      | $35755.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ZEBRA TECHNOLOGIES CORP CLASS A                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1327 | OU      | $-300247.02   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VERTEX PHARMACEUTICALS INC                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       248 | OU      | $105990.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OMNICOM GROUP INC                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       581 | OU      | $44574.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MP MATERIALS CORP CLASS A                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       143 | OU      | $-9443.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD NZD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-3913.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SOUTHERN                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      7102 | OU      | $-686763.40   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MINEBEA MITSUMI INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     16000 | OU      | $-319888.98   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHIMADZU CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       600 | OU      | $-13947.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GEN DIGITAL INC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     20666 | OU      | $-398647.14   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | BECTON DICKINSON                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4040 | OU      | $-602121.60   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | D R HORTON INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       223 | OU      | $34310.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOYOTA TSUSHO CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     28100 | OU      | $-1103087.63  | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CAR GROUP LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     12242 | OU      | $-225825.96   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EVERCORE INC CLASS A                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       712 | OU      | $228758.48    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HOULIHAN LOKEY INC CLASS A                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       261 | OU      | $40389.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ATLAS COPCO CLASS B                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |      6562 | OU      | $-111889.44   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | VERTEX PHARMACEUTICALS INC                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       417 | OU      | $178217.46    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KEYCORP                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       224 | OU      | $4952.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CRODA INTERNATIONAL PLC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       136 | OU      | $-5274.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BELLWAY PLC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |       480 | OU      | $12455.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LUMEN TECHNOLOGIES INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1894 | OU      | $-16742.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PPL CORP                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1488 | OU      | $-55710.72    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PRUDENTIAL PLC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      6284 | OU      | $94696.98     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KBC GROEP                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BE        |       590 | OU      | $-78527.77    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SINGAPORE EXCHANGE LTD                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SG        |     12100 | OU      | $-206894.76   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TEXAS PACIFIC LAND CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1238 | OU      | $-549263.46   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD GBP                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-480.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AVIS BUDGET GROUP INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        93 | OU      | $-16802.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MASTERCARD INC CLASS A                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        60 | OU      | $30175.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NORSK HYDRO                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NO        |     12609 | OU      | $-139159.42   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | POLARIS INC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       188 | OU      | $-12458.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TG THERAPEUTICS INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1155 | OU      | $39015.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | XYLEM INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       791 | OU      | $93464.56     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CENCORA INC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       901 | OU      | $-277517.01   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TAKE TWO INTERACTIVE SOFTWARE INC                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2599 | OU      | $555562.24    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOKYO ELECTRON LTD                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      4100 | OU      | $1208198.77   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AMERICAN TOWER REIT CORP                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       572 | OU      | $-104510.12   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | PUBLIC SERVICE ENTERPRISE GROUP IN                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1041 | OU      | $-85008.06    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REXFORD INDUSTRIAL REALTY REIT INC                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      6053 | OU      | $-217242.17   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JABIL INC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       138 | OU      | $-46573.62    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CUBESMART REIT                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       135 | OU      | $5464.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VENTAS REIT INC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       884 | OU      | $-77668.24    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | NASD100 MICRO EMINJUN26                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         3 | NC      | $7307.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                           | ULTA BEAUTY INC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       506 | OU      | $-271964.88   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $11295.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HILTON WORLDWIDE HOLDINGS INC                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        41 | OU      | $-13286.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SUPER MICRO COMPUTER INC                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       772 | OU      | $-21152.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NOK / SOLD EUR                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |         1 | NC      | $15543.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ROBINHOOD MARKETS INC CLASS A                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     11236 | OU      | $-818992.04   | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COCA COLA CONSOLIDATED INC                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       223 | OU      | $-45730.61    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PARTNERS GROUP HOLDING AG                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |       204 | OU      | $-221789.32   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ASMPT LTD                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      3800 | OU      | $79600.17     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD CHF                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $1674.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | WALMART INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       806 | OU      | $106335.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AON PLC CLASS A                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        36 | OU      | $-11219.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | BRIXMOR PROPERTY GROUP REIT INC                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1028 | OU      | $-30932.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UPSTART HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       990 | OU      | $-31264.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ROHM LTD                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       300 | OU      | $-6490.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | 3M                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       438 | OU      | $64175.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED EUR / SOLD CHF                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $-118.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CATERPILLAR INC                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       200 | OU      | $178022.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD EUR                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $4565.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CAD / SOLD USD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |         1 | NC      | $72689.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED ZAR / SOLD USD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |         1 | NC      | $12655.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BIOMARIN PHARMACEUTICAL INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2412 | OU      | $130030.92    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | UMB FINANCIAL CORP                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       332 | OU      | $-41888.44    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HONDA MOTOR LTD                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      3500 | OU      | $-28400.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CAESARS ENTERTAINMENT INC                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4060 | OU      | $-112868.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BROADRIDGE FINANCIAL SOLUTIONS INC                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        31 | OU      | $-4773.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WINTRUST FINANCIAL CORP                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        49 | OU      | $-7377.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | RESMED INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       935 | OU      | $199912.35    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED GBP / SOLD USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $42313.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OLD NATIONAL BANCORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1594 | OU      | $-38208.18    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SBI HOLDINGS INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      2000 | OU      | $40356.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CHARLES RIVER LABORATORIES INTERNA                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       289 | OU      | $-48254.33    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOJITZ CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      8800 | OU      | $-329601.39   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CANADIAN UTILITIES LTD CLASS A                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      4149 | OU      | $-148109.85   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | MOLINA HEALTHCARE INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       139 | OU      | $-27052.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TELE2 B                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |     18328 | OU      | $376078.59    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FISERV INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1290 | OU      | $-80818.50    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NINTENDO LTD                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      1700 | OU      | $83162.11     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MONOTARO LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      5700 | OU      | $-67776.86    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | OWENS CORNING                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       144 | OU      | $17760.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WISETECH GLOBAL LTD                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |        92 | OU      | $-2897.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | QBE INSURANCE GROUP LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       310 | OU      | $-5021.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BUNGE GLOBAL SA                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       367 | OU      | $-46634.69    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD GBP                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-1870.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FRESENIUS SE AND CO KGAA                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |      5059 | OU      | $245005.13    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VERTIV HOLDINGS CLASS A                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        50 | OU      | $16424.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GEA GROUP AG                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |       429 | OU      | $29335.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ASSURANT INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       231 | OU      | $-54578.37    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |         1 | NC      | $18744.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOYOTA MOTOR CORP                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     32700 | OU      | $-627689.84   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ABBOTT LABORATORIES                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2902 | OU      | $263472.58    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TRAVELERS COMPANIES INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       571 | OU      | $174234.94    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INSULET CORP                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       337 | OU      | $58011.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TRADEWEB MARKETS INC CLASS A                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1963 | OU      | $-222309.75   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LITHIA MOTORS INC CLASS A                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       294 | OU      | $85295.28     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ON HOLDING AG CLASS A                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       734 | OU      | $-26137.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ISETAN MITSUKOSHI HOLDINGS LTD                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      2800 | OU      | $-53208.62    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | J.FRONT RETAILING LTD                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     13600 | OU      | $-197922.32   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DARLING INGREDIENTS INC                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       625 | OU      | $-40143.75    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CREDIT ACCEPTANCE CORP                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       194 | OU      | $-97952.54    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CVC CAPITAL PARTNERS PLC                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |     15829 | OU      | $-240915.63   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PRINCIPAL FINANCIAL GROUP INC                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       845 | OU      | $85268.95     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | T ROWE PRICE GROUP INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      3589 | OU      | $369236.32    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TETRA TECH INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      4267 | OU      | $137909.44    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ONEMAIN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       194 | OU      | $11401.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CNY                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $10882.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASR NEDERLAND NV                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |      2468 | OU      | $187467.84    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | NRG ENERGY INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1022 | OU      | $-159002.76   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BRITISH AMERICAN TOBACCO                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      3040 | OU      | $-179040.19   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DYNATRACE INC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       344 | OU      | $12456.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | LITTELFUSE INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        58 | OU      | $23441.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ITT INC                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        86 | OU      | $18433.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | APPLIED MATERIAL INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       338 | OU      | $133337.62    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CNX RESOURCES CORP                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1402 | OU      | $54551.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RAKUTEN BANK LTD                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       800 | OU      | $-32323.90    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | A O SMITH CORP                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       698 | OU      | $-43164.32    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHURCH AND DWIGHT INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       128 | OU      | $12423.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KEYENCE CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      1500 | OU      | $-687998.89   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TOAST INC CLASS A                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4174 | OU      | $119042.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CAD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-2949.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | APPLIED DIGITAL CORP                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2310 | OU      | $-79117.50    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | FTSE 100 IDX FUT JUN26                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |        -9 | NC      | $21294.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MOODYS CORP                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       218 | OU      | $100683.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CUMMINS INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        60 | OU      | $40260.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PAYLOCITY HOLDING CORP                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       620 | OU      | $-65403.80    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TPG INC CLASS A                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2850 | OU      | $124317.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-11656.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VERALTO CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1908 | OU      | $168285.60    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CHUBB                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       629 | OU      | $-205683.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | XERO LTD                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       155 | OU      | $-9102.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | PRUDENTIAL FINANCIAL INC                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4136 | OU      | $405782.96    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | UL SOLUTIONS INC CLASS A                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       319 | OU      | $-28866.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ECOLAB INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        63 | OU      | $16417.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEIBU HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      3500 | OU      | $-82363.70    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KOMATSU LTD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      2900 | OU      | $-124172.20   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MTU AERO ENGINES HOLDING AG                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |        13 | OU      | $-4458.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CONSOLIDATED EDISON INC                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3016 | OU      | $-336253.84   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | APA CORP                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       368 | OU      | $14988.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | F5 INC                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        44 | OU      | $14251.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MGM RESORTS INTERNATIONAL                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2040 | OU      | $-79437.60    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange LLC                        | CBOE VIX FUTURE MAY26                                    | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |       -78 | NC      | $178486.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DEUTSCHE BOERSE AG                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |        43 | OU      | $-13192.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FUJITSU LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     36200 | OU      | $726582.66    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ACS ACTIVIDADES DE CONSTRUCCION Y                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |      4195 | OU      | $604644.81    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | QUANTA SERVICES INC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       249 | OU      | $-181214.73   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AON PLC CLASS A                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3567 | OU      | $-1111655.55  | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MAGNA INTERNATIONAL INC                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |     11615 | OU      | $739217.99    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD JPY                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-425.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD PLN                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $-606.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED CAD / SOLD USD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CA        |         1 | NC      | $-12574.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WEST PHARMACEUTICAL SERVICES INC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       473 | OU      | $140760.07    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AERCAP HOLDINGS NV                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      3596 | OU      | $511387.16    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD INR                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $840.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WEST JAPAN RAILWAY                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      2500 | OU      | $45253.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | GAMING AND LEISURE PROPERTIES REIT                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       597 | OU      | $-28930.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UNITED PARCEL SERVICE INC CLASS B                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1664 | OU      | $181043.20    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ELBIT SYSTEMS LTD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IL        |        54 | OU      | $44925.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DNB BANK                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NO        |      4031 | OU      | $-122072.14   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED TWD / SOLD USD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |         1 | NC      | $-189.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PINNACLE WEST CORP                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       538 | OU      | $-55801.36    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD JPY                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-13233.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GODADDY INC CLASS A                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       200 | OU      | $-17358.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUYGUES SA                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      2336 | OU      | $-138150.46   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TEXTRON INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       623 | OU      | $-59783.08    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INTERDIGITAL INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        65 | OU      | $19276.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD INR                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $31292.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOWER SEMICONDUCTOR LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IL        |        23 | OU      | $-4792.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WASHINGTON H SOUL PATTINSON   COMP                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       308 | OU      | $-9392.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CATERPILLAR INC                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        36 | OU      | $-32043.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOC HONG KONG HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |     10500 | OU      | $-60397.97    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED BRL / SOLD USD                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |         1 | NC      | $47920.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NUTRIEN LTD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       767 | OU      | $-58300.70    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MILLICOM INTERNATIONAL CELLULAR SA                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2117 | OU      | $179690.96    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CHEVRON CORP                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      5924 | OU      | $1145168.44   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GALP ENERGIA SGPS SA CLASS B                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | PT        |      2053 | OU      | $-48019.56    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | INCYTE CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1000 | OU      | $95270.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEKISUI CHEMICAL LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     24600 | OU      | $-376967.07   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | IDEX CORP                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2710 | OU      | $-590373.50   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VALEO                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      2596 | OU      | $32676.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ROBINHOOD MARKETS INC CLASS A                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       104 | OU      | $-7580.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ENSIGN GROUP INC                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       172 | OU      | $32110.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CADENCE DESIGN SYSTEMS INC                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1916 | OU      | $-631494.44   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PENSKE AUTOMOTIVE GROUP VOTING INC                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       606 | OU      | $103941.12    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VISTRA CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1091 | OU      | $-172203.44   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOURMALINE OIL CORP                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      8118 | OU      | $393245.04    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SCOR                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |      7122 | OU      | $-265741.67   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MATCH GROUP INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       809 | OU      | $-30272.