# EDGAR Filing Document

**Accession Number:** 0000930007
**File Stem:** 0001752724-23-067992
**Filing Date:** 2023-3
**Character Count:** 539528
**Document Hash:** 0acbb8aac4e31653da12fa115f8932c1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067992.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067992

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PACE SELECT ADVISORS TRUST
- **CENTRAL INDEX KEY:** 0000930007
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08764
- **FILM NUMBER:** 23764249

**BUSINESS ADDRESS:**
- **STREET 1:** C/O UBS ASSET MANAGEMENT (AMERICAS) INC.
- **STREET 2:** 787 SEVENTH AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019
- **BUSINESS PHONE:** 212-821-3000

**MAIL ADDRESS:**
- **STREET 1:** C/O UBS ASSET MANAGEMENT (AMERICAS) INC.
- **STREET 2:** 787 SEVENTH AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** UBS PACE SELECT ADVISORS TRUST
- **DATE OF NAME CHANGE:** 20020716

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PAINEWEBBER PACE SELECT ADVISORS TRUST
- **DATE OF NAME CHANGE:** 19980212

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MANAGED ACCOUNTS SERVICES PORTFOLIO TRUST
- **DATE OF NAME CHANGE:** 19941212

## Series and Classes Contracts Data

### PACE Alternative Strategies Investments (Series ID: S000006035)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000016591 | Class A      | PASIX           |
| C000016594 | Class Y      | PASYX           |
| C000016595 | Class P      | PASPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PACE SELECT ADVISORS TRUST

- **b. Investment Company Act file number:** 811-08764

- **c. CIK number of Registrant:** 0000930007

- **d. LEI of Registrant:** 549300TPB2UX3QR3SC50

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

  - **Street Address 1:** C/O UBS ASSET MANAGEMENT (AMERICAS) INC.

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

  - **Telephone number:** 212-821-3000

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

- **a. Name of Series:** PACE Alternative Strategies Investments

- **b. EDGAR series identifier (if any):** S000006035

- **c. LEI of Series:** 549300303QV2ZI4ZA416

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

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $487585029.70

**Total Liabilities:** $133369535.61

**Net Assets:** $354215494.09

**Cash Not Reported:** $126739032.43

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.03000000 | **1-Year:** -18.13000000 | **5-Year:** -19.02000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -458.25000000 | **1-Year:** -3333.52000000 | **5-Year:** -2365.85000000 | **10-Year:** -66.34000000 | **30-Year:** -0.01000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000016591 | 1.13%                | 0.32%                | 0.86%                |
| Class ID C000016594 | 1.13%                | 0.41%                | 0.76%                |
| Class ID C000016595 | 1.14%                | 0.41%                | 0.76%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1807227.11              | $4018803.52                                |
| Month 2  | $1715636.77              | $-9063744.88                               |
| Month 3  | $2393446.92              | $1786729.41                                |

**Designated Index Information**

- **Index Name:** Cash - USD

- **Index Identifier:** RMUSD0LP

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AQR Style Premia Alternative Fund                  | AQR Style Premia Alternative Fund                            | CUSIP: 00203H420<br>LEI: 549300H47CIW5R9UN420 | Long             | EC               | RF                | US        |    1673055 | NS      | $12698485.28  | 3.58%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold ZAR                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-942.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Discover Financial Services                        | Discover Financial Services                                  | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |        682 | NS      | $79609.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased USD / Sold SEK                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $44.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Revolve Group Inc                                  | Revolve Group, Inc.                                          | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        968 | NS      | $27626.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased EUR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $1435.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CI Financial Corp                                  | CI Financial Corp.                                           | CUSIP: 125491100<br>LEI: 549300M9W7JJQSVCEM78 | Short            | EC               | CORP              | CA        |     -48590 | NS      | $-579552.29   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased MXN / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |          1 | NC      | $1650.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold ZAR                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-82.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Advantage Energy Ltd                               | Advantage Energy Ltd.                                        | CUSIP: 00791P107<br>LEI: 549300WK5YRPOB2DTT64 | Long             | EC               | CORP              | CA        |      81890 | NS      | $510831.61    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold SEK                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $3334.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-1889.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold CZK                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-239.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ligand Pharmaceuticals Inc                         | Ligand Pharmaceuticals, Inc.                                 | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |       4220 | NS      | $294134.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                            | U.S. Physical Therapy, Inc.                                  | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |        271 | NS      | $26869.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                           | EQT Corp.                                                    | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |        297 | NS      | $9702.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                       | Nordson Corp.                                                | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |         96 | NS      | $23356.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc       | Charles River Laboratories International, Inc.               | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       1480 | NS      | $360010.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-1169.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EPAM Systems Inc                                   | EPAM Systems, Inc.                                           | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |         68 | NS      | $22620.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc                                     | Plug Power, Inc.                                             | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Short            | EC               | CORP              | US        |     -17886 | NS      | $-304419.72   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                             | Victoria's Secret & Co.                                      | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |        506 | NS      | $21327.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |          1 | NC      | $2552.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Swap                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     321765 | OU      | $72155.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jabil Inc                                          | Jabil, Inc.                                                  | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        962 | NS      | $75642.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold THB                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-2289.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mazda Motor Corp                                   | Mazda Motor Corp.                                            | CUSIP: 000000000<br>LEI: 52990044YZJLICDQKK92 | Long             | EC               | CORP              | JP        |      81800 | NS      | $651126.91    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch International Ltd.   | Purchased PHP / Sold USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | PH        |          1 | NC      | $53.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BancFirst Corp                                     | BancFirst Corp.                                              | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |        256 | NS      | $22049.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                     | Albemarle Corp.                                              | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        851 | NS      | $239513.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased GBP / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |          1 | NC      | $1195.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clearway Energy Inc                                | Clearway Energy, Inc.                                        | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |       8137 | NS      | $260790.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                             | OMV AG                                                       | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |       4405 | NS      | $220647.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                                     | Salesforce, Inc.                                             | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       1446 | NS      | $242884.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P 500 ETF Trust                             | SPDR S&P 500 ETF Trust                                       | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Short            | EC               | RF                | US        |      -5286 | NS      | $-2148653.28  | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                            | Dow, Inc.                                                    | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       1283 | NS      | $76146.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                 | Purchased PHP / Sold USD                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | PH        |          1 | NC      | $3280.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold EUR                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $699.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                            | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | DE        |        -34 | NC      | $-33821.25    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp                           | U.S. Steel Corp.                                             | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Short            | EC               | CORP              | US        |    -240979 | NS      | $-6865491.71  | -1.94%            |  |  |  | No            |                  1 | On Loan: No      |
| SOFI TECHNOLOGIES INC                              | SoFi Technologies, Inc.                                      | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |     300000 | PA      | $226647.00    | 0.06%             | 2026-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                          | L3Harris Technologies, Inc.                                  | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       1268 | NS      | $272391.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased PHP / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PH        |          1 | NC      | $576.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased PLN / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |          1 | NC      | $52.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold THB                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-6124.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Neogen Corp                                        | Neogen Corp.                                                 | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |       1015 | NS      | $21731.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 2seventy bio Inc                                   | 2seventy bio, Inc.                                           | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1500 | NS      | $20400.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc                                     | PDC Energy, Inc.                                             | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |       1097 | NS      | $74299.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp                                  | DISH Network Corp.                                           | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |      51263 | NS      | $737674.57    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                        | Purchased USD / Sold THB                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-485.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oshkosh Corp                                       | Oshkosh Corp.                                                | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Short            | EC               | CORP              | US        |      -9890 | NS      | $-996714.20   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased NOK / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NO        |          1 | NC      | $-207.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK Inc                                         | AMETEK, Inc.                                                 | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        160 | NS      | $23187.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc                    | Fidelity National Financial, Inc.                            | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |        859 | NS      | $37821.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-3050.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                        | Purchased GBP / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | GB        |          1 | NC      | $-1573.67     | -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      | $1002.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bachem Holding AG                                  | Bachem Holding AG                                            | CUSIP: 000000000<br>LEI: 506700S81111XI7TG884 | Short            | EC               | CORP              | CH        |      -7816 | NS      | $-691198.89   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-3552.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sleep Country Canada Holdings Inc                  | Sleep Country Canada Holdings, Inc.                          | CUSIP: 83125J104<br>LEI: 549300XWL65DNWBSDJ21 | Short            | EC               | CORP              | CA        |      -7830 | NS      | $-152357.07   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold MXN                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-103.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deluxe Corp                                        | Deluxe Corp.                                                 | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Short            | EC               | CORP              | US        |     -10760 | NS      | $-215092.40   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Descartes Systems Group Inc/The                    | Descartes Systems Group, Inc.                                | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Short            | EC               | CORP              | CA        |     -22920 | NS      | $-1672640.64  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |          1 | NC      | $-78.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                        | Purchased SEK / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | SE        |          1 | NC      | $-444.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                | Coinbase Global, Inc.                                        | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Short            | EC               | CORP              | US        |      -4010 | NS      | $-234504.80   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased USD / Sold CNY                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-162.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc                 | MS&AD Insurance Group Holdings, Inc.                         | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |       5800 | NS      | $186027.54    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DoubleVerify Holdings Inc                          | DoubleVerify Holdings, Inc.                                  | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        998 | NS      | $27135.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Canada                            | National Bank of Canada                                      | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Short            | EC               | CORP              | CA        |      -6770 | NS      | $-508557.74   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                       | Chevron Corp.                                                | CUSIP: 166764100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -1996 | NS      | $-347343.92   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold SEK                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $37.47        | 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      | $-2442.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rubellite Energy Inc                               | Rubellite Energy, Inc.                                       | CUSIP: 78111B206<br>LEI: 549300P00XD5VWEUBU38 | Long             | EC               | CORP              | CA        |     113830 | NS      | $200189.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                            | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | DE        |         11 | NC      | $15426.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smartsheet Inc                                     | Smartsheet, Inc.                                             | CUSIP: 83200N103<br>LEI: 549300N9WF42OK9VL589 | Long             | EC               | CORP              | US        |      17551 | NS      | $758378.71    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc                     | Kulicke & Soffa Industries, Inc.                             | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |        484 | NS      | $24732.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tamarack Valley Energy Ltd                         | Tamarack Valley Energy Ltd.                                  | CUSIP: 87505Y409<br>LEI: 549300TLKPX8BE14MH06 | Long             | EC               | CORP              | CA        |     157100 | NS      | $569104.51    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-1307.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Corp                                        | Vistra Corp.                                                 | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      36576 | NS      | $843442.56    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                        | Purchased EUR / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | XX        |          1 | NC      | $-542.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased MXN / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |          1 | NC      | $2181.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colliers International Group Inc                   | Colliers International Group, Inc.                           | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |      12405 | NS      | $1330560.30   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased PHP / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PH        |          1 | NC      | $1089.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Expeditors International of Washington Inc         | Expeditors International of Washington, Inc.                 | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |        875 | NS      | $94631.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp                              | Lancaster Colony Corp.                                       | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |        114 | NS      | $21877.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased USD / Sold CNY                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-2577.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMN Healthcare Services Inc                        | AMN Healthcare Services, Inc.                                | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |        220 | NS      | $21084.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-3261.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                         | Ferrari NV                                                   | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Short            | EC               | CORP              | NL        |      -3312 | NS      | $-827616.36   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                         | Chipotle Mexican Grill, Inc.                                 | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         15 | NS      | $24695.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                        | Viatris, Inc.                                                | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      60830 | NS      | $739692.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased USD / Sold HUF                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1574.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Urban Outfitters Inc                               | Urban Outfitters, Inc.                                       | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Short            | EC               | CORP              | US        |      -7950 | NS      | $-217750.50   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                                           | Volvo AB                                                     | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |       8417 | NS      | $167022.78    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Simulations Plus Inc                               | Simulations Plus, Inc.                                       | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        598 | NS      | $24601.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Dow Jones Industrial Average ETF Trust        | SPDR Dow Jones Industrial Average ETF Trust                  | CUSIP: 78467X109<br>LEI: 54930039F2SG3UG2OZ18 | Short            | EC               | RF                | US        |      -3460 | NS      | $-1179271.80  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                        | Jack Henry & Associates, Inc.                                | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        127 | NS      | $22871.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp                        | REX American Resources Corp.                                 | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        726 | NS      | $23754.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold ZAR                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $856.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                         | Vertex Pharmaceuticals, Inc.                                 | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       2397 | NS      | $774470.70    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                                       | Evercore, Inc.                                               | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |       6556 | NS      | $851034.36    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased USD / Sold HUF                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-3010.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alcoa Corp                                         | Alcoa Corp.                                                  | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Short            | EC               | CORP              | US        |     -11270 | NS      | $-588744.80   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |          1 | NC      | $-240.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold EUR                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-1936.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY INTL INC                            | Sunnova Energy International, Inc.                           | CUSIP: 86745KAF1<br>LEI: 549300JK1Y1VVC3JU540 | Long             | DBT              | CORP              | US        |     200000 | PA      | $159229.60    | 0.04%             | 2026-12-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold SEK                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $26.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased EUR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $895.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trex Co Inc                                        | Trex Co., Inc.                                               | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        508 | NS      | $26781.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased EUR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $2008.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                        | Purchased USD / Sold CAD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-246.98      | -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      | $2091.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Swap                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     219445 | OU      | $-12689.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased PLN / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |          1 | NC      | $2218.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TimkenSteel Corp                                   | TimkenSteel Corp.                                            | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |       1228 | NS      | $24154.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased USD / Sold TWD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-269.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                    | BAE Systems PLC                                              | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      30878 | NS      | $326875.70    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Haverty Furniture Cos Inc                          | Haverty Furniture Cos., Inc.                                 | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |        728 | NS      | $25421.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | Purchased USD / Sold IDR                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-2162.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hess Corp                                          | Hess Corp.                                                   | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |        599 | NS      | $89945.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dye & Durham Ltd                                   | Dye & Durham Ltd.                                            | CUSIP: 267488104<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |     -34870 | NS      | $-557689.38   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Heritage-Crystal Clean Inc                         | Heritage-Crystal Clean, Inc.                                 | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        698 | NS      | $25965.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                              | Uber Technologies, Inc.                                      | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     200000 | PA      | $175060.80    | 0.05%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lazard Ltd                                         | Lazard Ltd.                                                  | CUSIP: 000000000<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | BM        |       1911 | NS      | $76592.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                  | Cisco Systems, Inc.                                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Short            | EC               | CORP              | US        |     -18827 | NS      | $-916310.09   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                            | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |         13 | NC      | $338000.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                                   | AMC Networks, Inc.                                           | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      15848 | NS      | $293346.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightspeed Commerce Inc                            | Lightspeed Commerce, Inc.                                    | CUSIP: 53229C107<br>LEI: 254900T8MDWRTGMFZ257 | Long             | EC               | CORP              | CA        |      13880 | NS      | $251228.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikola Corp                                        | Nikola Corp.                                                 | CUSIP: 654110105<br>LEI: 6354007SKFUCHYZAKQ61 | Short            | EC               | CORP              | US        |      -6947 | NS      | $-18826.37    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                     | CBRE Group, Inc.                                             | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Short            | EC               | CORP              | US        |      -4560 | NS      | $-389925.60   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                 | United Rentals, Inc.                                         | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      10981 | NS      | $4842071.95   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased CHF / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CH        |          1 | NC      | $323.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Corp                                    | Brookfield Corp.                                             | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |       8800 | NS      | $327383.41    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                           | Gibraltar Industries, Inc.                                   | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        480 | NS      | $25713.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased CZK / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CZ        |          1 | NC      | $2931.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased GBP / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |          1 | NC      | $53.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Beverage Corp                             | National Beverage Corp.                                      | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |        490 | NS      | $21658.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold CAD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-6761.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERISAFE Inc                                      | AMERISAFE, Inc.                                              | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |        437 | NS      | $24069.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold SEK                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $556.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                            | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | DE        |         22 | NC      | $20425.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold NOK                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-1248.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                        | Purchased CAD / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | CA        |          1 | NC      | $1015.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enovix Corp                                        | Enovix Corp.                                                 | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Long             | EC               | CORP              | US        |      26230 | NS      | $208266.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Swap                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     251005 | OU      | $36979.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold HUF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-5136.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                        | Purchased NOK / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | NO        |          1 | NC      | $-41.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Valvoline Inc                                      | Valvoline, Inc.                                              | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |       8370 | NS      | $306844.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                            | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | GB        |        -16 | NC      | $-10849.08    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                       | AutoZone, Inc.                                               | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Short            | EC               | CORP              | US        |       -130 | NS      | $-317050.50   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                 | Valero Energy Corp.                                          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       3876 | NS      | $542756.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                      | Amphenol Corp.                                               | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        292 | NS      | $23292.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                   | Wells Fargo & Co.                                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      43887 | NS      | $2056983.69   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                             | FirstCash Holdings, Inc.                                     | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         84 | NS      | $7743.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                         | Humana, Inc.                                                 | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Short            | EC               | CORP              | US        |       -364 | NS      | $-186258.80   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                        | Purchased USD / Sold CAD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-785.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                            | Marathon Petroleum Corp.                                     | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        596 | NS      | $76597.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold NZD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-1027.34     | -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      | $-2314.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold EUR                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-1940.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HERBALIFE LTD                                      | Herbalife Nutrition Ltd.                                     | CUSIP: 42703MAE3<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | KY        |    1500000 | PA      | $1860525.00   | 0.53%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                         | Capital One Financial Corp.                                  | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Short            | EC               | CORP              | US        |       -327 | NS      | $-38913.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold EUR                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-1692.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                          | Dick's Sporting Goods, Inc.                                  | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Short            | EC               | CORP              | US        |      -1490 | NS      | $-194832.40   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES STEEL CORP                           | U.S. Steel Corp.                                             | CUSIP: 912909AT5<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $7781655.00   | 2.20%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                            | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | DE        |        -70 | NC      | $-3728.93     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased CHF / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |          1 | NC      | $1450.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                            | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | DE        |         40 | NC      | $78732.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp                           | U.S. Steel Corp.                                             | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |       2642 | NS      | $75270.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     982836 | OU      | $5652.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DR Horton Inc                                      | DR Horton, Inc.                                              | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |        250 | NS      | $24672.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                        | Paychex, Inc.                                                | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        193 | NS      | $22360.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                                  | Marathon Oil Corp.                                           | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |       2620 | NS      | $71971.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                                       | Semtech Corp.                                                | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |        787 | NS      | $25994.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                      | Purchased GBP / Sold USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $1748.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                          | Tesco PLC                                                    | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |      66839 | NS      | $203149.10    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MarketAxess Holdings Inc                           | MarketAxess Holdings, Inc.                                   | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |         78 | NS      | $28380.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased CHF / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |          1 | NC      | $1069.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ocado Group PLC                                    | Ocado Group PLC                                              | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Short            | EC               | CORP              | GB        |     -44456 | NS      | $-355754.16   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| DR Horton Inc                                      | DR Horton, Inc.                                              | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Short            | EC               | CORP              | US        |      -1863 | NS      | $-183859.47   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc                   | Reinsurance Group of America, Inc.                           | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       1020 | NS      | $154805.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                                          | Ennis, Inc.                                                  | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        341 | NS      | $7242.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                                   | Schlumberger Ltd.                                            | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |       5833 | NS      | $332364.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                       | Catalyst Pharmaceuticals, Inc.                               | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      13174 | NS      | $204065.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                  | Iron Mountain, Inc.                                          | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Short            | EC               |  | US        |     -10680 | NS      | $-582914.40   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased CAD / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |          1 | NC      | $363.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Resorts Ltd                                   | Wynn Resorts Ltd.                                            | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Short            | EC               | CORP              | US        |      -3568 | NS      | $-369787.52   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Swap                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      88867 | OU      | $1698.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                         | AbbVie, Inc.                                                 | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       2985 | NS      | $441033.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased CLP / Sold USD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CL        |          1 | NC      | $5542.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TELADOC HEALTH INC                                 | Teladoc Health, Inc.                                         | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |     275000 | PA      | $220751.58    | 0.06%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                        | Purchased USD / Sold THB                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-1508.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley International Ltd.                  | Swap                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     306876 | OU      | $-1548.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    1761745 | OU      | $35911.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased PLN / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |          1 | NC      | $2593.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kennametal Inc                                     | Kennametal, Inc.                                             | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Short            | EC               | CORP              | US        |     -33840 | NS      | $-964440.00   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                 | SEI Investments Co.                                          | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Short            | EC               | CORP              | US        |      -6570 | NS      | $-410165.10   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                            | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | DE        |        112 | NC      | $87104.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Insurance Co Ltd                        | Japan Post Insurance Co. Ltd.                                | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |       1500 | NS      | $26759.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Graco Inc                                          | Graco, Inc.                                                  | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Short            | EC               | CORP              | US        |      -4470 | NS      | $-305390.40   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| ARC Resources Ltd                                  | ARC Resources Ltd.                                           | CUSIP: 00208D408<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |      60900 | NS      | $707612.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Ltd                                      | Rio Tinto Ltd.                                               | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |       5913 | NS      | $530616.40    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | ID        |          1 | NC      | $2309.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |          1 | NC      | $-268.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tradeweb Markets Inc                               | Tradeweb Markets, Inc.                                       | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        344 | NS      | $25641.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold HUF                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-1280.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-587.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                         | U.S. Bancorp                                                 | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Short            | EC               | CORP              | US        |     -19940 | NS      | $-993012.00   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Tourmaline Oil Corp                                | Tourmaline Oil Corp.                                         | CUSIP: 89156V106<br>LEI: 549300LCHLN94A7Y1572 | Long             | EC               | CORP              | CA        |      14800 | NS      | $689750.85    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                        | Purchased USD / Sold AUD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-1917.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pool Corp                                          | Pool Corp.                                                   | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Short            | EC               | CORP              | US        |       -840 | NS      | $-323912.40   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Merrill Lynch International Ltd.   | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $-1623.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     645359 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |          1 | NC      | $1867.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                 | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-1027.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                  | Expedia Group, Inc.                                          | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2261 | NS      | $258432.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                            | ExlService Holdings, Inc.                                    | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |        133 | NS      | $22689.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold NZD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-1723.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold TWD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-376.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold THB                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-2752.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty Braves                  | Liberty Media Corp.-Liberty Braves                           | CUSIP: 531229706<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -13552 | NS      | $-476081.76   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group Inc                  | Diamond Hill Investment Group, Inc.                          | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |         41 | NS      | $7725.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                                | Williams-Sonoma, Inc.                                        | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Short            | EC               | CORP              | US        |      -4251 | NS      | $-573629.94   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-788.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp                             | Credit Acceptance Corp.                                      | CUSIP: 225310101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -320 | NS      | $-148044.80   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software Inc/Canada                  | Constellation Software, Inc.                                 | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        560 | NS      | $989388.75    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                                   | Donaldson Co., Inc.                                          | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |        380 | NS      | $23693.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                              | Uber Technologies, Inc.                                      | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      12840 | NS      | $397141.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                       | Teradyne, Inc.                                               | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |        250 | NS      | $25425.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold MYR                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-2647.10     | -0.00%            |  |  |  | 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      | $2202.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Resources Connection Inc                           | Resources Connection, Inc.                                   | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1253 | NS      | $21639.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexel SA                                           | Rexel SA                                                     | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |       2506 | NS      | $55438.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toast Inc                                          | Toast, Inc.                                                  | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Short            | EC               | CORP              | US        |     -29202 | NS      | $-651496.62   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International Inc                           | Mercer International, Inc.                                   | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Short            | EC               | CORP              | US        |     -31112 | NS      | $-396055.76   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Inc                         | SolarEdge Technologies, Inc.                                 | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Short            | EC               | CORP              | US        |       -630 | NS      | $-201051.90   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp                | Cognizant Technology Solutions Corp.                         | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       6485 | NS      | $432873.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold ZAR                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $714.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Columbia Banking System Inc                        | Columbia Banking System, Inc.                                | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        763 | NS      | $23584.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                               | Western Union Co.                                            | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      54076 | NS      | $766256.92    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc                | Ollie's Bargain Outlet Holdings, Inc.                        | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |       1790 | NS      | $98020.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BrainChip Holdings Ltd                             | BrainChip Holdings Ltd.                                      | CUSIP: 000000000<br>LEI: 529900BD8X9LIZTM7O70 | Short            | EC               | CORP              | AU        |    -218136 | NS      | $-98639.68    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | Purchased USD / Sold IDR                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-2194.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                  | EOG Resources, Inc.                                          | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        410 | NS      | $54222.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                        | Purchased NOK / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | NO        |          1 | NC      | $-197.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      65125 | OU      | $-4926.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIME BROKER JPY                     | Collateral Position                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | JP        |          4 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold THB                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-1967.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rimini Street Inc                                  | Rimini Street, Inc.                                          | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |       1985 | NS      | $8932.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                    | Mitsubishi Heavy Industries Ltd.                             | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |      14200 | NS      | $556781.41    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased CAD / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |          1 | NC      | $944.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens Corning                                      | Owens Corning                                                | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |        803 | NS      | $77609.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Merrill Lynch International Ltd.   | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $-2413.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Quebecor Inc                                       | Quebecor, Inc.                                               | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      13030 | NS      | $309065.27    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Splunk Inc                                         | Splunk, Inc.                                                 | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |       1922 | NS      | $184069.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold EUR                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-17658.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-1206.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased THB / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TH        |          1 | NC      | $3057.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold CZK                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-913.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| A O Smith Corp                                     | A O Smith Corp.                                              | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Short            | EC               | CORP              | US        |      -8652 | NS      | $-585740.40   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE                       | Eagle Pharmaceuticals, Inc.                                  | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |       9930 | NS      | $337024.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased HUF / Sold USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |          1 | NC      | $1343.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NextGen Healthcare Inc                             | NextGen Healthcare, Inc.                                     | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        416 | NS      | $7912.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased EUR / Sold USD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $0.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Integrations Inc                             | Power Integrations, Inc.                                     | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |        302 | NS      | $25999.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |          1 | NC      | $3116.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANDRITZ AG                                         | ANDRITZ AG                                                   | CUSIP: 000000000<br>LEI: 549300VZKC61IR5U8G96 | Long             | EC               | CORP              | AT        |        922 | NS      | $55136.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap-on Inc                                        | Snap-on, Inc.                                                | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |         97 | NS      | $24126.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                 | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | BR        |          1 | NC      | $1502.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Masonite International Corp                        | Masonite International Corp.                                 | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Short            | EC               | CORP              | CA        |      -6560 | NS      | $-598403.20   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-186.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp                                        | Lennar Corp.                                                 | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Short            | EC               | CORP              | US        |      -3832 | NS      | $-392396.80   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                        | Purchased NOK / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | NO        |          1 | NC      | $-22.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |          1 | NC      | $2181.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc                       | Walgreens Boots Alliance, Inc.                               | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |       6710 | NS      | $247330.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| D/S Norden A/S                                     | D/S Norden AS                                                | CUSIP: 000000000<br>LEI: 529900RGXD3CBR3BRU63 | Long             | EC               | CORP              | DK        |        458 | NS      | $24688.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold INR                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-552.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                      | Affiliated Managers Group, Inc.                              | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |        210 | NS      | $36275.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-1449.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased CHF / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |          1 | NC      | $282.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cirrus Logic Inc                                   | Cirrus Logic, Inc.                                           | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      11612 | NS      | $1049608.68   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                        | Purchased NOK / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | NO        |          1 | NC      | $-45.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| British Land Co PLC/The                            | British Land Co. PLC                                         | CUSIP: 000000000<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               |  | GB        |       2567 | NS      | $14048.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Galactic Holdings Inc                       | Virgin Galactic Holdings, Inc.                               | CUSIP: 92766K106<br>LEI: 549300C631IMXCSMN048 | Short            | EC               | CORP              | US        |     -46613 | NS      | $-257303.76   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased JPY / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |          1 | NC      | $2776.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                       | Bread Financial Holdings, Inc.                               | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      10824 | NS      | $444108.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |          1 | NC      | $2443.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Middleby Corp/The                                  | Middleby Corp.                                               | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Short            | EC               | CORP              | US        |      -4420 | NS      | $-687089.00   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                              | Robinhood Markets, Inc.                                      | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      89530 | NS      | $932007.30    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS PRIME BROKER DKK                     | Collateral Position                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | DK        |          2 | NS      | $0.37         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                        | Purchased USD / Sold EUR                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-3924.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Transocean Ltd                                     | Transocean Ltd.                                              | CUSIP: 000000000<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | CH        |     109863 | NS      | $740476.62    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express Inc                                 | PetMed Express, Inc.                                         | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |       1247 | NS      | $26785.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadmark Realty Capital Inc                       | Broadmark Realty Capital, Inc.                               | CUSIP: 11135B100<br>LEI: N/A                  | Long             | EC               |  | US        |       5996 | NS      | $26262.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    2277310 | OU      | $814.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold EUR                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-3665.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | Purchased CHF / Sold USD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CH        |          1 | NC      | $100.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                      | Mosaic Co.                                                   | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      13152 | NS      | $651550.08    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold MXN                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-1729.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Transocean Ltd                                     | Transocean Ltd.                                              | CUSIP: 000000000<br>LEI: 529900QO4W5DQGBGEF32 | Short            | EC               | CORP              | CH        |    -546447 | NS      | $-3683052.78  | -1.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-2897.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased USD / Sold HUF                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-721.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Qorvo Inc                                          | Qorvo, Inc.                                                  | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |        240 | NS      | $26078.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                                   | Forward Air Corp.                                            | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        219 | NS      | $23619.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                            | Swap                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     904108 | OU      | $-53168.93    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |    1150500 | OU      | $32891.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amdocs Ltd                                         | Amdocs Ltd.                                                  | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |        254 | NS      | $23350.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES Inc                                | GLOBALFOUNDRIES, Inc.                                        | CUSIP: 000000000<br>LEI: 549300BA76VK784VMX48 | Short            | EC               | CORP              | KY        |      -3181 | NS      | $-188569.68   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                             | Franklin Resources, Inc.                                     | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Short            | EC               | CORP              | US        |     -15000 | NS      | $-468000.00   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased EUR / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |          1 | NC      | $-881.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dexus                                              | Dexus                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     111102 | NS      | $644175.89    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutanix Inc                                        | Nutanix, Inc.                                                | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Short            | EC               | CORP              | US        |      -7119 | NS      | $-198406.53   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                        | Purchased EUR / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | XX        |          1 | NC      | $-22.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                             | Agnico Eagle Mines Ltd.                                      | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |       6520 | NS      | $368249.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                       | Balchem Corp.                                                | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |        182 | NS      | $23774.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                          | Vanda Pharmaceuticals, Inc.                                  | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |      24528 | NS      | $188375.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1371.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Buckle Inc/The                                     | Buckle, Inc.                                                 | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |        504 | NS      | $22176.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                          | Palantir Technologies, Inc.                                  | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Short            | EC               | CORP              | US        |     -41218 | NS      | $-320676.04   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Swap                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     335359 | OU      | $7418.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capstone Copper Corp                               | Capstone Copper Corp.                                        | CUSIP: 000000000<br>LEI: 549300III6KGKKC42W63 | Long             | EC               | CORP              | CA        |     133350 | NS      | $654447.78    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-87.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nucor Corp                                         | Nucor Corp.                                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        652 | NS      | $110201.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                           | Winnebago Industries, Inc.                                   | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |        409 | NS      | $26045.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | Purchased USD / Sold MYR                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-1364.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tetra Tech Inc                                     | Tetra Tech, Inc.                                             | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |        155 | NS      | $24105.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold NOK                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $237.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McPhy Energy SA                                    | McPhy Energy SA                                              | CUSIP: 000000000<br>LEI: 969500W5X02DTT3BZS69 | Short            | EC               | CORP              | FR        |      -2146 | NS      | $-32662.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Alcon Inc                                          | Alcon, Inc.                                                  | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      16184 | NS      | $1217198.64   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                        | Cintas Corp.                                                 | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         51 | NS      | $22630.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                            | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | DE        |        -40 | NC      | $-100972.15   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold MXN                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-1110.