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ARISTOCRAT LEISURE LTD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |     19896 | OU      | $684531.28    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ENBRIDGE INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      5175 | OU      | $287028.01    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SNOWFLAKE INC                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       205 | OU      | $-27976.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CF INDUSTRIES HOLDINGS INC                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3109 | OU      | $-386137.80   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COINBASE GLOBAL INC CLASS A                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        82 | OU      | $-15397.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TYSON FOODS INC CLASS A                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      8632 | OU      | $553052.24    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED ZAR / SOLD USD                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |         1 | NC      | $9701.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KEYSIGHT TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       188 | OU      | $65783.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MARUBENI CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1400 | OU      | $-54489.50    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AGC INC                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      1500 | OU      | $53795.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LUNDIN MINING CORP                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      4865 | OU      | $-124852.87   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INFRATIL LTD                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NZ        |     11835 | OU      | $-87182.70    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HUNTINGTON INGALLS INDUSTRIES INC                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        68 | OU      | $24771.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NEXSTAR MEDIA GROUP INC                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       872 | OU      | $-181498.08   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SSE PLC                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     13912 | OU      | $-498110.25   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KINDER MORGAN INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2374 | OU      | $78033.38     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | BRINKER INTERNATIONAL INC                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       141 | OU      | $21465.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | US FOODS HOLDING CORP                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      3734 | OU      | $-349091.66   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NN GROUP NV                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |      3457 | OU      | $302604.35    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CREDIT AGRICOLE SA                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      2015 | OU      | $-39357.20    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | KLA CORP                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       206 | OU      | $360572.10    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD SEK                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $983.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AMERICAN AIRLINES GROUP INC                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       341 | OU      | $3993.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ROSS STORES INC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       366 | OU      | $83371.14     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SNOWFLAKE INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1396 | OU      | $190512.12    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COINBASE GLOBAL INC CLASS A                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      3394 | OU      | $-637291.38   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UBER TECHNOLOGIES INC                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      3115 | OU      | $-232410.15   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KONE                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FI        |       805 | OU      | $-51207.51    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AEGON LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |      1132 | OU      | $-9380.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BANK LEUMI LE ISRAEL                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IL        |       180 | OU      | $-4556.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OSHKOSH CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       116 | OU      | $18130.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JABIL INC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1508 | OU      | $508934.92    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JB HI-FI LTD                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |      4729 | OU      | $264100.01    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MATADOR RESOURCES                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       893 | OU      | $-56651.92    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KONINKLIJKE KPN NV                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |     24220 | OU      | $129517.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SUMITOMO MITSUI FINANCIAL GROUP IN                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      8000 | OU      | $282472.40    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NEWMARKET CORP                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        57 | OU      | $-38510.34    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FUJI ELECTRIC LTD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      1700 | OU      | $142876.17    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: USD 3.511000 16-SEP-2028 SOF                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   6158000 | OU      | $23486.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKYU CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     26100 | OU      | $-277496.41   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HEALTHPEAK PROPERTIES INC                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1725 | OU      | $-27893.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | THK LTD                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      1500 | OU      | $56233.65     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ENCOMPASS HEALTH CORP                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2059 | OU      | $205900.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EBAY INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       280 | OU      | $28974.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TWILIO INC CLASS A                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1989 | OU      | $294491.34    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ENTERGY CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1577 | OU      | $-185944.07   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DARDEN RESTAURANTS INC                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2758 | OU      | $-553144.48   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | EQT CORP                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2920 | OU      | $-175433.60   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PEPSICO INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       142 | OU      | $-22505.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CAD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-16040.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VULCAN MATERIALS                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       245 | OU      | $73926.30     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DYNEX CAPITAL REIT INC                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     13655 | OU      | $-185981.10   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | URBAN OUTFITTERS INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2195 | OU      | $154396.30    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CONSTELLATION SOFTWARE INC                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       218 | OU      | $-397031.71   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED BRL / SOLD USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |         1 | NC      | $34724.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | APTARGROUP INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3205 | OU      | $-396394.40   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALLSTATE CORP                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       483 | OU      | $-104936.58   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NORDSON CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        68 | OU      | $19614.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CINEMARK HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1157 | OU      | $-34154.64    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HENKEL AG                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |       220 | OU      | $-15161.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NIPPON PAINT HOLDINGS LTD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     11700 | OU      | $-73792.21    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TENET HEALTHCARE CORP                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       845 | OU      | $149666.40    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUMITOMO ELECTRIC INDUSTRIES LTD                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       700 | OU      | $-46083.95    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MORGAN STANLEY                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       141 | OU      | $-26873.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | JPMORGAN CHASE   CO                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1128 | OU      | $353323.44    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | HUNTINGTON INGALLS INDUSTRIES INC                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       163 | OU      | $59379.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BRIGHTSPRING HEALTH SERVICES INC                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       357 | OU      | $-17125.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WH GROUP LTD                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      3000 | OU      | $3646.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED BRL / SOLD USD                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |         1 | NC      | $7982.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALASKA AIR GROUP INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      5555 | OU      | $-217256.05   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-6292.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TALANX AG                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |       641 | OU      | $-83548.09    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VERISIGN INC                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       174 | OU      | $-46746.84    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | US BANCORP                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       681 | OU      | $-38585.46    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CORTEVA INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       658 | OU      | $53304.58     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FOX CORP CLASS A                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       488 | OU      | $30983.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INVESTOR CLASS B                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |     31932 | OU      | $-1295978.15  | -0.62%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED CNY / SOLD USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |         1 | NC      | $425.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CAPITALAND INTEGRATED COMMERCIAL T                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SG        |     33500 | OU      | $62394.28     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MAGNOLIA OIL GAS CORP CLASS A                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2367 | OU      | $71578.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROCKET COMPANIES INC CLASS A                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2941 | OU      | $-42997.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ELECTRIC POWER DEVELOPMENT LTD                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      2600 | OU      | $-63629.58    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | IONQ INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       155 | OU      | $-6993.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BIOGEN INC                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        41 | OU      | $-7760.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PG&E CORP                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     19718 | OU      | $327713.16    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PENTAIR                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       447 | OU      | $36077.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AENA SME SA                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | XX        |     14087 | OU      | $-384752.65   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EMPIRE LTD CLASS A                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       124 | OU      | $-4244.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARTEMIS GOLD INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       937 | OU      | $-23694.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LOUISIANA PACIFIC CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       130 | OU      | $9384.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TYLER TECHNOLOGIES INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       636 | OU      | $-216965.04   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BARCLAYS PLC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |    107126 | OU      | $629677.07    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SIGNET JEWELERS LTD                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       545 | OU      | $-48521.35    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD AUD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-1311.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NIKE INC CLASS B                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      3719 | OU      | $164974.84    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOHO (TOKYO) LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      6900 | OU      | $-64193.73    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DIGITAL REALTY TRUST REIT INC                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       120 | OU      | $-24112.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD JPY                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-2568.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FLOWSERVE CORP                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       904 | OU      | $-66570.56    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | EQUITY LIFESTYLE PROPERTIES REIT I                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1187 | OU      | $-75125.23    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | REPUBLIC SERVICES INC                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        31 | OU      | $6485.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LINK REAL ESTATE INVESTMENT TRUST                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | HK        |     30300 | OU      | $152569.35    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | QUANTUM COMPUTING INC                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1260 | OU      | $-11365.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AUTOMATIC DATA PROCESSING INC                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      3599 | OU      | $-762772.06   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED NZD / SOLD USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |         1 | NC      | $2902.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | US FOODS HOLDING CORP                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       965 | OU      | $-90217.85    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD CAD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-368.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COCA-COLA                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1157 | OU      | $91125.32     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SALESFORCE INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       355 | OU      | $62668.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COOPER INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      3977 | OU      | $-250153.30   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LAIR LIQUIDE SOCIETE ANONYME POUR                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       587 | OU      | $126287.27    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | KIMCO REALTY REIT CORP                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      6599 | OU      | $-156000.36   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ADVANCED ENERGY INDUSTRIES INC                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       406 | OU      | $155867.46    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ORIENTAL LAND LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     18700 | OU      | $-260172.68   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CNY                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $260.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EVOLUTION MINING LTD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |      1534 | OU      | $13562.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INDUTRADE                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SE        |      5717 | OU      | $123509.04    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VIATRIS INC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1667 | OU      | $24904.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SLB NV                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      8748 | OU      | $497586.24    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FIRSTENERGY CORP                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1427 | OU      | $67811.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AJINOMOTO INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       700 | OU      | $22498.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ATKINSREALIS GROUP INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      2401 | OU      | $-165675.81   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SIMON PROPERTY GROUP REIT INC                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1131 | OU      | $-230396.01   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | INVITATION HOMES INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      9834 | OU      | $-282924.18   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PROCTER & GAMBLE                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       374 | OU      | $-55011.66    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SYSCO CORP                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       554 | OU      | $-41389.34    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NUVALENT INC CLASS A                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1194 | OU      | $-119734.32   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NNN REIT INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      4624 | OU      | $202484.96    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RELIANCE STEEL & ALUMINUM                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       252 | OU      | $91350.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SARTORIUS STEDIM BIOTECH SA                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      1302 | OU      | $-240624.59   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BUREAU VERITAS SA                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      2407 | OU      | $73758.50     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MEDTRONIC PLC                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2112 | OU      | $-171008.64   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DROPBOX INC CLASS A                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      4866 | OU      | $-118195.14   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HENKEL   KGAA PREF AG                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |      1780 | OU      | $-129527.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANZ GROUP HOLDINGS LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     19230 | OU      | $-510777.84   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ARCH CAPITAL GROUP LTD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       269 | OU      | $25409.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MICRON TECHNOLOGY INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       104 | OU      | $53784.64     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PEMBINA PIPELINE CORP                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      3891 | OU      | $181122.63    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CENTRAL JAPAN RAILWAY                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       300 | OU      | $-7197.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOVA LTD                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       159 | OU      | $79568.37     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EDISON INTERNATIONAL                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       255 | OU      | $-17719.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED EUR / SOLD USD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $4091.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ENEL                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |       734 | OU      | $-8569.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MASCO CORP                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      3773 | OU      | $-270976.86   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | 3M                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     11496 | OU      | $1684393.92   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMERIPRISE FINANCE INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       652 | OU      | $309563.08    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SWIRE PACIFIC LTD A                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | HK        |      2000 | OU      | $-21753.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-3808.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WESCO INTERNATIONAL INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        18 | OU      | $-6284.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MONSTER BEVERAGE CORP                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       194 | OU      | $14951.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SARTORIUS PREF AG                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |        23 | OU      | $-5875.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | FORMFACTOR INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       921 | OU      | $-125191.53   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GILEAD SCIENCES INC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1414 | OU      | $185007.76    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD KRW                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-4442.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CANADIAN PACIFIC KANSAS CITY LTD                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      7381 | OU      | $641948.94    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ORIX CORP                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       700 | OU      | $-23559.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TRACTOR SUPPLY                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      7074 | OU      | $248297.40    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ESSENTIAL PROPERTIES REALTY TRUST                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       590 | OU      | $-18543.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN FUTURE JUL26                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       191 | NC      | $106295.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | ORACLE JAPAN CORP                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       100 | OU      | $5521.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | APTIV PLC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      5098 | OU      | $307205.48    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RBC BEARINGS INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        78 | OU      | $46729.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | VIAVI SOLUTIONS INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       972 | OU      | $-50932.80    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SMC (JAPAN) CORP                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       300 | OU      | $-147522.45   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NOMURA REAL ESTATE HOLDINGS INC                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     35900 | OU      | $234220.50    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WASTE CONNECTIONS INC                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       533 | OU      | $87795.76     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | APOLLO GLOBAL MANAGEMENT INC                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       455 | OU      | $-58567.60    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TELEDYNE TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       785 | OU      | $506992.25    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COMPUTERSHARE LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     14435 | OU      | $317125.27    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD NOK                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $418.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LY CORP                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     42100 | OU      | $110732.54    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BLACKSTONE INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       345 | OU      | $43325.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CAMTEK LTD                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       198 | OU      | $38000.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SEI INVESTMENTS                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       643 | OU      | $58307.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STORA ENSO CLASS R                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FI        |      9439 | OU      | $-105099.19   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GXO LOGISTICS INC                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2643 | OU      | $150994.59    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FRANKLIN RESOURCES INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     19299 | OU      | $578391.03    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | WEC ENERGY GROUP INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2224 | OU      | $262298.56    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EVONIK INDUSTRIES AG                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |      1762 | OU      | $-36443.77    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SNAP INC CLASS A                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      3657 | OU      | $22197.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $13269.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EURONEXT NV                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |        33 | OU      | $5523.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MIZUHO FINANCIAL GROUP INC                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      1200 | OU      | $-51603.22    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FLOOR DECOR HOLDINGS INC CLASS A                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1900 | OU      | $-91960.00    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SNAM                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |     23632 | OU      | $186348.19    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | APOLLO GLOBAL MANAGEMENT INC                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      5521 | OU      | $-710663.12   | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IES INC                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        56 | OU      | $36068.