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                 | Liberty Media Corp.                                          | CUSIP: 531229AB8<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $8467290.00   | 2.39%             | 2023-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CES Energy Solutions Corp                          | CES Energy Solutions Corp.                                   | CUSIP: 15713J104<br>LEI: 984500NF54914EB1B646 | Long             | EC               | CORP              | CA        |     140840 | NS      | $306967.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                      | Purchased GBP / Sold USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $1716.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exponent Inc                                       | Exponent, Inc.                                               | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |        228 | NS      | $23379.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased USD / Sold CAD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-4562.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic PLC                                      | Medtronic PLC                                                | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      14424 | NS      | $1207144.56   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                        | Purchased CNY / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | CN        |          1 | NC      | $3284.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qualys Inc                                         | Qualys, Inc.                                                 | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |        206 | NS      | $23764.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                         | HEICO Corp.                                                  | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Short            | EC               | CORP              | US        |      -1042 | NS      | $-178129.90   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                                   | Vail Resorts, Inc.                                           | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |       1455 | NS      | $381704.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Option                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |        925 | NC      | $37000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group PLC                        | Reckitt Benckiser Group PLC                                  | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |        238 | NS      | $16960.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                 | Coterra Energy, Inc.                                         | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      27654 | NS      | $692179.62    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased MXN / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |          1 | NC      | $772.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-305.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-25208.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd                      | Jardine Matheson Holdings Ltd.                               | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |      21800 | NS      | $1158791.47   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased PLN / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |          1 | NC      | $902.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jabil Inc                                          | Jabil, Inc.                                                  | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Short            | EC               | CORP              | US        |      -6899 | NS      | $-542468.37   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold NZD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-465.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bombardier Inc                                     | Bombardier, Inc.                                             | CUSIP: 097751861<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | EC               | CORP              | CA        |      32570 | NS      | $1573239.56   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                        | Purchased USD / Sold AUD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-242.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold EUR                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-1718.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                              | Texas Instruments, Inc.                                      | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       1307 | NS      | $231613.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                         | FedEx Corp.                                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Short            | EC               | CORP              | US        |      -1479 | NS      | $-286718.94   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Swap                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     367100 | OU      | $107716.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold SEK                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $600.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                          | Thales SA                                                    | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |       2502 | NS      | $330912.81    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN PRIME BROKER GBP                       | Collateral Position                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | GB        |    -185660 | NS      | $-228891.27   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                           | Manhattan Associates, Inc.                                   | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |        187 | NS      | $24377.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                      | Purchased USD / Sold CAD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-409.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Uranium Energy Corp                                | Uranium Energy Corp.                                         | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Short            | EC               | CORP              | US        |     -75445 | NS      | $-304043.35   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                | Purchased USD / Sold INR                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-863.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MGIC Investment Corp                               | MGIC Investment Corp.                                        | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |       2994 | NS      | $42275.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PowerCell Sweden AB                                | PowerCell Sweden AB                                          | CUSIP: 000000000<br>LEI: 54930075IJ7TGOK3VC02 | Short            | EC               | CORP              | SE        |     -18368 | NS      | $-246281.04   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln Electric Holdings Inc                      | Lincoln Electric Holdings, Inc.                              | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |        153 | NS      | $25531.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITM Power PLC                                      | ITM Power PLC                                                | CUSIP: 000000000<br>LEI: 21380042MB2JKZ6RRP12 | Short            | EC               | CORP              | GB        |     -70560 | NS      | $-88435.28    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Victory Capital Holdings Inc                       | Victory Capital Holdings, Inc.                               | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |        826 | NS      | $24482.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |          1 | NC      | $-68.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Renault SA                                         | Renault SA                                                   | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |       5487 | NS      | $223098.37    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                       | Alphabet, Inc.                                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        233 | NS      | $23029.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc                                           | Snap, Inc.                                                   | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | EC               | CORP              | US        |     -16248 | NS      | $-187826.88   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials Inc                    | Rayonier Advanced Materials, Inc.                            | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Short            | EC               | CORP              | US        |     -35380 | NS      | $-245183.40   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased CHF / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CH        |          1 | NC      | $271.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Calian Group Ltd                                   | Calian Group Ltd.                                            | CUSIP: 12989J108<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |      -3750 | NS      | $-173753.34   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                             | Lumen Technologies, Inc.                                     | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      84001 | NS      | $441005.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                                | MGP Ingredients, Inc.                                        | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |        213 | NS      | $20776.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                 | Meta Platforms, Inc.                                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Short            | EC               | CORP              | US        |      -5478 | NS      | $-816057.66   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold EUR                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-1493.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lucid Group Inc                                    | Lucid Group, Inc.                                            | CUSIP: 549498103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -28215 | NS      | $-329833.35   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                              | Lincoln National Corp.                                       | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      21579 | NS      | $764543.97    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |          1 | NC      | $-78.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold SEK                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $98.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tetra Tech Inc                                     | Tetra Tech, Inc.                                             | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Short            | EC               | CORP              | US        |       -389 | NS      | $-60497.28    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold EUR                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $584.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clearway Energy Inc                                | Clearway Energy, Inc.                                        | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |       6566 | NS      | $221865.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN PRIME BROKER CHF                         | Collateral Position                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | CH        |     -91962 | NS      | $-100449.95   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                           | Visa, Inc.                                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       4060 | NS      | $934652.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AlphaSimplex Managed Futures Strategy Fund         | AlphaSimplex Managed Futures Strategy Fund                   | CUSIP: 63872T729<br>LEI: 5493003UQM09GTIXUQ46 | Long             | EC               | RF                | US        |    1235505 | NS      | $12577439.66  | 3.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                                        | Ageas SA                                                     | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |      12715 | NS      | $620771.27    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | ID        |          1 | NC      | $1781.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse AG                                   | Option                                                       | CUSIP: 000000000<br>LEI: ANGGYXNX0JLX3X63JN86 | N/A              | DE               |  | DE        |        -23 | NC      | $-41632.42    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Legal & General Group PLC                          | Legal & General Group PLC                                    | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |      17764 | NS      | $55902.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| USANA Health Sciences Inc                          | USANA Health Sciences, Inc.                                  | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |        418 | NS      | $24427.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc                  | Allison Transmission Holdings, Inc.                          | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |       1685 | NS      | $75959.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                     | NRG Energy, Inc.                                             | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        206 | NS      | $7049.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                              | Civitas Resources, Inc.                                      | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |        124 | NS      | $8252.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                       | Enbridge, Inc.                                               | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Short            | EC               | CORP              | CA        |     -13170 | NS      | $-539251.89   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                             | Boston Scientific Corp.                                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      14840 | NS      | $686350.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                        | Purchased USD / Sold THB                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-1508.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                            | Bristol-Myers Squibb Co.                                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Short            | EC               | CORP              | US        |      -1415 | NS      | $-102799.75   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |    9278716 | OU      | $68290.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Corp                                      | Westlake Corp.                                               | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |        649 | NS      | $79664.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FinecoBank Banca Fineco SpA                        | FinecoBank Banca Fineco SpA                                  | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Short            | EC               | CORP              | IT        |     -20369 | NS      | $-365661.19   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                          | Archer-Daniels-Midland Co.                                   | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       9841 | NS      | $815326.85    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                      | Purchased USD / Sold AUD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-902.99      | -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      | $-2039.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ResMed Inc                                         | ResMed, Inc.                                                 | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        106 | NS      | $24207.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Holley Inc                                         | Holley, Inc.                                                 | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |      30344 | NS      | $100438.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                        | Lennar Corp.                                                 | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |        626 | NS      | $64102.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                                       | Vontier Corp.                                                | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      34772 | NS      | $800799.16    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold NOK                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $368.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                             | Patrick Industries, Inc.                                     | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Short            | DBT              | CORP              | US        |    -100000 | PA      | $-85485.00    | -0.02%            | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                     | CBRE Group, Inc.                                             | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |        286 | NS      | $24455.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mullen Group Ltd                                   | Mullen Group Ltd.                                            | CUSIP: 625284104<br>LEI: 549300KLU7H5NA3I5P62 | Short            | EC               | CORP              | CA        |     -14160 | NS      | $-149842.40   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Copa Holdings SA                                   | Copa Holdings SA                                             | CUSIP: 000000000<br>LEI: 529900BB9UQJV6QQHA59 | Long             | EC               | CORP              | PA        |        806 | NS      | $74216.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                      | American Eagle Outfitters, Inc.                              | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      49548 | NS      | $799704.72    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                         | Biogen, Inc.                                                 | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       1748 | NS      | $508493.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-1780.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kadant Inc                                         | Kadant, Inc.                                                 | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |        124 | NS      | $25267.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co Ltd                                      | Empire Co. Ltd.                                              | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |      18600 | NS      | $535262.86    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-1115.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                   | TotalEnergies SE                                             | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |       3443 | NS      | $212848.87    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| First Hawaiian Inc                                 | First Hawaiian, Inc.                                         | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |        305 | NS      | $8369.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                           | Patterson-UTI Energy, Inc.                                   | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |       5234 | NS      | $87931.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $242.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold MYR                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-2647.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Seadrill Ltd                                       | Seadrill Ltd.                                                | CUSIP: 000000000<br>LEI: 213800EQ6L456U2JCO89 | Long             | EC               | CORP              | BM        |       9007 | NS      | $382797.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-944.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                            | Akamai Technologies, Inc.                                    | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      12763 | NS      | $1135268.85   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Option                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        700 | NC      | $5600.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                                  | Toll Brothers, Inc.                                          | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       1428 | NS      | $84951.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |          1 | NC      | $-815.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONTRA ABIOMED INC                                 | Contra Abiomed, Inc.                                         | CUSIP: 003CVR016<br>LEI: N/A                  | N/A              | DE               |  | US        |         42 | NS      | $42.84        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased CHF / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |          1 | NC      | $792.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased CHF / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CH        |          1 | NC      | $323.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Pizza Royalties Income Fund                 | Boston Pizza Royalties Income Fund                           | CUSIP: 101084101<br>LEI: 5493005FU206TUQVFP65 | Short            | EC               | CORP              | CA        |      -8340 | NS      | $-104300.93   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                        | Future                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -25 | NC      | $-226744.46   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                            | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | DE        |        191 | NC      | $340123.67    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                               | Lockheed Martin Corp.                                        | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       1670 | NS      | $773644.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                             | Banc of California, Inc.                                     | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |       1225 | NS      | $21339.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                             | Dolby Laboratories, Inc.                                     | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |        317 | NS      | $25220.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold CLP                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-801.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $48.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCI NV                                             | OCI NV                                                       | CUSIP: 000000000<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |      23749 | NS      | $808426.69    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Holdings Inc                                | Affirm Holdings, Inc.                                        | CUSIP: 00827B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -34433 | NS      | $-557470.27   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Olaplex Holdings Inc                               | Olaplex Holdings, Inc.                                       | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4152 | NS      | $26199.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased CLP / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CL        |          1 | NC      | $5162.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc                      | Old Dominion Freight Line, Inc.                              | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |         77 | NS      | $25659.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                           | United Therapeutics Corp.                                    | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |        135 | NS      | $35527.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                            | Darling Ingredients, Inc.                                    | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |       3882 | NS      | $257337.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $27.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryder System Inc                                   | Ryder System, Inc.                                           | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |        812 | NS      | $76660.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                        | Purchased USD / Sold CAD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-308.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                      | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1377.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Green Brick Partners Inc                           | Green Brick Partners, Inc.                                   | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |        892 | NS      | $27830.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    1489176 | OU      | $6926.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifco AB                                           | Lifco AB                                                     | CUSIP: 000000000<br>LEI: 549300RTLL4VDQRCTW41 | Short            | EC               | CORP              | SE        |      -6089 | NS      | $-111856.98   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM                | Liberty Media Corp.-Liberty SiriusXM                         | CUSIP: 531229409<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -128659 | NS      | $-5226128.58  | -1.48%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold SEK                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $731.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                      | Purchased NZD / Sold USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |          1 | NC      | $2211.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold CZK                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-3773.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased USD / Sold CNY                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-162.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Workday Inc                                        | Workday, Inc.                                                | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       2207 | NS      | $400416.01    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                          | IDEX Corp.                                                   | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |         98 | NS      | $23488.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold EUR                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-4207.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T Rowe Price Group Inc                             | T Rowe Price Group, Inc.                                     | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Short            | EC               | CORP              | US        |      -6510 | NS      | $-758219.70   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Merrill Lynch International Ltd.   | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $-2413.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rent-A-Center Inc/TX                               | Rent-A-Center, Inc.                                          | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      16960 | NS      | $456054.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                 | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-665.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Air Canada                                         | Air Canada                                                   | CUSIP: 008911877<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | EC               | CORP              | CA        |      29720 | NS      | $504361.05    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | ZA        |          1 | NC      | $905.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-506.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                        | Purchased USD / Sold SEK                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $407.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NV5 Global Inc                                     | NV5 Global, Inc.                                             | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        168 | NS      | $22392.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased EUR / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |          1 | NC      | $1243.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                     | Microsoft Corp.                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       3206 | NS      | $794478.86    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Heroux-Devtek Inc                                  | Heroux-Devtek, Inc.                                          | CUSIP: 42774L109<br>LEI: 549300ZEMF0P4EU7CI78 | Long             | EC               | CORP              | CA        |      27620 | NS      | $309506.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                 | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-235.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TransAlta Corp                                     | TransAlta Corp.                                              | CUSIP: 89346D107<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | EC               | CORP              | CA        |     121472 | NS      | $1181922.56   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                                | Addus HomeCare Corp.                                         | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |        222 | NS      | $23869.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased MYR / Sold USD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | MY        |          1 | NC      | $4923.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Secure Energy Services Inc                         | Secure Energy Services, Inc.                                 | CUSIP: 81373C102<br>LEI: 549300EZKELHYBQO9X11 | Short            | EC               | CORP              | CA        |     -40720 | NS      | $-247891.47   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                                     | A O Smith Corp.                                              | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |        389 | NS      | $26335.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold MYR                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-1077.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                   | Paramount Global                                             | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       3738 | NS      | $86572.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Gold Corp                                  | Barrick Gold Corp.                                           | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Short            | EC               | CORP              | CA        |      -8480 | NS      | $-165833.38   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                      | Carnival Corp.                                               | CUSIP: 143658BT8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    2000000 | PA      | $2617920.00   | 0.74%             | 2024-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                    | Tyson Foods, Inc.                                            | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       8635 | NS      | $567751.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-2587.70     | -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      | $-184.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                            | Becton Dickinson & Co.                                       | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       4423 | NS      | $1115569.06   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased CHF / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |          1 | NC      | $792.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                          | Argenx SE                                                    | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Short            | EC               | CORP              | NL        |       -806 | NS      | $-306994.48   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Nabtesco Corp                                      | Nabtesco Corp.                                               | CUSIP: 000000000<br>LEI: 529900DVHQXYRTGW7739 | Short            | EC               | CORP              | JP        |     -10400 | NS      | $-304496.42   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| AIRBNB INC                                         | Airbnb, Inc.                                                 | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     200000 | PA      | $173704.40    | 0.05%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Syneos Health Inc                                  | Syneos Health, Inc.                                          | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |       3378 | NS      | $121337.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                        | Netflix, Inc.                                                | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Short            | EC               | CORP              | US        |       -498 | NS      | $-176222.28   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                            | Comfort Systems USA, Inc.                                    | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |        191 | NS      | $23118.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                          | Packaging Corp. of America                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        173 | NS      | $24687.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                        | Purchased USD / Sold JPY                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-2533.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Houlihan Lokey Inc                                 | Houlihan Lokey, Inc.                                         | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |        249 | NS      | $24668.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                  | Veeva Systems, Inc.                                          | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |        138 | NS      | $23535.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International Inc                              | CRA International, Inc.                                      | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        190 | NS      | $22579.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                          | Occidental Petroleum Corp.                                   | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       2652 | NS      | $171823.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BEYOND MEAT INC                                    | Beyond Meat, Inc.                                            | CUSIP: 08862EAB5<br>LEI: 549300XQ946NCE51DR09 | Long             | DBT              | CORP              | US        |     340000 | PA      | $84994.56     | 0.02%             | 2027-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Exchange Income Corp                               | Exchange Income Corp.                                        | CUSIP: 301283107<br>LEI: 549300G7SUZKHS2N8C38 | Long             | EC               | CORP              | CA        |       9110 | NS      | $379586.19    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | Purchased USD / Sold MYR                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-1720.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold MYR                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-1666.76     | -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      | $-675.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cactus Inc                                         | Cactus, Inc.                                                 | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |        442 | NS      | $23916.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                            | Magna International, Inc.                                    | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Short            | EC               | CORP              | CA        |      -4700 | NS      | $-305126.45   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                       | Watts Water Technologies, Inc.                               | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |        152 | NS      | $24855.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                        | Moderna, Inc.                                                | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |        379 | NS      | $66726.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DS Smith PLC                                       | DS Smith PLC                                                 | CUSIP: 000000000<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | EC               | CORP              | GB        |      51010 | NS      | $223317.08    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold TWD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-587.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                       | Metro, Inc.                                                  | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Short            | EC               | CORP              | CA        |     -13110 | NS      | $-711588.59   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                        | Royal Caribbean Cruises Ltd.                                 | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Short            | EC               | CORP              | LR        |     -75108 | NS      | $-4877513.52  | -1.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc                        | Iovance Biotherapeutics, Inc.                                | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |       8761 | NS      | $69737.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATS Corp                                           | ATS Corp.                                                    | CUSIP: 00217Y104<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | EC               | CORP              | CA        |       7290 | NS      | $295205.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                         | Charter Communications, Inc.                                 | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Short            | EC               | CORP              | US        |       -457 | NS      | $-175629.67   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased MXN / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |          1 | NC      | $2356.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased USD / Sold HUF                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-4356.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Whitecap Resources Inc                             | Whitecap Resources, Inc.                                     | CUSIP: 96467A200<br>LEI: 5493004AMPGZA0JO5Q37 | Short            | EC               | CORP              | CA        |     -67780 | NS      | $-564939.46   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                          | United Parcel Service, Inc.                                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Short            | EC               | CORP              | US        |      -3730 | NS      | $-690907.90   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                      | Amphastar Pharmaceuticals, Inc.                              | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |        269 | NS      | $8139.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased MYR / Sold USD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | MY        |          1 | NC      | $2931.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                           | Constellation Brands, Inc.                                   | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       2095 | NS      | $485034.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                              | AECOM                                                        | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |       6020 | NS      | $525365.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ITRON INC                                          | Itron, Inc.                                                  | CUSIP: 465741AN6<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |     215000 | PA      | $182627.02    | 0.05%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                             | Patrick Industries, Inc.                                     | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     450000 | PA      | $410318.10    | 0.12%             | 2028-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased EUR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $164.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased CHF / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |          1 | NC      | $849.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS                              | DigitalOcean Holdings, Inc.                                  | CUSIP: 25402DAB8<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |     290000 | PA      | $224990.12    | 0.06%             | 2026-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Williams-Sonoma Inc                                | Williams-Sonoma, Inc.                                        | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |        190 | NS      | $25638.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                 | Johnson Controls International PLC                           | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |       1657 | NS      | $115277.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                            | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |         46 | NC      | $257554.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                          | Adobe, Inc.                                                  | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       2720 | NS      | $1007324.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    1586448 | OU      | $19381.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased USD / Sold CNY                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-100.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch International Ltd.   | Purchased USD / Sold IDR                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $-1903.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ag Growth International Inc                        | Ag Growth International, Inc.                                | CUSIP: 001181106<br>LEI: 549300ZCF9VG3Z4PHL09 | Long             | EC               | CORP              | CA        |       5390 | NS      | $201778.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                                  | STAAR Surgical Co.                                           | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |        414 | NS      | $29207.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                             | Marcus & Millichap, Inc.                                     | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |        641 | NS      | $23229.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                            | Lakeland Financial Corp.                                     | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        307 | NS      | $21707.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold INR                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $127.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    1326671 | OU      | $-24289.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased HUF / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HU        |          1 | NC      | $5078.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold SEK                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $539.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                  | Take-Two Interactive Software, Inc.                          | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       3503 | NS      | $396644.69    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |          1 | NC      | $-100.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                            | GSK PLC                                                      | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      54285 | NS      | $953516.84    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch International Ltd.   | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $-50.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-1771.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals Inc                         | Amneal Pharmaceuticals, Inc.                                 | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |      83590 | NS      | $183898.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold NZD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-728.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Saia Inc                                           | Saia, Inc.                                                   | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |        101 | NS      | $27550.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanza Bank Holding AB                             | Avanza Bank Holding AB                                       | CUSIP: 000000000<br>LEI: 549300MBWR5H8SIJLE03 | Long             | EC               | CORP              | SE        |       4981 | NS      | $114929.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNRUN INC                                         | Sunrun, Inc.                                                 | CUSIP: 86771WAB1<br>LEI: 54930007SJ77CI66U531 | Long             | DBT              | CORP              | US        |     250000 | PA      | $177451.50    | 0.05%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                        | Purchased THB / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | TH        |          1 | NC      | $521.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                | Otis Worldwide Corp.                                         | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Short            | EC               | CORP              | US        |      -2990 | NS      | $-245867.70   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                        | Hubbell, Inc.                                                | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        278 | NS      | $63636.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased CLP / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CL        |          1 | NC      | $8784.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                   | Smiths Group PLC                                             | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |       5213 | NS      | $111281.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    1665249 | OU      | $-51675.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Bioscience Inc                            | Meridian Bioscience, Inc.                                    | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |        492 | NS      | $16713.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Co Ltd                 | SITC International Holdings Co. Ltd.                         | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |     113000 | NS      | $246859.72    | 0.07%             |  |  |  | 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      | $-2039.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Oil Ltd                                   | Imperial Oil Ltd.                                            | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Short            | EC               | CORP              | CA        |     -19170 | NS      | $-1047718.91  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                                  | Helen of Troy Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | BM        |      -2740 | NS      | $-309921.40   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| K-Bro Linen Inc                                    | K-Bro Linen, Inc.                                            | CUSIP: 48243M107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      17840 | NS      | $388697.61    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY PARTNERS                            | NextEra Energy Partners LP                                   | CUSIP: 65341BAD8<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2036160.00   | 0.57%             | 2025-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                  | Expedia Group, Inc.                                          | CUSIP: 30212PBE4<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     150000 | PA      | $135517.80    | 0.04%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                            | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | GB        |        256 | NC      | $235129.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased USD / Sold THB                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $236.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cavco Industries Inc                               | Cavco Industries, Inc.                                       | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         96 | NS      | $25545.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stantec Inc                                        | Stantec, Inc.                                                | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |      30180 | NS      | $1574188.80   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased SGD / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |          1 | NC      | $1536.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                 | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | IN        |          1 | NC      | $561.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold AUD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-2723.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                   | W R Berkley Corp.                                            | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |        312 | NS      | $21883.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS PRIME BROKER GBP                     | Collateral Position                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | GB        |        102 | NS      | $126.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA                                 | Cellnex Telecom SA                                           | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Short            | EC               | CORP              | ES        |     -11360 | NS      | $-445175.51   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased THB / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |          1 | NC      | $112.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                  | Hyatt Hotels Corp.                                           | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Short            | EC               | CORP              | US        |      -1910 | NS      | $-208419.20   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                 | Purchased TWD / Sold USD                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | TW        |          1 | NC      | $873.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Swap                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     604787 | OU      | $43525.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Direct Line Insurance Group PLC                    | Direct Line Insurance Group PLC                              | CUSIP: 000000000<br>LEI: 213800FF2R23ALJQOP04 | Long             | EC               | CORP              | GB        |      25962 | NS      | $56925.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Swap                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     207496 | OU      | $-153.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Option                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -85 | NC      | $-10200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                    | EMCOR Group, Inc.                                            | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |        152 | NS      | $22534.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom Inc                                      | Nordstrom, Inc.                                              | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Short            | EC               | CORP              | US        |     -26320 | NS      | $-514292.80   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                  | Future                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -616 | NC      | $518994.42    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                 | Walt Disney Co.                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       1507 | NS      | $163494.43    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Software Inc/GA                           | American Software, Inc.                                      | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        515 | NS      | $7833.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased EUR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $442.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased JPY / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |          1 | NC      | $5260.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd                                         | Garmin Ltd.                                                  | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |        242 | NS      | $23928.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                                | Signet Jewelers Ltd.                                         | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Short            | EC               | CORP              | BM        |      -5070 | NS      | $-389426.70   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                          | Dick's Sporting Goods, Inc.                                  | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |        568 | NS      | $74271.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP                                 | Liberty Media Corp.                                          | CUSIP: 531229AK8<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1556385.00   | 0.44%             | 2050-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch International Ltd.   | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | BR        |          1 | NC      | $2277.53      | 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      | $1248.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                      | Principal Financial Group, Inc.                              | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |        401 | NS      | $37112.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold AUD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-4180.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased MXN / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |          1 | NC      | $2293.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch International Ltd.   | Purchased USD / Sold TWD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $-291.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Macnica Holdings Inc                               | Macnica Holdings, Inc.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       4900 | NS      | $130225.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased USD / Sold IDR                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1943.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Universal Display Corp                             | Universal Display Corp.                                      | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        198 | NS      | $26240.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| StorageVault Canada Inc                            | StorageVault Canada, Inc.                                    | CUSIP: 86212H105<br>LEI: 254900A6LDI0HRL1VD69 | Long             | EC               | CORP              | CA        |      80950 | NS      | $391198.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased USD / Sold EUR                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1268.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-502.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-1889.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased CHF / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |          1 | NC      | $1069.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                        | Purchased GBP / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | GB        |          1 | NC      | $381.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased TWD / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |          1 | NC      | $484.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Robert Half International Inc                      | Robert Half International, Inc.                              | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |        304 | NS      | $25523.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased GBP / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |          1 | NC      | $1101.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased USD / Sold CNY                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-776.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DocGo Inc                                          | DocGo, Inc.                                                  | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1973 | NS      | $19730.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp                                 | BOK Financial Corp.                                          | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |        222 | NS      | $22311.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased NZD / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |          1 | NC      | $514.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                        | Purchased THB / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | TH        |          1 | NC      | $1622.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                     | Whirlpool Corp.                                              | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Short            | EC               | CORP              | US        |      -1990 | NS      | $-309624.10   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                     | Public Storage                                               | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |       1121 | NS      | $341165.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                                 | Ingles Markets, Inc.                                         | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |        233 | NS      | $22135.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc         | Expeditors International of Washington, Inc.                 | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Short            | EC               | CORP              | US        |      -9479 | NS      | $-1025153.85  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                            | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | GB        |         48 | NC      | $76929.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold EUR                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-913.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MYR Group Inc                                      | MYR Group, Inc.                                              | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |        244 | NS      | $24170.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                                      | Huntsman Corp.                                               | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |       1126 | NS      | $35682.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                                     | Perficient, Inc.                                             | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |        317 | NS      | $23502.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                        | Discover Financial Services                                  | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Short            | EC               | CORP              | US        |      -4920 | NS      | $-574311.60   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                                   | Schlumberger Ltd.                                            | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Short            | EC               | CORP              | CW        |      -4714 | NS      | $-268603.72   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                          | Apple, Inc.                                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Short            | EC               | CORP              | US        |      -2400 | NS      | $-346296.00   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                         | PACCAR, Inc.                                                 | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      14358 | NS      | $1569472.98   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                     | Hershey Co.                                                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Short            | EC               | CORP              | US        |      -3260 | NS      | $-732196.00   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased SGD / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |          1 | NC      | $992.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Simpson Manufacturing Co Inc                       | Simpson Manufacturing Co., Inc.                              | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |        244 | NS      | $26134.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co Ltd                            | Sekisui Chemical Co. Ltd.                                    | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |       8400 | NS      | $117669.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased CNY / Sold USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |          1 | NC      | $176.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TECSYS Inc                                         | TECSYS, Inc.                                                 | CUSIP: 878950104<br>LEI: 549300YOTEBVOTQEP762 | Long             | EC               | CORP              | CA        |       2960 | NS      | $63135.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                               | Invitation Homes, Inc.                                       | CUSIP: 46187W107<br>LEI: N/A                  | Short            | EC               |  | US        |     -16980 | NS      | $-551850.00   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                                  | Newell Brands, Inc.                                          | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      46820 | NS      | $747247.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Korian SA                                          | Korian SA                                                    | CUSIP: 000000000<br>LEI: 969500WEPS61H6TJM037 | Long             | EC               | CORP              | FR        |      15329 | NS      | $160509.18    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Option                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LR        |        665 | NC      | $665.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    1793587 | OU      | $74144.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                            | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | DE        |       -191 | NC      | $-213667.44   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Full House Resorts Inc                             | Full House Resorts, Inc.                                     | CUSIP: 359678109<br>LEI: 5493009DKIWW0H901Y82 | Long             | EC               | CORP              | US        |      28761 | NS      | $253672.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased MYR / Sold USD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | MY        |          1 | NC      | $1193.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased USD / Sold INR                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-105.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |          1 | NC      | $-47.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Guess? Inc                                         | Guess?, Inc.                                                 | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Short            | EC               | CORP              | US        |     -17944 | NS      | $-415762.48   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    1264562 | OU      | $-16623.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                 | Steel Dynamics, Inc.                                         | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       7089 | NS      | $855216.96    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased NZD / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |          1 | NC      | $4180.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased HUF / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HU        |          1 | NC      | $1130.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                        | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $223.76       | 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      | $1060.