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VIASAT INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        72 | OU      | $-4745.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CANON INC                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      1100 | OU      | $28299.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DRAX GROUP PLC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     11577 | OU      | $-139197.04   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ARROWHEAD PHARMACEUTICALS INC                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       105 | OU      | $7715.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SS AND C TECHNOLOGIES HOLDINGS INC                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       520 | OU      | $-36036.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SWISS RE AG                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |      5267 | OU      | $-848453.95   | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GALDERMA GROUP N AG                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |        52 | OU      | $-10909.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HISCOX LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       259 | OU      | $-5449.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUBISHI MOTORS CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1000 | OU      | $-1953.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | HUMANA INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        96 | OU      | $-22698.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JM SMUCKER                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       185 | OU      | $-18135.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BJS WHOLESALE CLUB HOLDINGS INC                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        70 | OU      | $-6572.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AEON LTD                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       600 | OU      | $-5787.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SHARKNINJA INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       673 | OU      | $-77751.69    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD KRW                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-4612.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WASTE MANAGEMENT INC                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        56 | OU      | $13022.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | MONOLITHIC POWER SYSTEMS INC                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       513 | OU      | $-828192.33   | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CHARTER HALL GROUP STAPLED UNITS                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |      4586 | OU      | $67533.81     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALPHABET INC CLASS C                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1467 | OU      | $560305.98    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AT T INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      7228 | OU      | $188867.64    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MARSH INC                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1978 | OU      | $-331730.38   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DOLLAR GENERAL CORP                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       367 | OU      | $-42527.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | REDEIA CORPORACION SA                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |       233 | OU      | $-4074.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | UFP INDUSTRIES INC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       218 | OU      | $-19508.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CAMECO CORP                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      4100 | OU      | $-504007.07   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KOBE STEEL LTD                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      5400 | OU      | $66549.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ILLUMINA INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1476 | OU      | $187068.24    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SANDFIRE RESOURCES LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     11459 | OU      | $138443.07    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MARKEL GROUP INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        10 | OU      | $-17724.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ECHOSTAR CORP CLASS A                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       358 | OU      | $-44084.12    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CAPGEMINI                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |      1153 | OU      | $140223.61    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AXSOME THERAPEUTICS INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       423 | OU      | $87878.25     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EDP RENOVAVEIS SA                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | PT        |     10543 | OU      | $-176287.09   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AKAMAI TECHNOLOGIES INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       738 | OU      | $-75999.24    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ARROWHEAD PHARMACEUTICALS INC                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2301 | OU      | $-169077.48   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AIR CANADA VOTING AND VARIABLE VOT                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     10490 | OU      | $144026.58    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BNP PARIBAS SA                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |       222 | OU      | $-23314.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UNIVERSAL HEALTH SERVICES INC CLAS                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1486 | OU      | $250049.22    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TD SYNNEX CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       305 | OU      | $69594.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ROYAL GOLD INC                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       747 | OU      | $-174334.86   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FLEX LTD                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       613 | OU      | $-56120.15    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SYNOPSYS INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2793 | OU      | $-1347901.80  | -0.64%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CORE   MAIN INC CLASS A                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      4041 | OU      | $-203545.17   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANGLO AMERICAN PLC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       376 | OU      | $-18606.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: OIS 3.699200 16-SEP-2031 SOF                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    327000 | OU      | $741.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | SWAP/CDSWAP/ICE: (ITRAXX.XO.45.V1)                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   7393000 | OU      | $824181.32    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MAPLEBEAR INC                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       131 | OU      | $-5547.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SAP                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      1168 | OU      | $196099.10    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ESCO TECHNOLOGIES INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        30 | OU      | $9718.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FINECOBANK BANCA FINECO                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |      2744 | OU      | $-68121.50    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INSMED INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       283 | OU      | $38581.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | NORDSON CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       218 | OU      | $62882.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CIGNA                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       306 | OU      | $88917.48     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TAYLOR WIMPEY PLC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     48789 | OU      | $51608.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REPLIGEN CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        74 | OU      | $8754.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | DAX INDEX FUTURE JUN26                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -3 | NC      | $-57136.20    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | GIBSON ENERGY INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     10738 | OU      | $235179.08    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARITZIA SUBORDINATE VOTING INC                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |        44 | OU      | $-4644.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PTC INC                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       471 | OU      | $64197.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EMCOR GROUP INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        93 | OU      | $82925.31     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | GAP INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1775 | OU      | $-43647.25    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LOWES COMPANIES INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1787 | OU      | $-426717.73   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CITIGROUP INC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        40 | OU      | $-5119.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | BOSTON SCIENTIFIC CORP                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     11156 | OU      | $642697.16    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MAPFRE SA                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | ES        |     34179 | OU      | $-167317.34   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RWE AG                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      7146 | OU      | $520318.08    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KION GROUP AG                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |      3582 | OU      | $186949.58    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD NZD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-9.00        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | THALES SA                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |       216 | OU      | $-59343.21    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKYO ELECTRIC POWER HOLDINGS INC                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     12500 | OU      | $47589.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CSX CORP                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       737 | OU      | $33481.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MOWI                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NO        |      5886 | OU      | $130594.12    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LLOYDS BANKING GROUP PLC                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |     54629 | OU      | $74257.30     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PJT PARTNERS INC CLASS A                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       572 | OU      | $87367.28     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CVS HEALTH CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       193 | OU      | $16074.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUBARU CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      6100 | OU      | $-90860.75    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BJS WHOLESALE CLUB HOLDINGS INC                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       762 | OU      | $-71544.18    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MASTEC INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        66 | OU      | $-26007.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ELEMENT SOLUTIONS INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      6786 | OU      | $-289015.74   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STERIS                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       325 | OU      | $-70486.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GIVAUDAN SA                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |        73 | OU      | $-260322.25   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRIDGEBIO PHARMA INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       861 | OU      | $-61225.71    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CNY / SOLD USD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CN        |         1 | NC      | $4095.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | EXXON MOBIL CORP                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3290 | OU      | $507745.70    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ASSOCIATED BRITISH FOODS PLC                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      1834 | OU      | $-45669.34    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | APPLE INC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       413 | OU      | $112067.55    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | OJI HOLDINGS CORP                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      3300 | OU      | $17349.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TWILIO INC CLASS A                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        40 | OU      | $5922.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ARCHER AVIATION INC CLASS A                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4166 | OU      | $-23912.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FRESNILLO PLC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       124 | OU      | $-5475.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DISCO CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       100 | OU      | $-47578.24    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HITACHI CONSTRUCTION MACHINERY LTD                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1000 | OU      | $35003.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | API GROUP CORP                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       255 | OU      | $-11658.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DEXCOM INC                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       627 | OU      | $37337.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: USD 3.358000 16-SEP-2028 SOF                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     19000 | OU      | $127.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: USD 3.548000 16-SEP-2028 SOF                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   8312000 | OU      | $25861.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAISEI CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      3600 | OU      | $390386.66    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED KRW / SOLD USD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |         1 | NC      | $3153.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | STELLANTIS NV                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     13033 | OU      | $-94880.24    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BRIGHT HORIZONS FAMILY SOLUTIONS I                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       110 | OU      | $-8922.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RHYTHM PHARMACEUTICALS INC                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       178 | OU      | $14482.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | LEMONADE INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       109 | OU      | $-6173.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TKO GROUP HOLDINGS INC CLASS A                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       296 | OU      | $55082.64     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASTELLAS PHARMA INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     12100 | OU      | $171478.08    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FORTUNA MINING CORP                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      5052 | OU      | $48721.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                               | BRENT CRUDE FUTR JUL26                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        44 | NC      | $806604.89    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                           | BAWAG GROUP AG                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AT        |       606 | OU      | $-103777.96   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DSV                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |      4371 | OU      | $-1075002.87  | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ENPHASE ENERGY INC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2593 | OU      | $-85465.28    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BEIERSDORF AG                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      3715 | OU      | $-307972.19   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MITSUBISHI MATERIALS CORP                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       100 | OU      | $3295.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INVESCO LTD                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     13312 | OU      | $348907.52    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | IQVIA HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       928 | OU      | $146967.36    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CELSIUS HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4627 | OU      | $-155328.39   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BAKER HUGHES CLASS A                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       148 | OU      | $10311.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HEIDELBERG MATERIALS AG                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |       288 | OU      | $63545.21     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD MXN                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-2099.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YAMAHA MOTOR LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      5000 | OU      | $-35119.87    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENEOS HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    160500 | OU      | $1347956.51   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: USD 3.633000 16-SEP-2028 SOF                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    855000 | OU      | $1280.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LIBERTY MEDIA FORMULA ONE SERIES C                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       642 | OU      | $-55179.90    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HEINEKEN NV                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |       268 | OU      | $-20863.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AVIS BUDGET GROUP INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        74 | OU      | $-13369.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BENTLEY SYSTEMS INC CLASS B                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       849 | OU      | $27694.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SANTOS LTD                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |     54998 | OU      | $316865.07    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UNION PACIFIC CORP                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       326 | OU      | $87850.48     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | A O SMITH CORP                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      5282 | OU      | $326638.88    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HENNES   MAURITZ                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |      7583 | OU      | $136097.39    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | QIAGEN NV                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      1048 | OU      | $35748.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RAYMOND JAMES INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       206 | OU      | $32613.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ALPHABET INC CLASS A                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       370 | OU      | $142376.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INDUSTRIVARDEN SERIES                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |      1146 | OU      | $-60297.59    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DT MIDSTREAM INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1843 | OU      | $-272745.57   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SEI INVESTMENTS                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      5546 | OU      | $502911.28    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AGCO CORP                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1112 | OU      | $-134574.24   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                      | SILVER FUTURE JUL26                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -1 | NC      | $41059.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK NA                                      | GOLDMAN SACHS GROUP INC                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1104 | OU      | $1019842.08   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | REALTY INCOME REIT CORP                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       224 | OU      | $-14389.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RYAN SPECIALTY HOLDINGS INC CLASS                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2092 | OU      | $-72738.84    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | REPLIGEN CORP                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       440 | OU      | $-52056.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LONZA GROUP AG                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |        44 | OU      | $27052.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEXT VISION STABILIZED SYSTEMS LTD                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IL        |        74 | OU      | $-8482.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ATHABASCA OIL CORP                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     22946 | OU      | $-202034.94   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PURCHASED EUR / SOLD USD                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | XX        |         1 | NC      | $4104.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CAMDEN PROPERTY TRUST REIT                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       609 | OU      | $-63957.18    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CME GROUP INC CLASS A                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        33 | OU      | $9498.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SEMTECH CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       159 | OU      | $-16702.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MODINE MANUFACTURING                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1787 | OU      | $-455023.81   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VALVOLINE INC                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1213 | OU      | $-40307.99    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HUBBELL INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        82 | OU      | $41669.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TERRENO REALTY REIT CORP                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      5303 | OU      | $-345755.60   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COPART INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       178 | OU      | $5893.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BANCA MEDIOLANUM                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |      2084 | OU      | $45677.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNITEDHEALTH GROUP INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       200 | OU      | $74096.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LINCOLN ELECTRIC HOLDINGS INC                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       121 | OU      | $32065.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BALL CORP                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        46 | OU      | $-2809.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | STEEL DYNAMICS INC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1547 | OU      | $-353737.02   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | EXELIXIS INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4453 | OU      | $197980.38    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CAMPBELL SOUP                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       311 | OU      | $6465.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AEON LTD                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      3600 | OU      | $-34722.62    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BROWN   BROWN INC                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        90 | OU      | $5413.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JD SPORTS FASHION PLC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     65393 | OU      | $-60031.12    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CAPITAL POWER CORP                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      1216 | OU      | $-58179.29    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NEXTERA ENERGY INC                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       718 | OU      | $-70277.84    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | WW GRAINGER INC                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       821 | OU      | $-953468.35   | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| Italian Derivatives Market                       | FTSE/MIB IDX FUT JUN26                                   | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               |  | IT        |       -24 | NC      | $-260469.62   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RYDER SYSTEM INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        23 | OU      | $-5836.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | REXEL SA                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |       922 | OU      | $-38994.38    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BRIDGESTONE CORP                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      1700 | OU      | $35327.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD KRW                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $289.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AMRIZE AG                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       333 | OU      | $-17908.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EQUINOX GOLD CORP                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       355 | OU      | $-4960.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED BRL / SOLD USD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |         1 | NC      | $10994.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FORTESCUE LTD                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |     28929 | OU      | $416955.68    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TARGA RESOURCES CORP                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       160 | OU      | $41612.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WELLS FARGO                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     15256 | OU      | $1254500.88   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GREATLAND RESOURCES LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       810 | OU      | $-7974.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REGENERON PHARMACEUTICALS INC                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       191 | OU      | $135048.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUYGUES SA                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       138 | OU      | $-8161.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INSURANCE AUSTRALIA GROUP LTD                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      8248 | OU      | $-44853.43    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CHIPOTLE MEXICAN GRILL INC                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     10966 | OU      | $372734.34    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PROLOGIS REIT INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       603 | OU      | $85638.06     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CENTERPOINT ENERGY INC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      5089 | OU      | $-222134.85   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KINDEN CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      1300 | OU      | $69655.