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Terex Corp                                         | Terex Corp.                                                  | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Short            | EC               | CORP              | US        |     -16490 | NS      | $-840495.30   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                        | Purchased GBP / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | GB        |          1 | NC      | $-1.85        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold MYR                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-1364.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-788.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                        | Purchased USD / Sold NOK                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $34.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc                            | Activision Blizzard, Inc.                                    | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |       4397 | NS      | $336678.29    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Merrill Lynch International Ltd.   | Purchased USD / Sold TWD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $-1186.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Radius Global Infrastructure Inc                   | Radius Global Infrastructure, Inc.                           | CUSIP: 750481103<br>LEI: 213800NT341MQ5USBX63 | Long             | EC               | CORP              | US        |      20110 | NS      | $270881.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                            | Consolidated Edison, Inc.                                    | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      11794 | NS      | $1124086.14   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     386181 | OU      | $-18183.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold THB                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-3097.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                 | Purchased USD / Sold TWD                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-445.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    1778660 | OU      | $-67205.55    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TC Energy Corp                                     | TC Energy Corp.                                              | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      20200 | NS      | $871428.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold AUD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-2249.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Uni-Select Inc                                     | Uni-Select, Inc.                                             | CUSIP: 90457D100<br>LEI: 549300GQ1WI8PKN1NQ40 | Long             | EC               | CORP              | CA        |      36343 | NS      | $1083830.18   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Merrill Lynch International Ltd.   | Purchased TWD / Sold USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | TW        |          1 | NC      | $337.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NFI Group Inc                                      | NFI Group, Inc.                                              | CUSIP: 62910L102<br>LEI: 549300VX6QRAVXOXZW59 | Short            | EC               | CORP              | CA        |     -17910 | NS      | $-145509.08   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold NOK                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $327.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Makita Corp                                        | Makita Corp.                                                 | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Short            | EC               | CORP              | JP        |     -27600 | NS      | $-735176.49   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-252.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Option                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PA        |       1450 | NC      | $4350.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold AUD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-2046.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATI Inc                                            | ATI, Inc.                                                    | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |       3260 | NS      | $118631.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |    9359646 | OU      | $-63519.61    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CoStar Group Inc                                   | CoStar Group, Inc.                                           | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        289 | NS      | $22513.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                            | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | DE        |       -210 | NC      | $-143373.38   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                        | Purchased SEK / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | SE        |          1 | NC      | $1706.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                    | TJX Cos., Inc.                                               | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       8140 | NS      | $666340.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $24.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One             | Liberty Media Corp.-Liberty Formula One                      | CUSIP: 531229870<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -31657 | NS      | $-2015917.76  | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                           | Engie SA                                                     | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |      75964 | NS      | $1078678.46   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Converge Technology Solutions Corp                 | Converge Technology Solutions Corp.                          | CUSIP: 21250C106<br>LEI: 5493008KQ4K2WEYRAJ45 | Long             | EC               | CORP              | CA        |      75300 | NS      | $325976.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargojet Inc                                       | Cargojet, Inc.                                               | CUSIP: 14179V503<br>LEI: 549300C4GBBANCBT3K72 | Short            | EC               | CORP              | CA        |      -3580 | NS      | $-331968.28   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold MYR                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-1666.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                          | Repsol SA                                                    | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |      13504 | NS      | $221827.98    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NexGen Energy Ltd                                  | NexGen Energy Ltd.                                           | CUSIP: 65340P106<br>LEI: 529900N0IXNXB3IP7F06 | Short            | EC               | CORP              | CA        |     -73800 | NS      | $-356090.34   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Kinaxis Inc                                        | Kinaxis, Inc.                                                | CUSIP: 49448Q109<br>LEI: 5299009VAZ14K7PFUQ15 | Long             | EC               | CORP              | CA        |       5120 | NS      | $595098.27    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Swap                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     562566 | OU      | $-15720.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-87.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold MYR                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-1383.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Option                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         85 | NC      | $850.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold PLN                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-1469.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust          | SmartCentres Real Estate Investment Trust                    | CUSIP: 83179X108<br>LEI: 549300HKEP2IYWZ14H97 | Short            | EC               |  | CA        |     -15990 | NS      | $-338895.95   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                                 | Globus Medical, Inc.                                         | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |        309 | NS      | $23329.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Limited                                        | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   55120000 | OU      | $85470.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold EUR                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-2311.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-104.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                        | Purchased USD / Sold CAD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-938.13      | -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      | $-184.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased CNY / Sold USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |          1 | NC      | $885.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch International Ltd.   | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | BR        |          1 | NC      | $1547.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                        | Nutrien Ltd.                                                 | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      12200 | NS      | $1009889.14   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                  | Option                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        256 | NC      | $279980.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                          | Janus Henderson Group PLC                                    | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |        921 | NS      | $23872.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTLY INC                                         | Fastly, Inc.                                                 | CUSIP: 31188VAB6<br>LEI: 549300E2FZC83FJ3H565 | Long             | DBT              | CORP              | US        |     260000 | PA      | $203169.46    | 0.06%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley International Ltd.                  | Swap                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     317331 | OU      | $-144.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | Purchased SEK / Sold USD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | SE        |          1 | NC      | $-72.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-3280.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased CLP / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CL        |          1 | NC      | $6323.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crocs Inc                                          | Crocs, Inc.                                                  | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Short            | EC               | CORP              | US        |      -2120 | NS      | $-258152.40   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |          1 | NC      | $1803.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased PLN / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |          1 | NC      | $1024.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diodes Inc                                         | Diodes, Inc.                                                 | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |        280 | NS      | $24973.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Limited                                        | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 1222820000 | OU      | $357861.49    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp                                        | Lennar Corp.                                                 | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |        757 | NS      | $65374.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                  | Future                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       -277 | NC      | $-219684.45   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp                            | Clean Energy Fuels Corp.                                     | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Short            | EC               | CORP              | US        |     -31142 | NS      | $-176263.72   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                                   | Badger Meter, Inc.                                           | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |        203 | NS      | $23527.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                 | RH                                                           | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Short            | EC               | CORP              | US        |      -2085 | NS      | $-650499.15   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                        | Netflix, Inc.                                                | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        862 | NS      | $305027.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                        | Future                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -15 | NC      | $-378554.02   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                                  | Kimco Realty Corp.                                           | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               |  | US        |      64517 | NS      | $1449051.82   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| InterRent Real Estate Investment Trust             | InterRent Real Estate Investment Trust                       | CUSIP: 46071W205<br>LEI: N/A                  | Long             | EC               |  | CA        |      43490 | NS      | $471001.39    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKLINE INC                                      | Blackline, Inc.                                              | CUSIP: 09239BAD1<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |     200000 | PA      | $174445.20    | 0.05%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                          | ORIX Corp.                                                   | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |      16900 | NS      | $297152.37    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold CLP                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-5821.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |    2014481 | OU      | $23618.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                        | Purchased EUR / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | XX        |          1 | NC      | $-19.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold SEK                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $287.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IonQ Inc                                           | IonQ, Inc.                                                   | CUSIP: 46222L108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -29135 | NS      | $-129359.40   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                 | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | IN        |          1 | NC      | $-9.26        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased NOK / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NO        |          1 | NC      | $-248.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold PLN                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-198.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dycom Industries Inc                               | Dycom Industries, Inc.                                       | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |       7890 | NS      | $752469.30    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS PRIME BROKER EUR                     | Collateral Position                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | EE        |          6 | NS      | $6.53         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-2382.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Essent Group Ltd                                   | Essent Group Ltd.                                            | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |        584 | NS      | $25713.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD WRESTLING ENTERTAI                           | World Wrestling Entertainment, Inc.                          | CUSIP: 98156QAB4<br>LEI: 549300WZVLSCS3L4L698 | Long             | DBT              | CORP              | US        |     978000 | PA      | $3369708.78   | 0.95%             | 2023-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased MYR / Sold USD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | MY        |          1 | NC      | $2931.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased CHF / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |          1 | NC      | $849.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axcelis Technologies Inc                           | Axcelis Technologies, Inc.                                   | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |        192 | NS      | $21110.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |          1 | NC      | $2443.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                           | AT&T, Inc.                                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      58970 | NS      | $1201218.90   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased USD / Sold CNY                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-2438.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                              | Southwest Airlines Co.                                       | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      12719 | NS      | $454958.63    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                  | Future                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -16 | NC      | $-60998.72    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                   | Booz Allen Hamilton Holding Corp.                            | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       3476 | NS      | $328968.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                       | Broadcom, Inc.                                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        234 | NS      | $136892.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                            | Royal Caribbean Cruises Ltd.                                 | CUSIP: 780153BP6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    4250000 | PA      | $6506495.00   | 1.84%             | 2025-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hachijuni Bank Ltd/The                             | Hachijuni Bank Ltd.                                          | CUSIP: 000000000<br>LEI: FE70I3MHDCWOZWK19W48 | Long             | EC               | CORP              | JP        |      53600 | NS      | $232804.51    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc                                          | Amgen, Inc.                                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       1244 | NS      | $313985.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                             | Comstock Resources, Inc.                                     | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |      20451 | NS      | $248479.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arizona Metals Corp                                | Arizona Metals Corp.                                         | CUSIP: 040518102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      58920 | NS      | $185543.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                                    | Antofagasta PLC                                              | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |      28030 | NS      | $602267.86    | 0.17%             |  |  |  | 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      | $-2479.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ioneer Ltd                                         | ioneer Ltd.                                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | AU        |    -571316 | NS      | $-175810.70   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Schneider National Inc                             | Schneider National, Inc.                                     | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |       3850 | NS      | $102025.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                      | Old Dominion Freight Line, Inc.                              | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Short            | EC               | CORP              | US        |      -1230 | NS      | $-409885.20   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                                 | IPG Photonics Corp.                                          | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |        234 | NS      | $26231.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased JPY / Sold GBP                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |          1 | NC      | $-184561.98   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Unum Group                                         | Unum Group                                                   | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |        424 | NS      | $17820.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                         | HEICO Corp.                                                  | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |        145 | NS      | $24787.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                        | Bayerische Motoren Werke AG                                  | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |       2229 | NS      | $227056.28    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                 | Purchased TWD / Sold USD                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | TW        |          1 | NC      | $531.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd                 | Norwegian Cruise Line Holdings Ltd.                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      28032 | NS      | $426366.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                                  | PC Connection, Inc.                                          | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |        161 | NS      | $7893.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                        | Purchased CAD / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | CA        |          1 | NC      | $226.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch International Ltd.   | Purchased USD / Sold TWD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $-291.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                  | Hormel Foods Corp.                                           | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |        496 | NS      | $22473.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                      | BlackRock, Inc.                                              | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Short            | EC               | CORP              | US        |       -262 | NS      | $-198913.02   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | ZA        |          1 | NC      | $72.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cameco Corp                                        | Cameco Corp.                                                 | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      20650 | NS      | $578406.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-758.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                      | Stellantis NV                                                | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |       7120 | NS      | $111933.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                 | Purchased USD / Sold TWD                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-803.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                         | U.S. Bancorp                                                 | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      10919 | NS      | $543766.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                   | NMI Holdings, Inc.                                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |       1095 | NS      | $25436.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                        | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-1601.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                              | STMicroelectronics NV                                        | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |       1270 | NS      | $59783.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cameco Corp                                        | Cameco Corp.                                                 | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Short            | EC               | CORP              | CA        |      -9400 | NS      | $-263020.56   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                | Purchased USD / Sold AUD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-1957.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Green Plains Inc                                   | Green Plains, Inc.                                           | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Short            | EC               | CORP              | US        |     -10063 | NS      | $-349890.51   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                      | Purchased CAD / Sold USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $436.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased GBP / Sold USD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | GB        |          1 | NC      | $529.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased CAD / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |          1 | NC      | $985.93       | 0.00%             |  |  |  | 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      | $-90.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Medpace Holdings Inc                               | Medpace Holdings, Inc.                                       | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |        107 | NS      | $23654.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Parkit Enterprise Inc                              | Parkit Enterprise, Inc.                                      | CUSIP: 70137X106<br>LEI: 25490018ZF93N9ARVZ64 | Long             | EC               | CORP              | CA        |     547010 | NS      | $439893.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                       | Griffon Corp.                                                | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      28590 | NS      | $1168759.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc           | Knight-Swift Transportation Holdings, Inc.                   | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1301 | NS      | $76889.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | Purchased MYR / Sold USD                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | MY        |          1 | NC      | $3184.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Ltd                           | Wilmar International Ltd.                                    | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |      64500 | NS      | $200531.82    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| 3M Co                                              | 3M Co.                                                       | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Short            | EC               | CORP              | US        |      -1610 | NS      | $-185278.80   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Golden Agri-Resources Ltd                          | Golden Agri-Resources Ltd.                                   | CUSIP: 000000000<br>LEI: 529900GAK9LTNC3IFY40 | Long             | EC               | CORP              | MU        |     870100 | NS      | $165753.46    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch International Ltd.   | Purchased PHP / Sold USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | PH        |          1 | NC      | $255.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | Purchased MXN / Sold USD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | MX        |          1 | NC      | $2171.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neste Oyj                                          | Neste Oyj                                                    | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Short            | EC               | CORP              | FI        |      -7099 | NS      | $-339348.37   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased CHF / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CH        |          1 | NC      | $271.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ballard Power Systems Inc                          | Ballard Power Systems, Inc.                                  | CUSIP: 058586108<br>LEI: 549300OHZ8BMF53YYS26 | Short            | EC               | CORP              | CA        |     -25200 | NS      | $-164963.36   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     388656 | OU      | $18805.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stewart Information Services Corp                  | Stewart Information Services Corp.                           | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |        521 | NS      | $24888.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                                      | Dillard's, Inc.                                              | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |         20 | NS      | $7866.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold INR                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-308.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                 | Purchased PEN / Sold USD                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | PE        |          1 | NC      | $30.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                 | Purchased PHP / Sold USD                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | PH        |          1 | NC      | $2316.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased USD / Sold CNY                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-100.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Linamar Corp                                       | Linamar Corp.                                                | CUSIP: 53278L107<br>LEI: 549300LW6VIYFRMFBU20 | Long             | EC               | CORP              | CA        |       4700 | NS      | $240024.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-926.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold NOK                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $419.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                      | Rio Tinto PLC                                                | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |       2878 | NS      | $225350.92    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp                                      | Carnival Corp.                                               | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | EC               | CORP              | PA        |    -164149 | NS      | $-1776092.18  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Galp Energia SGPS SA                               | Galp Energia SGPS SA                                         | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |      16050 | NS      | $219693.11    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| COUPA SOFTWARE INC                                 | Coupa Software, Inc.                                         | CUSIP: 22266LAF3<br>LEI: 549300Q95ICR2GFL2K37 | Long             | DBT              | CORP              | US        |     270000 | PA      | $262205.91    | 0.07%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Grand Canyon Education Inc                         | Grand Canyon Education, Inc.                                 | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |        211 | NS      | $24594.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                      | Boeing Co.                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Short            | EC               | CORP              | US        |       -855 | NS      | $-182115.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Washington H Soul Pattinson & Co Ltd               | Washington H Soul Pattinson & Co. Ltd.                       | CUSIP: 000000000<br>LEI: 549300G2Q3P6ZVNC1465 | Short            | EC               | CORP              | AU        |     -39544 | NS      | $-805389.50   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                 | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | KR        |          1 | NC      | $6614.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valaris Ltd                                        | Valaris Ltd.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      10055 | NS      | $730395.