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TALEN ENERGY CORP                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       432 | OU      | $-160885.44   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALIMENTATION COUCHE TARD INC                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      1655 | OU      | $-97909.82    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | COLUMBIA BANKING SYSTEM INC                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1373 | OU      | $-40640.80    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD NZD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $0.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | DOVER CORP                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       245 | OU      | $55470.45     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ZOETIS INC CLASS A                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1026 | OU      | $117959.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SEMPRA                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        75 | OU      | $-7134.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JBT MAREL CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       432 | OU      | $-51019.20    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UNUM                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        79 | OU      | $6350.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MID AMERICA APARTMENT COMMUNITIES                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       616 | OU      | $-79574.88    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ESSILORLUXOTTICA SA                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      3494 | OU      | $739573.34    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | YAMAHA MOTOR LTD                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      6400 | OU      | $-44953.44    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMEREN CORP                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       541 | OU      | $61484.65     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | NXP SEMICONDUCTORS NV                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1048 | OU      | $307682.32    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AXON ENTERPRISE INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        71 | OU      | $-28524.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JAZZ PHARMACEUTICALS PLC                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       216 | OU      | $-43852.32    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | REPUBLIC SERVICES INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       968 | OU      | $-202524.96   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CAPITAL ONE FINANCIAL CORP                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       758 | OU      | $145005.40    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GENTING SINGAPORE LTD                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SG        |     73800 | OU      | $39602.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FISERV INC                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      7214 | OU      | $-451957.10   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OLIN CORP                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2686 | OU      | $-76497.28    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TIMKEN                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1870 | OU      | $-207364.30   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MONGODB INC CLASS A                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       333 | OU      | $83526.39     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SBA COMMUNICATIONS REIT CORP CLASS                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       945 | OU      | $-209034.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHIONOGI LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      2200 | OU      | $-44446.46    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PACKAGING CORP OF AMERICA                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       521 | OU      | $111207.45    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED ZAR / SOLD USD                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |         1 | NC      | $-3480.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CAE INC                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     14385 | OU      | $-375946.92   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD GBP                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-5792.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | REGAL REXNORD CORP                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        20 | OU      | $4300.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GE VERNOVA INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        55 | OU      | $59590.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MISUMI GROUP INC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      5200 | OU      | $-119696.31   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HORIBA LTD                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       700 | OU      | $97465.84     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD NZD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-67.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-22740.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COCHLEAR LTD                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |       546 | OU      | $-37150.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PEPSICO INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       587 | OU      | $-93033.63    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MACOM TECHNOLOGY SOLUTIONS INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       696 | OU      | $-196000.56   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | B2GOLD CORP                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |       844 | OU      | $3815.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SWEDBANK                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |      9435 | OU      | $-333519.91   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RORZE CORP                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       100 | OU      | $-2397.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PURCHASED USD / SOLD KRW                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |         1 | NC      | $-6771.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PERMIAN RESOURCES CORP CLASS A                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      8762 | OU      | $-189434.44   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | VERISIGN INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       468 | OU      | $125732.88    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NTT INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    111100 | OU      | $-108218.13   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: USD 3.567000 16-SEP-2028 SOF                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1624000 | OU      | $4466.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ROYALTY PHARMA PLC CLASS A                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       572 | OU      | $28651.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CROCS INC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       744 | OU      | $-75873.12    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NOMURA RESEARCH INSTITUTE LTD                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     18000 | OU      | $485815.29    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NATIONAL GRID PLC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     12462 | OU      | $-223076.97   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | REGIS RESOURCES LTD                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |      6262 | OU      | $32108.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GE HEALTHCARE TECHNOLOGIES INC                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1173 | OU      | $-71365.32    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MONGODB INC CLASS A                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       810 | OU      | $-203172.30   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LONDON STOCK EXCHANGE GROUP PLC                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |       508 | OU      | $-65916.39    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BAXTER INTERNATIONAL INC                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2027 | OU      | $-35634.66    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AMERICAN ELECTRIC POWER INC                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      5144 | OU      | $-705293.84   | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CHARTER COMMUNICATIONS INC CLASS A                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        48 | OU      | $7928.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HUMANA INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        50 | OU      | $-11822.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ORMAT TECH INC                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1169 | OU      | $-134318.10   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | XPO INC                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       176 | OU      | $-38742.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EMERSON ELECTRIC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      4095 | OU      | $575101.80    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HANKYU HANSHIN HOLDINGS INC                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      4000 | OU      | $-115435.47   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CNY                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $158.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD KRW                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-13912.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | BANK OF NEW YORK MELLON CORP                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      5650 | OU      | $-759190.50   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | DILLARDS INC CLASS A                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       149 | OU      | $84813.78     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | LUMEN TECHNOLOGIES INC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      9573 | OU      | $-84625.32    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BELLRING BRANDS INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      4591 | OU      | $-81719.80    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KIMBERLY CLARK CORP                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       827 | OU      | $81401.61     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FTAI AVIATION LTD                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        69 | OU      | $-17227.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD NZD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-73932.50    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED MXN / SOLD USD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |         1 | NC      | $-9328.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ARROW ELECTRONICS INC                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       700 | OU      | $-131481.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | NATURAL GAS FUTR JUN26                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        16 | NC      | $1428.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK NA                                      | SM ENERGY                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      6114 | OU      | $-189717.42   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GLAXOSMITHKLINE                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       732 | OU      | $-19191.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD AUD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-38796.30    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CNY                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-4649.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOLLORE                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |     18591 | OU      | $-117393.67   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ZIMMER BIOMET HOLDINGS INC                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       324 | OU      | $-26707.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CORTEVA INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2712 | OU      | $219699.12    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COSTAR GROUP INC                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       382 | OU      | $-13221.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MURPHY OIL CORP                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       643 | OU      | $26851.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED ZAR / SOLD USD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |         1 | NC      | $506.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INPEX CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     15500 | OU      | $-404087.80   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UGI CORP                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       137 | OU      | $-4944.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | XCEL ENERGY INC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       709 | OU      | $58811.55     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CME GROUP INC CLASS A                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       195 | OU      | $56124.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WIX.COM LTD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2053 | OU      | $153338.57    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INVESCO LTD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       424 | OU      | $11113.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LINCOLN ELECTRIC HOLDINGS INC                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       131 | OU      | $-34715.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CREDO TECHNOLOGY GROUP HOLDING LTD                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       138 | OU      | $24013.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COMCAST CORP CLASS A                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      6845 | OU      | $185088.80    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TRUIST FINANCIAL CORP                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      8706 | OU      | $448359.00    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BILL HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       403 | OU      | $-15314.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED JPY / SOLD USD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |         1 | NC      | $926.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED AUD / SOLD USD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | AU        |         1 | NC      | $30005.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | BURLINGTON STORES INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       503 | OU      | $-160965.03   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ON SEMICONDUCTOR CORP                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       140 | OU      | $14113.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | COLES GROUP LTD                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |      3759 | OU      | $59910.93     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD MXN                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $7049.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COLGATE-PALMOLIVE                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1898 | OU      | $162013.28    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AIRTEL AFRICA PLC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |       641 | OU      | $-3095.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FORTIVE CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       271 | OU      | $-16203.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CNY                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-1738.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | EOG RESOURCES INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1240 | OU      | $174306.80    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FIRST CITIZENS BANCSHARES INC CLAS                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        39 | OU      | $-77368.98    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AFFILIATED MANAGERS GROUP INC                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        37 | OU      | $-10902.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AUTOZONE INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       182 | OU      | $-674133.46   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MOTOROLA SOLUTIONS INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1611 | OU      | $707277.33    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD ZAR                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $948.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | NEXTPOWER INC CLASS A                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       946 | OU      | $-112696.98   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MOHAWK INDUSTRIES INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       190 | OU      | $-20056.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FORTINET INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      5709 | OU      | $-481325.79   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | IGM FINANCIAL INC                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      1184 | OU      | $66009.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CARLYLE GROUP INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2442 | OU      | $-122270.94   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                      | CUSIP: 912797RF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  29377800 | PA      | $29174867.85  | 13.88%            | 2026-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED EUR / SOLD CHF                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $160238.28    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GUIDEWIRE SOFTWARE INC                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       411 | OU      | $56878.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JBT MAREL CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2164 | OU      | $-255568.40   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HUNTINGTON BANCSHARES INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       810 | OU      | $13575.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRUKER CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1217 | OU      | $-44676.07    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TIS INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      3500 | OU      | $76282.60     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | S+P500 EMINI FUT JUN26                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        75 | NC      | $1189306.55   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | EAST WEST BANCORP INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       518 | OU      | $65511.46     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COGNIZANT TECHNOLOGY SOLUTIONS COR                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1750 | OU      | $92575.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CANADIAN NATIONAL RAILWAY                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      5193 | OU      | $583278.25    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | NETAPP INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       742 | OU      | $82191.34     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SCOUT24 N                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |      1073 | OU      | $89340.45     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MONCLER                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |      3753 | OU      | $-226574.71   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MORGAN STANLEY                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      7119 | OU      | $1356810.21   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PURCHASED USD / SOLD NZD                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |         1 | NC      | $1378.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JB HUNT TRANSPORT SERVICES INC                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        94 | OU      | $23643.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INSTALLED BUILDING PRODUCTS INC                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       709 | OU      | $204581.95    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD JPY                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-3850.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HARBOUR ENERGY PLC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      5380 | OU      | $-21395.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CELLNEX TELECOM SA                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | ES        |      2977 | OU      | $100213.59    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNICHARM CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      9200 | OU      | $53599.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | JACOBS SOLUTIONS INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      6937 | OU      | $897717.17    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MCDONALDS CORP                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       468 | OU      | $137400.12    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMERICAN INTERNATIONAL GROUP INC                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1188 | OU      | $88862.40     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ANGLO AMERICAN PLC                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |      1396 | OU      | $-69080.95    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WESTLAKE CORP                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        59 | OU      | $6801.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MURPHY USA INC                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        46 | OU      | $-27048.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CANADIAN NATURAL RESOURCES LTD                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      8184 | OU      | $390658.20    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | EQUINIX REIT INC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        87 | OU      | $-94206.21    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UPM-KYMMENE                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FI        |      2249 | OU      | $-67386.42    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TRADEWEB MARKETS INC CLASS A                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       728 | OU      | $82446.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | EAGLE MATERIALS INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       266 | OU      | $-55889.26    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CISCO SYSTEMS INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2645 | OU      | $242017.50    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DASSAULT AVIATION SA                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      2530 | OU      | $-884735.31   | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | QUEBECOR INC CLASS B                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |     12691 | OU      | $534230.04    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TRACTOR SUPPLY                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2463 | OU      | $86451.30     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PUBLICIS GROUPE SA                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |      6770 | OU      | $632570.41    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SUN HUNG KAI PROPERTIES LTD                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | HK        |      5500 | OU      | $-96288.93    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MYR GROUP INC                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        99 | OU      | $40076.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | OTSUKA HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      3100 | OU      | $-225934.69   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | NETFLIX INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1023 | OU      | $-95763.03    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MASCO CORP                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       550 | OU      | $39501.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WORKDAY INC CLASS A                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       103 | OU      | $12607.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MDA SPACE LTD                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      3849 | OU      | $-117707.12   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FIRST HORIZON CORP                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       628 | OU      | $-15674.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CARNIVAL CORP                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     12319 | OU      | $326576.69    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ARAMARK                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       905 | OU      | $41349.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VONTIER CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       157 | OU      | $5633.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AMCOR PLC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3368 | OU      | $-128118.72   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PENNYMAC FINANCIAL SERVICES INC                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       427 | OU      | $-38553.83    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |         1 | NC      | $649.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ECOLAB INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       222 | OU      | $57853.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GAP INC                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      3995 | OU      | $98237.05     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ORLA MINING LTD                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      9374 | OU      | $-122838.15   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FRESENIUS MEDICAL CARE AG                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |     10128 | OU      | $458276.35    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                               | LOW SU GASOIL G JUN26                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         4 | NC      | $48960.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | OMRON CORP                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       500 | OU      | $-17959.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOCIETE GENERALE SA                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |        59 | OU      | $4749.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AST SPACEMOBILE INC CLASS A                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       256 | OU      | $-18918.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PAN PACIFIC INTERNATIONAL HOLDINGS                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     32700 | OU      | $184952.87    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ACUITY INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |         3 | OU      | $869.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | PAYCHEX INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3139 | OU      | $290765.57    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PENTAIR                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        72 | OU      | $5811.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AMERICAN INTERNATIONAL GROUP INC                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1769 | OU      | $132321.20    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VENTAS REIT INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      6811 | OU      | $598414.46    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROPER TECHNOLOGIES INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       239 | OU      | $84799.59     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AIXTRON                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |       628 | OU      | $-34699.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GOLDMAN SACHS GROUP INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        93 | OU      | $-85910.61    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GARMIN LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       781 | OU      | $196140.34    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ZOOM COMMUNICATIONS INC CLASS A                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       147 | OU      | $-14281.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RIO TINTO LTD                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |       994 | OU      | $121754.62    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | WILLIAMS INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     15302 | OU      | $-1167695.62  | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED MXN / SOLD USD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |         1 | NC      | $-4935.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED SEK / SOLD EUR                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-19699.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD NZD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $304.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WILLIAMS SONOMA INC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        51 | OU      | $9241.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD AUD                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-86107.55    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ONEMAIN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       182 | OU      | $-10696.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AGNICO EAGLE MINES LTD                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      1310 | OU      | $-246338.06   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TEXAS INSTRUMENT INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       870 | OU      | $244539.60    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUBISHI CHEMICAL GROUP CORP                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      9400 | OU      | $-55106.96    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NATURGY ENERGY GROUP SA                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | ES        |     11344 | OU      | $356545.76    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD KRW                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-250.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FOX CORP CLASS B                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1879 | OU      | $107140.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EVEREST GROUP LTD                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       142 | OU      | $50659.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EXPAND ENERGY CORP                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       158 | OU      | $-16139.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SITIME CORP                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       198 | OU      | $-111305.70   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUNCORP GROUP LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      4343 | OU      | $-54045.93    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | BLOOM ENERGY CLASS A CORP                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       107 | OU      | $-30319.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EPIROC CLASS A                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SE        |      2055 | OU      | $-59326.60    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TAYLOR MORRISON HOME CORP                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       141 | OU      | $-8564.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FACTSET RESEARCH SYSTEMS INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       234 | OU      | $53253.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                      | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  31503500 | PA      | $31462744.55  | 14.96%            | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                         | Prime Security Services Borrower LLC / Prime Finance Inc | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $61772.82     | 0.03%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KEYERA CORP                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       160 | OU      | $-6181.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FIRST MAJESTIC SILVER CORP                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     13238 | OU      | $260793.52    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED SGD / SOLD USD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |         1 | NC      | $3408.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GLOBAL PAYMENTS INC                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     10536 | OU      | $-758170.56   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AIRBUS GROUP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      5377 | OU      | $-1108518.89  | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RENAULT SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       187 | OU      | $-6569.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNITED THERAPEUTICS CORP                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       366 | OU      | $209114.10    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GEORGE WESTON LTD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      4148 | OU      | $299354.69    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | F5 INC                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        30 | OU      | $-9717.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MORNINGSTAR INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       201 | OU      | $33910.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                      | CUSIP: 912797UE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  20868000 | PA      | $20145937.77  | 9.58%             | 2027-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TECHNIP ENERGIES NV                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       134 | OU      | $-6339.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ISETAN MITSUKOSHI HOLDINGS LTD                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      2300 | OU      | $-43707.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CURTISS WRIGHT CORP                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |         6 | OU      | $4321.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INTERNATIONAL BUSINESS MACHINES CO                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       437 | OU      | $100938.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SINGAPORE TECHNOLOGIES ENGINEERING                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |     40600 | OU      | $344063.72    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HELVETIA BALOISE HOLDING N AG                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |       394 | OU      | $-108028.51   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TAMARACK VALLEY ENERGY LTD                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      2145 | OU      | $-20118.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RANDSTAD HOLDING                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |      1498 | OU      | $-44387.83    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | MOSAIC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3727 | OU      | $-86727.29    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OLD REPUBLIC INTERNATIONAL CORP                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      3907 | OU      | $156084.65    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IVANHOE MINES LTD CLASS A                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     13404 | OU      | $-108546.40   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SEMPRA                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      3997 | OU      | $380194.64    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DATADOG INC CLASS A                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       178 | OU      | $23529.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD AUD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-1303.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SANMINA CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        25 | OU      | $-5445.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COMMONWEALTH BANK OF AUSTRALIA                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      4418 | OU      | $-556476.35   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ELI LILLY                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        69 | OU      | $64487.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | NEWS CORP CLASS A                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     12392 | OU      | $-326157.44   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DYCOM INDUSTRIES INC                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        86 | OU      | $-35612.60    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FERROVIAL                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |       227 | OU      | $-15588.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DATADOG INC CLASS A                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       426 | OU      | $-56312.94    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | WTI CRUDE FUTURE JUN26                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        27 | NC      | $354001.06    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                           | DISCOVERY SILVER CORP                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |       618 | OU      | $-3812.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ONTO INNOVATION INC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       342 | OU      | $100910.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | COMMSCOPE HOLDING INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2703 | OU      | $-34584.89    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LUMENTUM HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       303 | OU      | $273402.96    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CENTRAL JAPAN RAILWAY                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     26700 | OU      | $-640545.42   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CONVATEC GROUP PLC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      1292 | OU      | $-3705.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EUROFINS SCIENTIFIC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       725 | OU      | $50396.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $9326.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MONDAYCOM LTD                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        96 | OU      | $6323.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MARUBENI CORP                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     12700 | OU      | $-494297.61   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ANTOFAGASTA PLC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      2176 | OU      | $105530.99    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DIETEREN (D) SA                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | BE        |      1317 | OU      | $-272146.59   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VERISK ANALYTICS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        49 | OU      | $-9040.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NOVOZYMES B                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |     17658 | OU      | $-1085008.81  | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ROBINHOOD MARKETS INC CLASS A                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       518 | OU      | $-37757.02    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | IMPERIAL OIL LTD                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |       422 | OU      | $56529.70     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED CHF / SOLD EUR                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CH        |         1 | NC      | $-81.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WAYFAIR INC CLASS A                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2889 | OU      | $184693.77    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INPEX CORP                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      1000 | OU      | $-26070.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STMICROELECTRONICS NV                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       425 | OU      | $-23152.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMERICAN HOMES  RENT REIT CLASS A                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       549 | OU      | $-17480.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CAVCO INDUSTRIES INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       185 | OU      | $93795.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | HCA HEALTHCARE INC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       171 | OU      | $-74290.95    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FIFTH THIRD BANCORP                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1003 | OU      | $50912.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SKF B                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SE        |      2295 | OU      | $57785.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PURCHASED MXN / SOLD USD                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | MX        |         1 | NC      | $-1099.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EDWARDS LIFESCIENCES CORP                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       236 | OU      | $-19706.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CGI INC CLASS A                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      5900 | OU      | $386181.03    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ANTERO RESOURCES CORP                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       345 | OU      | $13544.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STRYKER CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       227 | OU      | $71534.51     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | VICI PPTYS INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      6240 | OU      | $182208.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IONIS PHARMACEUTICALS INC                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2742 | OU      | $204991.92    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ALIGN TECHNOLOGY INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       166 | OU      | $29217.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SAINSBURY(J) PLC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    150574 | OU      | $673689.92    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CBOE GLOBAL MARKETS INC                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        52 | OU      | $15604.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 10Y BOND FUT JUN26                                  | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |      -112 | NC      | $45885.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IREN LTD                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1518 | OU      | $-69084.18    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | WORKDAY INC CLASS A                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1269 | OU      | $-155325.60   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SAIPEM                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |     68920 | OU      | $373412.20    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ATMOS ENERGY CORP                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        55 | OU      | $-10448.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | NEW YORK TIMES CLASS A                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1730 | OU      | $-136721.90   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EASTMAN CHEMICAL                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       385 | OU      | $28139.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KEPPEL LTD                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SG        |       600 | OU      | $5135.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EASTMAN CHEMICAL                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       742 | OU      | $54232.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | APPLOVIN CORP CLASS A                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1025 | OU      | $-457508.75   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DYNATRACE INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      5065 | OU      | $183403.65    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: USD 3.566000 16-SEP-2028 SOF                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1822000 | OU      | $5046.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TAKE TWO INTERACTIVE SOFTWARE INC                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        78 | OU      | $16673.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LITTELFUSE INC                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       101 | OU      | $40821.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | L3HARRIS TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       450 | OU      | $144247.50    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | BUILDERS FIRSTSOURCE INC                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1032 | OU      | $-81620.88    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ALASKA AIR GROUP INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      6934 | OU      | $271188.74    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD MXN                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-1135.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ROGERS COMMUNICATIONS NON-VOTING I                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      2374 | OU      | $-86424.19    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NORTHERN STAR RESOURCES LTD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     12459 | OU      | $-190974.42   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LAMAR ADVERTISING COMPANY  CLAS                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        45 | OU      | $6202.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DTE ENERGY                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       171 | OU      | $25938.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | STANLEY BLACK   DECKER INC                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2310 | OU      | $180549.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INTERCONTINENTAL EXCHANGE INC                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        30 | OU      | $4742.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OLD DOMINION FREIGHT LINE INC                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       858 | OU      | $182264.94    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LOGITECH INTERNATIONAL SA                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |       930 | OU      | $91802.60     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FEDEX CORP                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        34 | OU      | $13712.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CINTAS CORP                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       887 | OU      | $154967.77    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LAM RESEARCH CORP                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      3338 | OU      | $860736.68    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RYMAN HOSPITALITY PROPERTIES REIT                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2198 | OU      | $-230987.82   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PRINCIPAL FINANCIAL GROUP INC                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1391 | OU      | $140365.81    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NORDEA BANK                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FI        |      5709 | OU      | $-107357.09   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNIVERSAL MUSIC GROUP NV                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |     53950 | OU      | $-1131201.65  | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BP PLC                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |     90963 | OU      | $720047.72    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TYSON FOODS INC CLASS A                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       378 | OU      | $-24218.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | OCCIDENTAL PETROLEUM CORP                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2076 | OU      | $-125764.08   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DAIFUKU LTD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       200 | OU      | $8744.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SALMAR                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NO        |        81 | OU      | $4887.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IPSEN SA                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      1035 | OU      | $203275.75    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GAMES WORKSHOP GROUP PLC                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |       323 | OU      | $-85668.18    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COVIVIO SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |        72 | OU      | $-4761.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | HENRY SCHEIN INC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       466 | OU      | $34758.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CARVANA CLASS A                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        18 | OU      | $-7124.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LAND SECURITIES GROUP REIT PLC                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     13441 | OU      | $-108150.11   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AECOM                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      6777 | OU      | $569945.70    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AUTOLIV INC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       855 | OU      | $99120.15     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CREDO TECHNOLOGY GROUP HOLDING LTD                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2542 | OU      | $-442333.42   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INGERSOLL RAND INC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       633 | OU      | $-50551.38    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CAVA GROUP INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1191 | OU      | $-111251.31   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KEYENCE CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       700 | OU      | $-321066.15   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | OBIC LTD                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      1900 | OU      | $-50488.98    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KIMCO REALTY REIT CORP                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1927 | OU      | $-45554.28    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AXCELIS TECHNOLOGIES INC                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       363 | OU      | $50496.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ATCO LTD CLASS I                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      1561 | OU      | $78271.22     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HOLCIM LTD AG                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |      3581 | OU      | $332769.24    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTERNATIONAL AIRLINES GROUP SA                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      2599 | OU      | $-13148.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | MERCK   CO INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4346 | OU      | $-474496.28   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | FORTIVE CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       619 | OU      | $-37010.01    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | HCA HEALTHCARE INC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1644 | OU      | $714235.80    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | STONEX GROUP INC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       168 | OU      | $-17813.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SNAP ON INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1003 | OU      | $-384550.20   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ERICSSON B                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |      3922 | OU      | $-46785.53    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | POWELL INDUSTRIES INC                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        28 | OU      | $-7763.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GRAPHIC PACKAGING HOLDING                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1080 | OU      | $-10292.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PAYCOM SOFTWARE INC                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        46 | OU      | $-5830.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WATSCO INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       837 | OU      | $366472.08    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EVERPURE INC CLASS A                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       255 | OU      | $-18219.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | NEUROCRINE BIOSCIENCES INC                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1394 | OU      | $183547.98    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CONSTELLATION ENERGY CORP                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       187 | OU      | $-58531.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SPOTIFY TECHNOLOGY SA                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1466 | OU      | $654642.30    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD JPY                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-4842.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RPM INTERNATIONAL INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       792 | OU      | $80696.88     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RBC BEARINGS INC                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        27 | OU      | $16175.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMCOR PLC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2536 | OU      | $96469.44     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DARLING INGREDIENTS INC                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       981 | OU      | $-63009.63    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-23212.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DEXCOM INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       167 | OU      | $9944.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INCYTE CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1573 | OU      | $149859.71    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | G MINING VENTURES CORP                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      5920 | OU      | $-205185.41   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MITSUI OSK LINES LTD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       100 | OU      | $3777.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | PULTEGROUP INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       139 | OU      | $17008.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EASYJET PLC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     10100 | OU      | $-48342.01    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SAMSARA INC CLASS A                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      7873 | OU      | $-226270.02   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD MXN                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-8658.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KOMATSU LTD                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      1300 | OU      | $-55663.40    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FORTUNE BRANDS INNOVATIONS INC                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       181 | OU      | $7337.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | UNITED AIRLINES HOLDINGS INC                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3775 | OU      | $339750.00    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZOETIS INC CLASS A                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       737 | OU      | $84732.89     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DOWA HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       200 | OU      | $12170.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENESIS MINERALS LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     25616 | OU      | $-110376.77   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SSAB CLASS B                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |       310 | OU      | $-2822.