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased CZK / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CZ        |          1 | NC      | $3549.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                 | Conagra Brands, Inc.                                         | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      11320 | NS      | $420990.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-732.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased THB / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TH        |          1 | NC      | $2133.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased HUF / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | HU        |          1 | NC      | $4466.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                     | Canadian Natural Resources Ltd.                              | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |        960 | NS      | $58982.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                | Purchased HUF / Sold USD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | HU        |          1 | NC      | $7380.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Everbridge Inc                                     | Everbridge, Inc.                                             | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |      62910 | NS      | $2010603.60   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold MXN                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-823.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPDR S&P Oil & Gas Exploration & Production ETF    | SPDR S&P Oil & Gas Exploration & Production ETF              | CUSIP: 78468R556<br>LEI: 5493001H1FSSB667C124 | Short            | EC               | RF                | US        |      -3460 | NS      | $-487756.20   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Ltd                       | Canadian Pacific Railway Ltd.                                | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       5350 | NS      | $422115.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                        | CorVel Corp.                                                 | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        155 | NS      | $27614.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                            | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | DE        |        -64 | NC      | $-17185.67    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                   | Radian Group, Inc.                                           | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |        410 | NS      | $9061.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Surge Energy Inc                                   | Surge Energy, Inc.                                           | CUSIP: 86880Y877<br>LEI: 549300C45JTS75N6ZY04 | Long             | EC               | CORP              | CA        |      32930 | NS      | $241551.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                                     | AutoNation, Inc.                                             | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        641 | NS      | $81227.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                 | Purchased USD / Sold TWD                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-746.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                | Arista Networks, Inc.                                        | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        189 | NS      | $23817.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |          1 | NC      | $-517.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                | Abbott Laboratories                                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       6414 | NS      | $709067.70    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased USD / Sold IDR                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $249.81       | 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      | $-1277.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp                                         | FedEx Corp.                                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       1610 | NS      | $312114.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                  | Option                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       -256 | NC      | $-189807.75   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                | Synchrony Financial                                          | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |        551 | NS      | $20238.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                 | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ID        |          1 | NC      | $1471.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMCO Corp                                         | SUMCO Corp.                                                  | CUSIP: 000000000<br>LEI: 353800SUSRUOM0V6KU92 | Long             | EC               | CORP              | JP        |      39100 | NS      | $579335.57    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                     | Lowe's Cos., Inc.                                            | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Short            | EC               | CORP              | US        |       -887 | NS      | $-184717.75   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-252.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold EUR                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-1637.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | IN        |          1 | NC      | $-120.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Swap                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    1013822 | OU      | $-40151.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cognex Corp                                        | Cognex Corp.                                                 | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |        464 | NS      | $25399.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased USD / Sold THB                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-95.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-3105.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                        | Purchased EUR / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | XX        |          1 | NC      | $-1414.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sitio Royalties Corp                               | Sitio Royalties Corp.                                        | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        787 | NS      | $20910.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                                     | Littelfuse, Inc.                                             | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |         99 | NS      | $25412.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |    2770648 | OU      | $71133.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch International Ltd.   | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | KR        |          1 | NC      | $84.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-758.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold CZK                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-5961.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                  | Option                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -77 | NC      | $-21681.04    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| IG Group Holdings PLC                              | IG Group Holdings PLC                                        | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |      11069 | NS      | $108833.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                 | Purchased USD / Sold TWD                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-2560.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Global PLC                                 | Liberty Global PLC                                           | CUSIP: 000000000<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |       9076 | NS      | $196858.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                                  | Acuity Brands, Inc.                                          | CUSIP: 00508Y102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -1037 | NS      | $-195495.24   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |          1 | NC      | $-814.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Option                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        300 | NC      | $4500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                                       | Parsons Corp.                                                | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Short            | EC               | CORP              | US        |     -23950 | NS      | $-1042304.00  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased SGD / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |          1 | NC      | $534.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Swap                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    1179923 | OU      | $-56789.41    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold HUF                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-5044.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                              | GFL Environmental, Inc.                                      | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               | CORP              | CA        |      60410 | NS      | $1864252.60   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                                   | Weis Markets, Inc.                                           | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        270 | NS      | $23311.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                             | Jones Lang LaSalle, Inc.                                     | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Short            | EC               | CORP              | US        |      -1950 | NS      | $-360496.50   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                                | Cal-Maine Foods, Inc.                                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       7514 | NS      | $429951.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased CHF / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |          1 | NC      | $1450.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FormFactor Inc                                     | FormFactor, Inc.                                             | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |        975 | NS      | $27436.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                     | TechnipFMC PLC                                               | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |      13360 | NS      | $185570.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                         | Korn Ferry                                                   | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |        443 | NS      | $23917.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased CNY / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |          1 | NC      | $195.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Parkland Corp                                      | Parkland Corp.                                               | CUSIP: 70137W108<br>LEI: 549300UY5C6HUV0XLS53 | Short            | EC               | CORP              | CA        |      -6710 | NS      | $-157645.03   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                        | Goldman Sachs Group, Inc.                                    | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       1645 | NS      | $601757.45    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased USD / Sold EUR                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-124.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                      | Purchased USD / Sold NOK                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $431.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN PRIME BROKER EUR                       | Collateral Position                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | DE        |     301208 | NS      | $327458.19    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd                       | Genco Shipping & Trading Ltd.                                | CUSIP: 000000000<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | MH        |       1498 | NS      | $27173.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Merrill Lynch International Ltd.   | Purchased USD / Sold PEN                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $-439.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased USD / Sold SEK                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $41.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Downer EDI Ltd                                     | Downer EDI Ltd.                                              | CUSIP: 000000000<br>LEI: 254900DIW3F7OMWAO951 | Long             | EC               | CORP              | AU        |      46481 | NS      | $124385.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Preferred Bank/Los Angeles CA                      | Preferred Bank                                               | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |        206 | NS      | $14652.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| thyssenkrupp AG                                    | thyssenkrupp AG                                              | CUSIP: 000000000<br>LEI: 549300UDG16DOYUPR330 | Long             | EC               | CORP              | DE        |      14224 | NS      | $111741.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Co                                         | Carvana Co.                                                  | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Short            | EC               | CORP              | US        |      -2239 | NS      | $-22770.63    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                        | Rollins, Inc.                                                | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |        612 | NS      | $22276.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The                            | Bank of Nova Scotia                                          | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Short            | EC               | CORP              | CA        |     -17080 | NS      | $-924634.47   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                                  | Acuity Brands, Inc.                                          | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        135 | NS      | $25450.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased JPY / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |          1 | NC      | $5464.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bloomin' Brands Inc                                | Bloomin' Brands, Inc.                                        | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Short            | EC               | CORP              | US        |    -129404 | NS      | $-3138047.00  | -0.89%            |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                           | Ipsen SA                                                     | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |        995 | NS      | $104509.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Datadog Inc                                        | Datadog, Inc.                                                | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Short            | EC               | CORP              | US        |      -2306 | NS      | $-172511.86   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                               | Freeport-McMoRan, Inc.                                       | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      20416 | NS      | $910961.92    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                         | Macy's, Inc.                                                 | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |       3270 | NS      | $77270.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold SEK                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $782.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-2182.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines Group Inc                        | American Airlines Group, Inc.                                | CUSIP: 02376R102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -63540 | NS      | $-1025535.60  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased SGD / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |          1 | NC      | $1405.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysco Corp                                         | Sysco Corp.                                                  | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       7420 | NS      | $574753.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                | Purchased MXN / Sold USD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | MX        |          1 | NC      | $2988.34      | 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      | $-1108.53     | -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      | $241.41       | 0.00%             |  |  |  | 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      | $-386.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                     | Canadian Natural Resources Ltd.                              | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |       7510 | NS      | $460968.55    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Tire Corp Ltd                             | Canadian Tire Corp. Ltd.                                     | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Short            | EC               | CORP              | CA        |      -5480 | NS      | $-651562.14   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-1093.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marten Transport Ltd                               | Marten Transport Ltd.                                        | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1133 | NS      | $25027.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc                        | Healthcare Realty Trust, Inc.                                | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Short            | EC               |  | US        |     -33355 | NS      | $-718133.15   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-2190.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Photronics Inc                                     | Photronics, Inc.                                             | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |       1302 | NS      | $23592.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Limited                                        | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   62343000 | OU      | $138764.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc         | Fidelity National Information Services, Inc.                 | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       9805 | NS      | $735767.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                             | Cathay General Bancorp                                       | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |        547 | NS      | $24046.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co                                  | Erie Indemnity Co.                                           | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |         88 | NS      | $21502.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                         | Watsco, Inc.                                                 | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |         87 | NS      | $25001.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Swap                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     703660 | OU      | $19409.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AssetMark Financial Holdings Inc                   | AssetMark Financial Holdings, Inc.                           | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |        329 | NS      | $8731.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased MYR / Sold USD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | MY        |          1 | NC      | $2443.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                         | Boliden AB                                                   | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |       5076 | NS      | $227795.54    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fabrinet                                           | Fabrinet                                                     | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |        174 | NS      | $22908.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    2171782 | OU      | $20379.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                 | Purchased USD / Sold TWD                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-325.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased HUF / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |          1 | NC      | $4674.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Louisiana-Pacific Corp                             | Louisiana-Pacific Corp.                                      | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |       1154 | NS      | $78575.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                            | G-III Apparel Group Ltd.                                     | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      26327 | NS      | $445452.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                  | Option                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       -138 | NC      | $-53409.52    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                 | Canadian Imperial Bank of Commerce                           | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Short            | EC               | CORP              | CA        |     -13550 | NS      | $-618561.50   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd                                       | WH Group Ltd.                                                | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |     662000 | NS      | $407702.22    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                        | Komatsu Ltd.                                                 | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      15500 | NS      | $380904.13    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      65142 | OU      | $4634.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-2572.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Russell 2000 ETF                           | iShares Russell 2000 ETF                                     | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Short            | EC               | RF                | US        |      -9492 | NS      | $-1817528.16  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-3339.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Polaris Inc                                        | Polaris, Inc.                                                | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Short            | EC               | CORP              | US        |      -9491 | NS      | $-1089946.44  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased MYR / Sold USD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | MY        |          1 | NC      | $2443.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                   | HF Sinclair Corp.                                            | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14403 | NS      | $819530.70    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                 | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-4216.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                   | FirstEnergy Corp.                                            | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      22717 | NS      | $930261.15    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                     | ServiceNow, Inc.                                             | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Short            | EC               | CORP              | US        |       -392 | NS      | $-178410.96   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                                 | Trade Desk, Inc.                                             | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Short            | EC               | CORP              | US        |     -20001 | NS      | $-1014050.70  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold SEK                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $506.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APA Corp                                           | APA Corp.                                                    | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       1590 | NS      | $70484.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                | American Express Co.                                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Short            | EC               | CORP              | US        |      -1384 | NS      | $-242103.12   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold ZAR                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $556.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-1343.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                     | Transocean, Inc.                                             | CUSIP: 893830BU2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    2000000 | PA      | $4300560.00   | 1.21%             | 2029-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Swiss Re AG                                        | Swiss Re AG                                                  | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |        538 | NS      | $56334.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                        | PepsiCo, Inc.                                                | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Short            | EC               | CORP              | US        |      -3920 | NS      | $-670398.40   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                 | Analog Devices, Inc.                                         | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       3073 | NS      | $526927.31    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                   | Roche Holding AG                                             | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        811 | NS      | $296859.09    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MTY Food Group Inc                                 | MTY Food Group, Inc.                                         | CUSIP: 55378N107<br>LEI: 5493004BLYNZ8OWF5Z08 | Short            | EC               | CORP              | CA        |      -6040 | NS      | $-312452.14   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                | Arista Networks, Inc.                                        | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Short            | EC               | CORP              | US        |      -1134 | NS      | $-142906.68   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Merrill Lynch International Ltd.   | Purchased USD / Sold CLP                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $-4532.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NVR Inc                                            | NVR, Inc.                                                    | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Short            | EC               | CORP              | US        |       -130 | NS      | $-685100.00   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                        | Purchased USD / Sold CAD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $197.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential PLC                                     | Prudential PLC                                               | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Short            | EC               | CORP              | GB        |      -4182 | NS      | $-69484.14    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Morrison Home Corp                          | Taylor Morrison Home Corp.                                   | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |        724 | NS      | $25919.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Option                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |        651 | NC      | $5208.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                             | F5, Inc.                                                     | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        158 | NS      | $23330.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold SEK                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $425.18       | 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      | $63.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Option                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         10 | NC      | $50.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                         | Pfizer, Inc.                                                 | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       8777 | NS      | $387592.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                       | VeriSign, Inc.                                               | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       4374 | NS      | $953750.70    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                        | Purchased USD / Sold NOK                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $32.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vitesse Energy Inc                                 | Vitesse Energy, Inc.                                         | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        177 | NS      | $2824.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                            | Perdoceo Education Corp.                                     | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |       1590 | NS      | $23802.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased USD / Sold IDR                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1691.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold EUR                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-23.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHORUS AVIATION INC                                | Chorus Aviation, Inc.                                        | CUSIP: 17040TAE2<br>LEI: 529900TODFT0W0C9NM47 | Long             | DBT              | CORP              | CA        |    2430000 | PA      | $1736275.22   | 0.49%             | 2026-06-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aecon Group Inc                                    | Aecon Group, Inc.                                            | CUSIP: 00762V109<br>LEI: 549300VROCXVWXFR8B83 | Short            | EC               | CORP              | CA        |     -43230 | NS      | $-364216.53   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                    | Bio-Techne Corp.                                             | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |        278 | NS      | $22145.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $745.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                            | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |        -13 | NC      | $-57317.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased USD / Sold THB                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $236.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     779081 | OU      | $4528.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased TWD / Sold USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TW        |          1 | NC      | $320.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                            | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | GB        |       -112 | NC      | $-42804.54    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc                              | Waste Connections, Inc.                                      | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |        827 | NS      | $109908.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $629.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased COP / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |          1 | NC      | $1665.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Option                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         50 | NC      | $2850.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WSP Global Inc                                     | WSP Global, Inc.                                             | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               | CORP              | CA        |       2720 | NS      | $346871.29    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                        | Chemed Corp.                                                 | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |         45 | NS      | $22731.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                       | State Street Institutional US Government Money Market Fund   | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   95871170 | NS      | $95871170.14  | 27.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                         | Verizon Communications, Inc.                                 | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      37592 | NS      | $1562699.44   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                      | BHP Group Ltd.                                               | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      18511 | NS      | $648294.67    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Assicurazioni Generali SpA                         | Assicurazioni Generali SpA                                   | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |       5778 | NS      | $112794.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                              | Molina Healthcare, Inc.                                      | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       1219 | NS      | $380120.77    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Aritzia Inc                                        | Aritzia, Inc.                                                | CUSIP: 04045U102<br>LEI: 549300U83HKFRL1EX527 | Long             | EC               | CORP              | CA        |       9110 | NS      | $328577.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased HUF / Sold USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |          1 | NC      | $3981.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold MYR                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-1383.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ArcBest Corp                                       | ArcBest Corp.                                                | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |        308 | NS      | $25702.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    1050221 | OU      | $-5140.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Automotive Properties Real Estate Investment Trust | Automotive Properties Real Estate Investment Trust           | CUSIP: 05329M104<br>LEI: N/A                  | Short            | EC               |  | CA        |      -3350 | NS      | $-31346.06    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                         | Raytheon Technologies Corp.                                  | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      13223 | NS      | $1320316.55   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Amyris Inc                                         | Amyris, Inc.                                                 | CUSIP: 03236M200<br>LEI: 549300BG17WCUK6EIM58 | Short            | EC               | CORP              | US        |     -25405 | NS      | $-40393.95    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| George Weston Ltd                                  | George Weston Ltd.                                           | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |       1200 | NS      | $154375.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies Inc                    | Napco Security Technologies, Inc.                            | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |        821 | NS      | $23784.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd                     | Fairfax Financial Holdings Ltd.                              | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       2440 | NS      | $1615364.17   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     871973 | OU      | $-57383.34    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NUVASIVE INC                                       | NuVasive, Inc.                                               | CUSIP: 670704AJ4<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | DBT              | CORP              | US        |     175000 | PA      | $157158.05    | 0.04%             | 2025-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                     | Globe Life, Inc.                                             | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       5100 | NS      | $616335.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                            | Eni SpA                                                      | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      47005 | NS      | $723323.60    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased PHP / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PH        |          1 | NC      | $1077.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     235081 | OU      | $-5938.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UFP Industries Inc                                 | UFP Industries, Inc.                                         | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |        278 | NS      | $26006.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased MYR / Sold USD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | MY        |          1 | NC      | $4873.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                            | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | DE        |        -11 | NC      | $-13513.28    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Merrill Lynch International Ltd.   | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $-1623.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                        | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-638.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| C3.ai Inc                                          | C3.ai, Inc.                                                  | CUSIP: 12468P104<br>LEI: 549300YDLK0YQO5B1V80 | Short            | EC               | CORP              | US        |       -206 | NS      | $-4089.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |          1 | NC      | $1771.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                                  | Nippon Steel Corp.                                           | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |      13600 | NS      | $283080.21    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased USD / Sold CAD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-2530.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased HUF / Sold USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |          1 | NC      | $6177.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk Inc                                       | Autodesk, Inc.                                               | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       3328 | NS      | $716052.48    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                           | Crowdstrike Holdings, Inc.                                   | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       6859 | NS      | $726368.10    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                        | Plexus Corp.                                                 | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Short            | EC               | CORP              | US        |       -928 | NS      | $-89078.72    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                                           | Volvo AB                                                     | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      11314 | NS      | $235033.92    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-305.34      | -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      | $227.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-2583.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Landstar System Inc                                | Landstar System, Inc.                                        | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |        135 | NS      | $23332.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                           | Allegro MicroSystems, Inc.                                   | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        730 | NS      | $27864.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |          1 | NC      | $1969.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                           | Rolls-Royce Holdings PLC                                     | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Short            | EC               | CORP              | GB        |    -593015 | NS      | $-775861.21   | -0.22%            |  |  |  | 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      | $1383.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-305.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Proto Labs Inc                                     | Proto Labs, Inc.                                             | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |        881 | NS      | $26958.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                           | Halozyme Therapeutics, Inc.                                  | CUSIP: 40637HAD1<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |     200000 | PA      | $188874.40    | 0.05%             | 2027-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Mueller Industries Inc                             | Mueller Industries, Inc.                                     | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |        364 | NS      | $23860.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold CLP                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-3607.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Warby Parker Inc                                   | Warby Parker, Inc.                                           | CUSIP: 93403J106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -17036 | NS      | $-275131.40   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                        | Target Corp.                                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Short            | EC               | CORP              | US        |      -3220 | NS      | $-554290.80   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| HeidelbergCement AG                                | HeidelbergCement AG                                          | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |        842 | NS      | $57775.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased GBP / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |          1 | NC      | $131.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federated Hermes Inc                               | Federated Hermes, Inc.                                       | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |        611 | NS      | $24012.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $802.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                           | Bayer AG                                                     | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |       9695 | NS      | $603464.64    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                      | Purchased USD / Sold NOK                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $462.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Interfor Corp                                      | Interfor Corp.                                               | CUSIP: 45868C109<br>LEI: 549300P4G5UZ3AMJE056 | Short            | EC               | CORP              | CA        |     -34240 | NS      | $-684774.27   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                | Purchased USD / Sold CLP                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-2504.64     | -0.00%            |  |  |  | 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      | $2255.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                             | Advance Auto Parts, Inc.                                     | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |       1075 | NS      | $163701.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Swap                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     478267 | OU      | $-667.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    1104311 | OU      | $-28919.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LPL Financial Holdings Inc                         | LPL Financial Holdings, Inc.                                 | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       1675 | NS      | $397176.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                               | Cleveland-Cliffs, Inc.                                       | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |       2683 | NS      | $57282.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                              | LeMaitre Vascular, Inc.                                      | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |        493 | NS      | $23259.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                             | Roper Technologies, Inc.                                     | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       2339 | NS      | $998168.25    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                  | Devon Energy Corp.                                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       1130 | NS      | $71461.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-732.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                       | LyondellBasell Industries NV                                 | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |        794 | NS      | $76771.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-3280.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased CZK / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CZ        |          1 | NC      | $2005.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Option                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        425 | NC      | $21250.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New Relic Inc                                      | New Relic, Inc.                                              | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |      18763 | NS      | $1145481.15   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                             | Skyworks Solutions, Inc.                                     | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |        240 | NS      | $26320.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                 | Purchased TWD / Sold USD                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | TW        |          1 | NC      | $867.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                     | Microsoft Corp.                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Short            | EC               | CORP              | US        |       -726 | NS      | $-179910.06   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                           | LKQ Corp.                                                    | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |        414 | NS      | $24409.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                              | Texas Instruments, Inc.                                      | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Short            | EC               | CORP              | US        |      -2026 | NS      | $-359027.46   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |          1 | NC      | $2039.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trican Well Service Ltd                            | Trican Well Service Ltd.                                     | CUSIP: 895945103<br>LEI: 5493003PMAE3KEW1DL91 | Long             | EC               | CORP              | CA        |     167170 | NS      | $432200.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    1560545 | OU      | $11441.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leon's Furniture Ltd                               | Leon's Furniture Ltd.                                        | CUSIP: 526682109<br>LEI: 549300L1VH4AT8EH7A33 | Short            | EC               | CORP              | CA        |      -3480 | NS      | $-49170.64    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold THB                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-5510.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CyberAgent Inc                                     | CyberAgent, Inc.                                             | CUSIP: 000000000<br>LEI: 3538006T5KZABPGS8Q08 | Short            | EC               | CORP              | JP        |     -75900 | NS      | $-709813.02   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased PHP / Sold USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PH        |          1 | NC      | $211.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                                | Exact Sciences Corp.                                         | CUSIP: 30063PAC9<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |     250000 | PA      | $223271.50    | 0.06%             | 2028-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch International Ltd.   | Purchased PEN / Sold USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | PE        |          1 | NC      | $-251.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                           | United Natural Foods, Inc.                                   | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |       7738 | NS      | $322055.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                            | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | GB        |        -48 | NC      | $-11243.59    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core S&P/TSX Capped Composite Index ETF    | iShares Core S&P/TSX Capped Composite Index ETF              | CUSIP: 46430J101<br>LEI: O5JWKF75JAEILPGUAH40 | Short            | EC               | RF                | CA        |    -170990 | NS      | $-4251136.15  | -1.20%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                 | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | IN        |          1 | NC      | $578.61       | 0.00%             |  |  |  | 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      | $1872.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |          1 | NC      | $80.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                        | Purchased GBP / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | GB        |          1 | NC      | $-6.15        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                        | Purchased EUR / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | XX        |          1 | NC      | $-15.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                            | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | GB        |        -16 | NC      | $-1282.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Gjensidige Forsikring ASA                          | Gjensidige Forsikring ASA                                    | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Short            | EC               | CORP              | NO        |      -7723 | NS      | $-138808.95   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased CLP / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CL        |          1 | NC      | $5194.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLOOMIN BRANDS INC                                 | Bloomin' Brands, Inc.                                        | CUSIP: 094235AB4<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $3220845.00   | 0.91%             | 2025-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings Inc                               | Kinetik Holdings, Inc.                                       | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4082 | NS      | $127725.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased NZD / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |          1 | NC      | $4447.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                      | Sumitomo Corp.                                               | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      89700 | NS      | $1610108.62   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased MXN / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |          1 | NC      | $1799.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                            | SSAB AB                                                      | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |      36259 | NS      | $247092.88    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Pure Storage Inc                                   | Pure Storage, Inc.                                           | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Short            | EC               | CORP              | US        |      -6786 | NS      | $-196386.84   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-148.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN PRIME BROKER JPY                       | Collateral Position                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | JP        |  -17190294 | NS      | $-132065.41   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased EUR / Sold USD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $4.63         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    2210724 | OU      | $131330.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Franco-Nevada Corp                                 | Franco-Nevada Corp.                                          | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       2550 | NS      | $374085.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                                    | Norsk Hydro ASA                                              | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |      28150 | NS      | $228235.91    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                          | CK Hutchison Holdings Ltd.                                   | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |     159000 | NS      | $1011868.22   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     789535 | OU      | $-170252.73   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                        | Purchased USD / Sold AUD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-622.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold THB                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-2021.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | Purchased USD / Sold ZAR                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $903.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-2362.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SNC-Lavalin Group Inc                              | SNC-Lavalin Group, Inc.                                      | CUSIP: 78460T105<br>LEI: UL01OYG5OMLM5G6CFM03 | Long             | EC               | CORP              | CA        |       5330 | NS      | $114367.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |      68395 | OU      | $-14500.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased SEK / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |          1 | NC      | $-449.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Osisko Gold Royalties Ltd                          | Osisko Gold Royalties Ltd.                                   | CUSIP: 68827L101<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |      16370 | NS      | $219030.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $1395.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                        | Purchased USD / Sold CAD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-661.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intrepid Potash Inc                                | Intrepid Potash, Inc.                                        | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |        753 | NS      | $24645.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |          1 | NC      | $2552.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurizon Holdings Ltd                               | Aurizon Holdings Ltd.                                        | CUSIP: 000000000<br>LEI: 5299005PC1O6NOWL3H48 | Long             | EC               | CORP              | AU        |       8975 | NS      | $23458.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                        | Purchased NOK / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | NO        |          1 | NC      | $-24.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased USD / Sold JPY                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-2037.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-2362.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bure Equity AB                                     | Bure Equity AB                                               | CUSIP: 000000000<br>LEI: 5493000EHCBQ7QQBGX32 | Short            | EC               | CORP              | SE        |      -5261 | NS      | $-132515.17   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| PARSONS CORP                                       | Parsons Corp.                                                | CUSIP: 70202LAB8<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1630875.00   | 0.46%             | 2025-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                          | Rogers Communications, Inc.                                  | CUSIP: 775109200<br>LEI: 54930030NVF3Y2OL0A78 | Long             | EC               | CORP              | CA        |      23827 | NS      | $1159183.55   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                 | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | IN        |          1 | NC      | $-23.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                   | Bank of New York Mellon Corp.                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       7333 | NS      | $370829.81    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased CAD / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |          1 | NC      | $951.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       3750 | NS      | $364987.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                        | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-393.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                            | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |        -13 | NC      | $-28899.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Sumo Logic Inc                                     | Sumo Logic, Inc.                                             | CUSIP: 86646P103<br>LEI: 549300L85NQSIULERR88 | Long             | EC               | CORP              | US        |      17800 | NS      | $210574.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased USD / Sold SEK                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $57.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | Purchased USD / Sold CZK                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-5299.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                       | Pioneer Natural Resources Co.                                | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |        304 | NS      | $70026.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold PLN                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-1102.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-1889.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    1659993 | OU      | $31109.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ManpowerGroup Inc                                  | ManpowerGroup, Inc.                                          | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Short            | EC               | CORP              | US        |      -2088 | NS      | $-181990.08   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased GBP / Sold USD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | GB        |          1 | NC      | $-370.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enphase Energy Inc                                 | Enphase Energy, Inc.                                         | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Short            | EC               | CORP              | US        |       -815 | NS      | $-180424.70   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                              | Tenet Healthcare Corp.                                       | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       1079 | NS      | $59183.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                         | CF Industries Holdings, Inc.                                 | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       7577 | NS      | $641771.90    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       4101 | OU      | $415.14       | 0.00%             |  |  |  | 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      | $204.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                       | Monolithic Power Systems, Inc.                               | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |         61 | NS      | $26020.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                        | Gentex Corp.                                                 | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |        823 | NS      | $24286.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                        | John B Sanfilippo & Son, Inc.                                | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |        273 | NS      | $23071.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                                   | Shutterstock, Inc.                                           | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |        417 | NS      | $31387.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stella-Jones Inc                                   | Stella-Jones, Inc.                                           | CUSIP: 85853F105<br>LEI: 5493007LOVNNLYJ6KZ35 | Long             | EC               | CORP              | CA        |      10270 | NS      | $373735.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-1675.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold HUF                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-3017.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corp                       | Wheaton Precious Metals Corp.                                | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |       6590 | NS      | $301426.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $456.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBIZ Inc                                           | CBIZ, Inc.                                                   | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |        479 | NS      | $22795.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                        | Future                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -46 | NC      | $-246902.67   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc                               | Summit Materials, Inc.                                       | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Short            | EC               | CORP              | US        |      -6470 | NS      | $-212604.20   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                        | Purchased GBP / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | GB        |          1 | NC      | $-8.61        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                        | NN Group NV                                                  | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |       3873 | NS      | $168274.40    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch International Ltd.   | Purchased USD / Sold IDR                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $-2041.85     | -0.00%            |  |  |  | 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      | $2393.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased SGD / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |          1 | NC      | $1253.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DREAM Unlimited Corp                               | DREAM Unlimited Corp.                                        | CUSIP: 26153M507<br>LEI: 549300OLZNGGLFVS4206 | Long             | EC               | CORP              | CA        |      14410 | NS      | $302918.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptimmune Therapeutics Plc                       | Adaptimmune Therapeutics PLC                                 | CUSIP: 00653A107<br>LEI: 549300UUNWK8TRT5EW12 | Long             | EC               | CORP              | GB        |      16913 | NS      | $31627.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                       | AutoZone, Inc.                                               | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         22 | NS      | $53654.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc                                      | Wolfspeed, Inc.                                              | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Short            | EC               | CORP              | US        |       -320 | NS      | $-24643.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold CLP                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-6812.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Payfare Inc                                        | Payfare, Inc.                                                | CUSIP: 70437C109<br>