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | US BANCORP                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1523 | OU      | $86293.18     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ZURICH INSURANCE GROUP AG                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |       347 | OU      | $-241935.34   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BARRICK MINING CORP                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     31462 | OU      | $1236151.90   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SM ENERGY                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       305 | OU      | $-9464.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STRYKER CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       265 | OU      | $-83509.45    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AVALONBAY COMMUNITIES REIT INC                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       392 | OU      | $-71736.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: USD 3.356000 18-MAR-2028 SOF                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2184000 | OU      | $15724.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PURCHASED PLN / SOLD EUR                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | PL        |         1 | NC      | $508.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ARCHER DANIELS MIDLAND                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3603 | OU      | $268567.62    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BANCO DE SABADELL SA                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |      4642 | OU      | $-17997.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED BRL / SOLD USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |         1 | NC      | $17339.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NH FOODS LTD                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     10400 | OU      | $428501.71    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AMEREN CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1121 | OU      | $-127401.65   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GLOBANT SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      3152 | OU      | $-129956.96   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ELASTIC NV                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       155 | OU      | $7196.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EDISON INTERNATIONAL                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       655 | OU      | $45515.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BAWAG GROUP AG                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AT        |       159 | OU      | $-27228.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | POWER CORPORATION OF CANADA                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      1791 | OU      | $99916.80     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED CNY / SOLD USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |         1 | NC      | $938.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SHIMIZU CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     25200 | OU      | $486866.33    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUN LIFE FINANCIAL INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      3759 | OU      | $270838.39    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LINDE PLC                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        40 | OU      | $20045.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GALAXY ENTERTAINMENT GROUP LTD                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | HK        |     21000 | OU      | $89593.64     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ROCKWELL AUTOMATION INC                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2389 | OU      | $976885.99    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GARTNER INC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       248 | OU      | $-36825.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DISCOVERY SILVER CORP                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     18801 | OU      | $-115988.06   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CULLEN FROST BANKERS INC                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       523 | OU      | $-75798.39    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BROOKFIELD ASSET MANAGEMENT VOTING                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      8837 | OU      | $-424561.14   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SHOPIFY SUBORDINATE VOTING INC CLA                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |       634 | OU      | $76956.54     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HKT TRUST AND HKT UNITS LTD                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | HK        |      7000 | OU      | $-11355.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ALBERTSONS COMPANY INC CLASS A                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1502 | OU      | $-25308.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | INTEL CORPORATION CORP                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1066 | OU      | $-100715.68   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CMS ENERGY CORP                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2104 | OU      | $-161460.96   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OSAKA GAS LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       800 | OU      | $-28746.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TELEFLEX INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       257 | OU      | $-31844.87    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | T MOBILE US INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      3968 | OU      | $775744.00    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUMITOMO FORESTRY LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       600 | OU      | $-5422.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD INR                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $6123.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | QXO INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3424 | OU      | $-68719.68    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CIRCLE INTERNET GROUP INC CLASS A                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3115 | OU      | $-283091.20   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PROSPERITY BANCSHARES INC                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       633 | OU      | $-44088.45    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DIPLOMA PLC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      1990 | OU      | $188332.31    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | G MINING VENTURES CORP                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      4461 | OU      | $-154616.91   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EQUITY RESIDENTIAL REIT                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       467 | OU      | $-30532.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WALMART INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       762 | OU      | $-100530.66   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EQUIFAX INC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        27 | OU      | $-4696.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | PACCAR INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2832 | OU      | $-336441.60   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AVERY DENNISON CORP                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       375 | OU      | $61473.75     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HKT TRUST AND HKT UNITS LTD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |      7000 | OU      | $-11355.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | NY HARB ULSD FUT JUN26                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         7 | NC      | $99631.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | MADRIGAL PHARMACEUTICALS INC                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        18 | OU      | $9313.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ADVANCED DRAINAGE SYSTEMS INC                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        36 | OU      | $5373.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LPL FINANCIAL HOLDINGS INC                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        67 | OU      | $-22386.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ADYEN NV                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |       682 | OU      | $-769606.51   | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | BRIGHTSPRING HEALTH SERVICES INC                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1992 | OU      | $-95556.24    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CONTINENTAL AG                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      4464 | OU      | $337759.83    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | KROGER                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1738 | OU      | $-118305.66   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AEROVIRONMENT INC                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       185 | OU      | $-36078.70    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMGEN INC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       619 | OU      | $214328.75    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GARTNER INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        37 | OU      | $-5494.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INTERNATIONAL AIRLINES GROUP SA                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     23534 | OU      | $-119062.65   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AVIVA PLC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      3136 | OU      | $-26597.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GENMAB                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |       299 | OU      | $79168.16     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SECOM LTD                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       100 | OU      | $-3666.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OPEN TEXT CORP                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     11311 | OU      | $-256388.77   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DMG MORI LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      4900 | OU      | $91308.74     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOYOTA MOTOR CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     31700 | OU      | $-608494.43   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ELANCO ANIMAL HEALTH INC                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      7630 | OU      | $-170683.10   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED SEK / SOLD EUR                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |         1 | NC      | $-441.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED ZAR / SOLD USD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |         1 | NC      | $14430.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HIMS HERS HEALTH INC CLASS A                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1647 | OU      | $-44748.99    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RELX PLC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     14204 | OU      | $-517967.74   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-2976.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CONSTELLATION BRANDS INC CLASS A                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        85 | OU      | $-13309.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FRONTLINE                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1314 | OU      | $47947.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | MIDDLEBY CORP                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        95 | OU      | $13334.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SIGMA HEALTHCARE LTD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |      1886 | OU      | $-3812.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TEMPUS AI INC CLASS A                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       587 | OU      | $-32566.76    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REGAL REXNORD CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        94 | OU      | $-20212.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VOYA FINANCIAL INC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2436 | OU      | $199654.56    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ANTERO MIDSTREAM CORP                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     14496 | OU      | $-316882.56   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RECORDATI INDUSTRIA CHIMICA E FARM                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |      2072 | OU      | $120979.26    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SEAGATE TECHNOLOGY HOLDINGS PLC                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       385 | OU      | $-259351.40   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NESTE                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FI        |      3242 | OU      | $-111987.61   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SWIRE PACIFIC LTD A                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      2000 | OU      | $-21753.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SAMPO CLASS A                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FI        |       514 | OU      | $5341.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXTRA SPACE STORAGE REIT INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1749 | OU      | $-250684.17   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SOUTHWEST AIRLINES                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        46 | OU      | $1744.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AKZO NOBEL NV                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |       351 | OU      | $20602.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PARAMOUNT SKYDANCE CORP CLASS B                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2488 | OU      | $-25477.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SNAP INC CLASS A                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     12104 | OU      | $-73471.28    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MONDI PLC                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |       609 | OU      | $-6291.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMETEK INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       254 | OU      | $59817.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | OSAKA GAS LTD                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      5200 | OU      | $-186853.73   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JOHNSON CONTROLS INTERNATIONAL PLC                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       250 | OU      | $36507.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DOLLAR TREE INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       372 | OU      | $-36124.92    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD NZD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-42.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BIOMERIEUX SA                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |       965 | OU      | $81431.48     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD AUD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-2187.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | S P GLOBAL INC                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1916 | OU      | $-826236.68   | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GUARDANT HEALTH INC                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       425 | OU      | $-37009.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | IBIDEN LTD                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       100 | OU      | $-8553.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SEA ADS REPRESENTING LTD CLASS A                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3440 | OU      | $291987.20    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | YOKOHAMA RUBBER LTD                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      2800 | OU      | $-113964.86   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AMKOR TECHNOLOGY INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       468 | OU      | $32643.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED SGD / SOLD USD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SG        |         1 | NC      | $729.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD SEK                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $373.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UNICREDIT                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |       802 | OU      | $61980.46     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TRANSDIGM GROUP INC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       285 | OU      | $-330594.30   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PRO MEDICUS LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       848 | OU      | $-83229.17    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DOMINOS PIZZA INC                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       719 | OU      | $244042.98    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | YUM BRANDS INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       315 | OU      | $50289.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AVALONBAY COMMUNITIES REIT INC                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        48 | OU      | $-8784.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRITISH AMERICAN TOBACCO                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      1046 | OU      | $-61603.96    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | API GROUP CORP                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3007 | OU      | $137480.04    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BMW AG                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      5418 | OU      | $-495818.26   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SPROTT INC                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |        37 | OU      | $-4832.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROLLINS INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      3161 | OU      | $176162.53    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIKON CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1400 | OU      | $-15489.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD CHF                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $-578.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD AUD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-1834.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | COMCAST CORP CLASS A                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       575 | OU      | $15548.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ELI LILLY                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       209 | OU      | $-195331.40   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CROWN CASTLE INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       421 | OU      | $37376.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED BRL / SOLD USD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |         1 | NC      | $21500.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VIKING HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2197 | OU      | $179956.27    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SKY PERFECT JSAT HOLDINGS INC                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       800 | OU      | $-17466.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SARTORIUS STEDIM BIOTECH SA                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |        56 | OU      | $-10349.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | UNITED PARCEL SERVICE INC CLASS B                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2434 | OU      | $264819.20    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SKEENA RESOURCES LTD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      3100 | OU      | $-90397.17    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD JPY                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-353.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WEIR GROUP PLC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      1826 | OU      | $66183.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NORTHERN TRUST CORP                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       423 | OU      | $-70361.82    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SHIMADZU CORP                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      3200 | OU      | $-74385.51    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | BALL CORP                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1439 | OU      | $-87894.12    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WEATHERFORD INTERNATIONAL PLC                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        46 | OU      | $5076.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | BIO RAD LABORATORIES INC CLASS A                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       351 | OU      | $-98322.12    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BMW AG                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |      5189 | OU      | $-474861.75   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CORPAY INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       485 | OU      | $-148637.95   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UNITY SOFTWARE INC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      4062 | OU      | $-107318.04   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | EATON PLC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       534 | OU      | $231227.34    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COCA COLA HBC AG                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |      2152 | OU      | $-125523.80   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | QUEST DIAGNOSTICS INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       243 | OU      | $47190.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALKERMES                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      6175 | OU      | $208159.25    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PVH CORP                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1732 | OU      | $-158374.08   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PHOENIX GROUP HOLDINGS PLC                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      1318 | OU      | $13559.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ASAHI GROUP HOLDINGS LTD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      2000 | OU      | $-19691.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | VALERO ENERGY CORP                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4601 | OU      | $1162120.58   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LOBLAW COMPANIES LTD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      3164 | OU      | $145860.55    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TENET HEALTHCARE CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       423 | OU      | $-74921.76    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: USD 3.640000 16-SEP-2028 SOF                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2127000 | OU      | $2901.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TREND MICRO INC                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      7700 | OU      | $268021.25    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-973.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | THE SAGE GROUP PLC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     44536 | OU      | $531164.75    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EXPERIAN PLC                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |      7707 | OU      | $-281991.59   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BECTON DICKINSON                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       754 | OU      | $112376.16    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                      | CUSIP: 912797TE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  16000000 | PA      | $15911303.36  | 7.57%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MUENCHENER RUECKVERSICHERUNGS-GESE                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |       107 | OU      | $-64004.38    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TRADE DESK INC CLASS A                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      8431 | OU      | $198887.29    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUBISHI HEAVY INDUSTRIES LTD                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     26900 | OU      | $802854.11    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KINROSS GOLD CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |     17137 | OU      | $519150.11    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BITMINE IMMERSION TECHNOLOGIES INC                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      7379 | OU      | $-157910.60   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WESTERN DIGITAL CORP                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        89 | OU      | $38672.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MARSH & MCLENNAN INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       220 | OU      | $36896.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | VERIZON COMMUNICATIONS INC                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     11886 | OU      | $570884.58    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EOG RESOURCES INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      3684 | OU      | $517859.88    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JONES LANG LASALLE INC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       315 | OU      | $-100210.95   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | NISOURCE INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2404 | OU      | $116065.12    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DUOLINGO INC CLASS A                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       310 | OU      | $-34131.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ADMIRAL GROUP PLC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      6278 | OU      | $-288575.34   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                      | CUSIP: 912797UG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  12600000 | PA      | $12425151.94  | 5.91%             | 2026-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | COMMERCE BANCSHARES INC                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       249 | OU      | $-12955.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD INR                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $37.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | INTERNATIONAL FLAVORS   FRAGRANCES                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4620 | OU      | $-324324.00   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HEXCEL CORP                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       173 | OU      | $16239.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | SWAP/CDSWAP/ICE: (ITRAXX.EUR.45.V1)                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  49952000 | OU      | $1200700.16   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ALLISON TRANSMISSION HOLDINGS INC                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      4222 | OU      | $-567225.70   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DOMINION ENERGY INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       757 | OU      | $-48826.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BOYD GAMING CORP                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       957 | OU      | $-83211.15    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SOUTHWEST AIRLINES                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1914 | OU      | $72578.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD NZD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-4969.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SGD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-629.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTACT FINANCIAL CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      2327 | OU      | $448388.84    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AGCO CORP                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       185 | OU      | $-22388.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OCCIDENTAL PETROLEUM CORP                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1409 | OU      | $-85357.22    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ERSTE GROUP BANK AG                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AT        |       263 | OU      | $29060.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MORGAN STANLEY                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       557 | OU      | $-106158.63   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RYANAIR HOLDINGS PLC                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IE        |      1237 | OU      | $-32455.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COGENT BIOSCIENCES INC                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1170 | OU      | $41874.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WASTE MANAGEMENT INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       593 | OU      | $137902.15    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HOWMET AEROSPACE INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       199 | OU      | $48364.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GLOBE LIFE INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       100 | OU      | $15430.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JB HUNT TRANSPORT SERVICES INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       111 | OU      | $-27919.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CAD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-9278.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ROIVANT SCIENCES LTD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       422 | OU      | $-12039.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | LONG GILT FUTURE JUN26                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       -55 | NC      | $154569.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | SHIMANO INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       500 | OU      | $-52457.44    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RIGETTI COMPUTING INC                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2034 | OU      | $-35493.30    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PURCHASED USD / SOLD MXN                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |         1 | NC      | $-6813.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CONTACT ENERGY LTD                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NZ        |      9048 | OU      | $-50778.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NVENT ELECTRIC PLC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       113 | OU      | $16147.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRANE TECHNOLOGIES PLC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       375 | OU      | $184702.50    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ABIVAX AMERICAN DEPOSITARY SHARES                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       474 | OU      | $55638.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INTERDIGITAL INC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       194 | OU      | $-57532.64    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                      | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   3360000 | PA      | $3346224.00   | 1.59%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED NOK / SOLD EUR                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |         1 | NC      | $1979.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VAXCYTE INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       127 | OU      | $-7269.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CONOCOPHILLIPS                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       535 | OU      | $67292.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LUNDIN GOLD INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      2997 | OU      | $201417.99    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NTT INC                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    738800 | OU      | $-719635.95   | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BCE INC                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      8104 | OU      | $-192584.47   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ARISTA NETWORKS INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       365 | OU      | $-63039.15    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TRANSURBAN GROUP STAPLED UNITS                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |       656 | OU      | $6648.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KIKKOMAN CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     40300 | OU      | $-366138.63   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | OWENS CORNING                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       641 | OU      | $79060.94     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LIVE NATION ENTERTAINMENT INC                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       107 | OU      | $-16899.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | FIDELITY NATIONAL INFORMATION SERV                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     13312 | OU      | $619407.36    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ARMSTRONG WORLD INDUSTRIES INC                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       609 | OU      | $-103767.51   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MIRVAC GROUP STAPLED UNITS                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    191691 | OU      | $236823.75    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED CHF / SOLD EUR                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CH        |         1 | NC      | $14356.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMERICAN EAGLE OUTFITTERS INC                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       451 | OU      | $7856.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EMCOR GROUP INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       106 | OU      | $94517.02     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | XPO INC                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1172 | OU      | $257992.36    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INTEL CORPORATION CORP                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       102 | OU      | $-9636.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AGREE REALTY REIT CORP                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3284 | OU      | $253229.24    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INTERCONTINENTAL HOTELS GROUP PLC                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |        58 | OU      | $8292.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: OIS 3.573000 16-SEP-2031 SOF                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1384000 | OU      | $10963.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SANDOZ GROUP AG                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |      1585 | OU      | $-127138.31   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HONG KONG AND CHINA GAS LTD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | HK        |     37000 | OU      | $-34255.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOEING                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       350 | OU      | $-80160.50    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | META PLATFORMS INC CLASS A                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       117 | OU      | $71593.47     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MITSUBISHI ESTATE CO LTD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      5000 | OU      | $-142491.12   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DOLLARAMA INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      1806 | OU      | $230810.62    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ULTA BEAUTY INC                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       205 | OU      | $110183.40    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LABCORP HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       177 | OU      | $45453.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HSBC HOLDINGS PLC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      2387 | OU      | $43920.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ASTRAZENECA PLC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |       582 | OU      | $110418.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | POSTE ITALIANE                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |     18708 | OU      | $496583.74    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LEONARDO DRS INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1395 | OU      | $56678.85     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ALLEGION PLC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       406 | OU      | $-55816.88    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MINERAL RESOURCES LTD                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |      4955 | OU      | $233233.43    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CAIXABANK SA                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |      7762 | OU      | $98797.38     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ARAMARK                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       117 | OU      | $-5345.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UDR REIT INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       871 | OU      | $-31652.14    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CH ROBINSON WORLDWIDE INC                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       336 | OU      | $61088.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CCL INDUSTRIES INC CLASS B                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      3913 | OU      | $247106.52    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KOMATSU LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     21700 | OU      | $-929150.59   | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEXON LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      6500 | OU      | $-109736.11   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KURITA WATER INDUSTRIES LTD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      1900 | OU      | $-102689.78   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MUELLER INDUSTRIES INC                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        36 | OU      | $-4875.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD SEK                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-210.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUI FUDOSAN LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     73900 | OU      | $809354.54    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WOODSIDE ENERGY GROUP LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       789 | OU      | $-18863.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ANALOG DEVICES INC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1328 | OU      | $534201.28    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NOVAGOLD RESOURCES INC                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      8284 | OU      | $-67084.33    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | APPLIED MATERIAL INC                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1648 | OU      | $650119.52    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ADVANCE AUTO PARTS INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1313 | OU      | $-78136.63    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | STARWOOD PROPERTY TRUST REIT INC                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     10056 | OU      | $-184628.16   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BAYER AG                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |       141 | OU      | $-6322.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ROCKET LAB CORP                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       200 | OU      | $16502.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DIAMONDBACK ENERGY INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       218 | OU      | $44827.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENDESA SA                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |       271 | OU      | $-12146.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LABCORP HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        87 | OU      | $-22341.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED ZAR / SOLD USD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |         1 | NC      | $-3261.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FERRARI NV                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |      2007 | OU      | $-694524.02   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLARIA ENERGIA Y MEDIO AMBIENTE S                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |      1363 | OU      | $-38867.99    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | APPLIED INDUSTRIAL TECHNOLOGIES IN                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       199 | OU      | $60844.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BRIDGEBIO PHARMA INC                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1589 | OU      | $-112993.79   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BANK OF AMERICA CORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     32863 | OU      | $1756855.98   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | OSCAR HEALTH INC CLASS A                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3512 | OU      | $-64831.52    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SHERWIN WILLIAMS                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       229 | OU      | $73648.69     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UGI CORP                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       316 | OU      | $-11404.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ANTERO RESOURCES CORP                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       641 | OU      | $-25165.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WESFARMERS LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      1930 | OU      | $102526.13    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MCCORMICK & CO NON-VOTING INC                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       196 | OU      | $-9964.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD MXN                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $3880.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ADVANTEST CORP                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      5100 | OU      | $952264.52    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KONAMI GROUP CORP                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      2100 | OU      | $-252153.63   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED KRW / SOLD USD                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |         1 | NC      | $3051.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-6692.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SWISSQUOTE GROUP HOLDING SA                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |        95 | OU      | $48078.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD SEK                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $-3222.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FABRINET                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       396 | OU      | $-270654.12   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EXPEDIA GROUP INC                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2398 | OU      | $595591.26    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAPESTRY INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       523 | OU      | $75855.92     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COGNEX CORP                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       657 | OU      | $36470.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AUCKLAND INTERNATIONAL AIRPORT LTD                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NZ        |     53410 | OU      | $-260303.72   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GRAB HOLDINGS LTD CLASS A                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      5527 | OU      | $-21113.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RECRUIT HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      4900 | OU      | $226992.33    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FORTUNE BRANDS INNOVATIONS INC                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      3468 | OU      | $-140592.72   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED BRL / SOLD USD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |         1 | NC      | $450130.88    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MP MATERIALS CORP CLASS A                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       337 | OU      | $22255.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | JOHNSON   JOHNSON                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1445 | OU      | $332133.25    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TRIPLE FLAG PRECIOUS METALS CORP                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |       643 | OU      | $-20525.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CDW CORP                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       471 | OU      | $64484.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | INSULET CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1013 | OU      | $-174377.82   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KINETIK HOLDINGS INC CLASS A                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1678 | OU      | $-84806.12    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PURCHASED ZAR / SOLD USD                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | ZA        |         1 | NC      | $-4382.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SUNCOR ENERGY INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     14256 | OU      | $976882.60    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANALOG DEVICES INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       477 | OU      | $191878.02    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DUPONT DE NEMOURS INC                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      3604 | OU      | $164558.64    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BARRATT REDROW PLC                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |      1483 | OU      | $5050.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | GE AEROSPACE                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3584 | OU      | $1039109.12   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | 3I GROUP PLC                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |      1767 | OU      | $-61452.24    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | MICROCHIP TECHNOLOGY INC                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3167 | OU      | $294245.97    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED EUR / SOLD CHF                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $795.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | W. P. CAREY REIT INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2388 | OU      | $174156.84    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ZURN ELKAY WATER SOLUTIONS CORP                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       718 | OU      | $37307.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD INR                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $42736.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | REGIONS FINANCIAL CORP                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1500 | OU      | $42825.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DONALDSON INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1403 | OU      | $123702.51    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HALEON PLC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     84718 | OU      | $-391216.61   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PURCHASED ZAR / SOLD USD                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | ZA        |         1 | NC      | $-5248.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AVANTOR INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     16062 | OU      | $-130102.20   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MGIC INVESTMENT CORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1864 | OU      | $49358.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | UNIVERSAL DISPLAY CORP                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1444 | OU      | $125757.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SALESFORCE INC                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2577 | OU      | $454917.81    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRANSDIGM GROUP INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       128 | OU      | $-148477.44   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LENNAR A CORP CLASS A                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       987 | OU      | $89126.10     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAITO TRUST CONSTRUCTION LTD                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       500 | OU      | $-11246.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BT GROUP PLC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     21769 | OU      | $-63997.26    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VOLKSWAGEN NON-VOTING PREF AG                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |      9255 | OU      | $-938533.09   | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GLENCORE PLC                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |      9973 | OU      | $77508.46     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | META PLATFORMS INC CLASS A                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       540 | OU      | $-330431.40   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | E.ON N                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |      2694 | OU      | $59726.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | DANAHER CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       657 | OU      | $117570.15    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ESSITY CLASS B                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |      9827 | OU      | $-260236.82   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MARRIOTT INTERNATIONAL INC CLASS A                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       320 | OU      | $-115740.80   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOMBARDIER INC CLASS B                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      1994 | OU      | $-423711.24   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | GLAUKOS CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        83 | OU      | $-11924.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SS AND C TECHNOLOGIES HOLDINGS INC                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      8669 | OU      | $600761.70    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ABB LTD                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |     13324 | OU      | $1347584.88   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TRITAX BIG BOX REIT PLC                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     25765 | OU      | $-52885.20    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | YANGZIJIANG SHIPBUILDING (HOLDINGS                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SG        |     36700 | OU      | $-125164.01   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PERSIMMON PLC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      3240 | OU      | $-46719.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD CHF                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $-1915.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED PLN / SOLD EUR                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |         1 | NC      | $-216.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ATLAS COPCO CLASS A                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |     10427 | OU      | $-200382.24   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                      | CAC40 10 EURO FUT MAY26                                  | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |       -16 | NC      | $10712.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SKANDINAVISKA ENSKILDA BANKEN                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |     16094 | OU      | $-318535.17   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MICRON TECHNOLOGY INC                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       586 | OU      | $303055.76    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | REVVITY INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       306 | OU      | $-26505.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ACCENTURE PLC CLASS A                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4350 | OU      | $777388.50    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CAPITALAND ASCENDAS REIT                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SG        |      6000 | OU      | $11792.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | MASTEC INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1264 | OU      | $498079.20    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CNY / SOLD USD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CN        |         1 | NC      | $4289.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LASERTEC CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1000 | OU      | $-276378.31   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MITSUBISHI ELECTRIC CORP                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      1300 | OU      | $52170.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FINCANTIERI                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |      3779 | OU      | $53146.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RENTOKIL INITIAL PLC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     58017 | OU      | $-391136.43   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DOXIMITY INC CLASS A                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       301 | OU      | $7356.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTERNATIONAL FLAVORS & FRAGRANCES                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       222 | OU      | $15584.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PAYPAL HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       924 | OU      | $-46329.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Stockholm AB                              | OMXS30 IND FUTURE MAY26                                  | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |        -2 | NC      | $-593.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CAMPBELL SOUP                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       270 | OU      | $5613.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CAPCOM LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     18300 | OU      | $-386379.03   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CONSTRUCTION PARTNERS INC CLASS A                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       780 | OU      | $-96454.80    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | H R BLOCK INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       800 | OU      | $25384.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CRESCENT ENERGY CLASS A                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      7725 | OU      | $-103901.25   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | OLD REPUBLIC INTERNATIONAL CORP                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2846 | OU      | $-113697.70   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ENGIE SA                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      3583 | OU      | $-118104.75   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KINSALE CAPITAL GROUP INC                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        77 | OU      | $-24917.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LEGRAND SA                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |       165 | OU      | $29561.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD INR                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $76702.21     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | JOHNSON CONTROLS INTERNATIONAL PLC                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       380 | OU      | $55491.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AGL ENERGY LTD                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |     38385 | OU      | $265968.12    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMPHENOL CORP CLASS A                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       258 | OU      | $37995.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SERVICE                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       307 | OU      | $-24876.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ALPHABET INC CLASS A                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       310 | OU      | $119288.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CAPITAL ONE FINANCIAL CORP                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       161 | OU      | $-30799.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MEDPACE HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       468 | OU      | $195932.88    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BANK OF IRELAND GROUP PLC                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IE        |     10902 | OU      | $-214740.92   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CK HUTCHISON HOLDINGS LTD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      5500 | OU      | $45926.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NOKIA                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FI        |      6093 | OU      | $77421.09     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN POST BANK LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     10300 | OU      | $-176750.78   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JACOBS SOLUTIONS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        48 | OU      | $-6211.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FAIR ISAAC CORP                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       203 | OU      | $-208075.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CHARTER COMMUNICATIONS INC CLASS A                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1256 | OU      | $-207453.52   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HP INC                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1189 | OU      | $-24802.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MITSUBISHI GAS CHEMICAL INC                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      1000 | OU      | $28154.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DIGITALOCEAN HOLDINGS INC                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       665 | OU      | $-64125.95    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MARKETAXESS HOLDINGS INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       450 | OU      | $70735.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | POWER ASSETS HOLDINGS LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |       500 | OU      | $-4132.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ASICS CORP                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     22100 | OU      | $-627587.20   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VERALTO CORP                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       126 | OU      | $11113.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NOVARTIS AG                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |      9922 | OU      | $-1466369.10  | -0.70%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HEALTHEQUITY INC                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       114 | OU      | $-9351.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SIEMENS ENERGY N AG                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      3269 | OU      | $692772.25    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ST JAMESS PLACE PLC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      3260 | OU      | $53828.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MARTIN MARIETTA MATERIALS INC                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        52 | OU      | $32191.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | MGM RESORTS INTERNATIONAL                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1260 | OU      | $-49064.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PARKER-HANNIFIN CORP                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        15 | OU      | $13641.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | GENERAC HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       241 | OU      | $62474.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WR BERKLEY CORP                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       339 | OU      | $22655.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED GBP / SOLD USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $19267.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.     | FTSE CHINA A50 MAY26                                     | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |        63 | NC      | $2402.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BANCO BPM                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |      1839 | OU      | $-26796.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ATI INC                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        54 | OU      | $8394.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VICI PPTYS INC                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       189 | OU      | $5518.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | MICROSOFT CORP                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       548 | OU      | $223463.44    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KINETIK HOLDINGS INC CLASS A                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       508 | OU      | $-25674.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LOREAL SA                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |       373 | OU      | $160646.97    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CITIGROUP INC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       706 | OU      | $-90353.88    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NETFLIX INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       757 | OU      | $70862.77     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SEIBU HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      5700 | OU      | $-134135.16   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RESONA HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       500 | OU      | $-6253.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | BXP INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2003 | OU      | $-117095.38   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | FTAI AVIATION LTD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1275 | OU      | $-318329.25   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EXPEDITORS INTERNATIONAL OF WASHIN                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      7106 | OU      | $1050906.34   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD NZD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $215.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | WELLTOWER INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3202 | OU      | $-695922.68   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| National Stock Exchange Of India                 | IFSC NIFTY 50 FUT MAY26                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |       139 | NC      | $17823.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MERLIN PROPERTIES REIT SA                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |      1398 | OU      | $-24447.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WW GRAINGER INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        63 | OU      | $73165.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TEXAS INSTRUMENT INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       579 | OU      | $162745.32    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CNX RESOURCES CORP                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1409 | OU      | $-54824.19    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | GLACIER BANCORP INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       706 | OU      | $-34629.30    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DIGITAL REALTY TRUST REIT INC                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2042 | OU      | $410319.48    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CRODA INTERNATIONAL PLC                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |       188 | OU      | $-7291.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENPACT LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       228 | OU      | $-7923.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOMPO HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      3600 | OU      | $-133975.45   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NVR INC                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        78 | OU      | $492637.86    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BROADCOM INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       229 | OU      | $95591.47     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOKYO SEIMITSU LTD                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       200 | OU      | $22099.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ADVANCED MICRO DEVICES INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       254 | OU      | $90040.46     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MIRION TECHNOLOGIES INC CLASS A                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       327 | OU      | $-6458.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NESTE                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FI        |       152 | OU      | $-5250.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NOK / SOLD EUR                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NO        |         1 | NC      | $1598.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HONDA MOTOR LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     33300 | OU      | $-270210.65   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PHOENIX FINANCIAL LTD                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IL        |       774 | OU      | $-46570.51    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DOW INC                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2118 | OU      | $85757.82     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | STRATEGY INC CLASS A                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       529 | OU      | $-87523.05    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NASDAQ INC                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       683 | OU      | $-62774.53    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | RAYONIER REIT INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      5352 | OU      | $-113515.92   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BIO TECHNE CORP                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1784 | OU      | $98690.88     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HONG KONG AND CHINA GAS LTD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      2000 | OU      | $-1851.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CNH INDUSTRIAL N.V. NV                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      3596 | OU      | $-38513.16    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARES CAPITAL CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2411 | OU      | $46194.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CACI INTERNATIONAL INC CLASS A                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       125 | OU      | $-64942.50    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SECURITAS B                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |     10246 | OU      | $171958.11    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CHEMED CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       402 | OU      | $170841.96    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ENTERGY CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      8428 | OU      | $-993745.48   | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LOTUS BAKERIES NV                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BE        |         1 | OU      | $-12038.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CURTISS WRIGHT CORP                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       577 | OU      | $415555.40    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MODINE MANUFACTURING                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        68 | OU      | $-17314.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                      | CUSIP: 912797UR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    500000 | PA      | $495641.10    | 0.24%             | 2026-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MONDELEZ INTERNATIONAL INC CLASS A                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       278 | OU      | $-17080.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LANTHEUS HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       341 | OU      | $-28855.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ELEMENT FLEET MANAGEMENT CORP                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      3217 | OU      | $76804.44     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | STARBUCKS CORP                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       919 | OU      | $-96798.27    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GAZTRANSPORT   TECHNIGAZ SA                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |        40 | OU      | $-9731.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | DOMINION ENERGY INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      8743 | OU      | $-563923.50   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | REDDIT INC CLASS A                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       554 | OU      | $-81565.42    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LITHIA MOTORS INC CLASS A                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       727 | OU      | $-210917.24   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RIVIAN AUTOMOTIVE INC CLASS A                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      4079 | OU      | $-66895.60    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HOLMEN CLASS B                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |      1858 | OU      | $-63913.87    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MERCARI INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1800 | OU      | $-43794.37    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | JAZZ PHARMACEUTICALS PLC                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       398 | OU      | $80801.96     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUNRUN INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1005 | OU      | $-12793.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENUINE PARTS                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       267 | OU      | $28630.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AGNC INVESTMENT REIT CORP                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      8124 | OU      | $-89526.48    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RENAISSANCERE HOLDING LTD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        53 | OU      | $-16269.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CELESTICA INC                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |        46 | OU      | $-18885.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CELANESE CORP                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2758 | OU      | $-186882.08   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VULCAN MATERIALS                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       993 | OU      | $299627.82    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HEICO CORP CLASS A                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       849 | OU      | $177457.98    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CORNING INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       210 | OU      | $34490.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ORICA LTD                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |     23534 | OU      | $358952.73    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HEWLETT PACKARD ENTERPRISE                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1923 | OU      | $-55324.71    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VINCI SA                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      1996 | OU      | $301839.59    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INTERNATIONAL PAPER                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       556 | OU      | $16913.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | LPL FINANCIAL HOLDINGS INC                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1546 | OU      | $-516564.98   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HUBSPOT INC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       227 | OU      | $50339.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MOTOROLA SOLUTIONS INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       397 | OU      | $174294.91    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BAE SYSTEMS PLC                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      2209 | OU      | $-61440.12    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BMW AG                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |      1400 | OU      | $-128118.41   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | NEWMONT                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      9031 | OU      | $1003253.79   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HEINEKEN NV                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |      3165 | OU      | $-246394.49   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ICON PLC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        34 | OU      | $4023.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MODEC INC                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       500 | OU      | $41340.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WSP GLOBAL INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       466 | OU      | $-77532.30    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RECKITT BENCKISER GROUP PLC                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      6449 | OU      | $410340.60    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | JACK HENRY AND ASSOCIATES INC                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1627 | OU      | $-250151.25   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PRIMO BRANDS CLASS A CORP                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2143 | OU      | $-43674.34    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOUNDHOUND AI INC CLASS A                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       619 | OU      | $-4927.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CENTENE CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2144 | OU      | $-115111.36   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ROCHE HOLDING AG                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |       346 | OU      | $-140994.94   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CORNING INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      6918 | OU      | $-1136212.32  | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CAL MAINE FOODS INC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2737 | OU      | $211460.62    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DANONE SA                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      5585 | OU      | $437573.70    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LENNOX INTERNATIONAL INC                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        54 | OU      | $28884.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UNITED OVERSEAS BANK LTD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |      4000 | OU      | $-113916.24   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD JPY                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-27802.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | LYONDELLBASELL INDUSTRIES NV CLASS                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      6574 | OU      | $490420.40    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RTX CORP                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       121 | OU      | $21304.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SHELL PLC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     26861 | OU      | $1221282.90   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMERICAN TOWER REIT CORP                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      3584 | OU      | $654832.64    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LEIDOS HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2332 | OU      | $347981.04    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | NUCOR CORP                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       520 | OU      | $-117150.80   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DENTSU GROUP INC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     10700 | OU      | $203148.21    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD NZD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-1713.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | PNC FINANCIAL SERVICES GROUP INC                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       485 | OU      | $-108155.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD SEK                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $4315.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | DECKERS OUTDOOR CORP                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2791 | OU      | $-285240.20   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MICROSOFT CORP                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       249 | OU      | $101537.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TDK CORP                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     25500 | OU      | $466252.19    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REA GROUP LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       896 | OU      | $110929.16    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | BIOMARIN PHARMACEUTICAL INC                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1942 | OU      | $104693.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AGNC INVESTMENT REIT CORP                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     11428 | OU      | $-125936.56   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | THE LOTTERY CORPORATION LTD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     33915 | OU      | $-135765.41   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TORONTO DOMINION                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      4873 | OU      | $-524950.19   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED JPY / SOLD USD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |         1 | NC      | $2290.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MASTERCARD INC CLASS A                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       215 | OU      | $108127.80    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KINGFISHER PLC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     46232 | OU      | $181798.28    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | RYAN SPECIALTY HOLDINGS INC CLASS                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       256 | OU      | $-8901.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD NZD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-6160.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED ZAR / SOLD USD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |         1 | NC      | $13725.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EQUINOR                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NO        |       804 | OU      | $32720.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LAM RESEARCH CORP                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       738 | OU      | $190300.68    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KNORR BREMSE AG                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |      1006 | OU      | $-117332.73   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EAGLE MATERIALS INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        91 | OU      | $19120.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SQUARE ENIX HLDG LTD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       300 | OU      | $4708.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CRANE                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       856 | OU      | $152136.88    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOUTHSTATE BANK CORP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        54 | OU      | $-5274.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MS AD INSURANCE GROUP HOLDINGS INC                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       700 | OU      | $-17999.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KIRBY CORP                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       280 | OU      | $42151.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | LINDE PLC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       708 | OU      | $-354807.12   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SIRIUSXM HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3572 | OU      | $-96229.68    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AIRBNB INC CLASS A                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       447 | OU      | $62740.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALEXANDRIA REAL ESTATE EQUITIES RE                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1073 | OU      | $-43467.23    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TUI N AG                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |       849 | OU      | $-6318.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GE VERNOVA INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       100 | OU      | $108346.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CENTURY ALUMINUM                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       219 | OU      | $-13017.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | QBE INSURANCE GROUP LTD                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |      3008 | OU      | $-48723.18    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UCB SA                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | BE        |        16 | OU      | $-4356.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RAMBUS INC                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1186 | OU      | $-136520.46   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MUELLER INDUSTRIES INC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        96 | OU      | $13001.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOFI TECHNOLOGIES INC                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       253 | OU      | $4073.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: OIS 3.628000 16-SEP-2031 SOF                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    552000 | OU      | $3012.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | RUBRIK INC CLASS A                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1902 | OU      | $-101148.36   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | EASTGROUP PROPERTIES REIT INC                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1222 | OU      | $-245866.40   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SHERWIN WILLIAMS                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        62 | OU      | $-19939.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CLOUDFLARE INC CLASS A                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        27 | OU      | $-5534.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SUNBELT RENTALS HOLDINGS INC                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |       159 | OU      | $-11951.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ADIDAS N AG                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |      3147 | OU      | $544612.11    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHEUNG KONG INFRASTRUCTURE HOLDING                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |      5500 | OU      | $-46302.21    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GREAT WEST LIFECO INC                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      7259 | OU      | $-387866.32   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FERGUSON ENTERPRISES INC                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       362 | OU      | $96911.02     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MITSUBISHI MOTORS CORP                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      7200 | OU      | $-14061.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OTIS WORLDWIDE CORP                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       373 | OU      | $29049.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DAIWA HOUSE INDUSTRY LTD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     24400 | OU      | $744467.35    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HANNOVER RUECK                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |       284 | OU      | $-85811.42    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WR BERKLEY CORP                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1801 | OU      | $120360.83    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

**Name of Applicant:** BlackRock ETF Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer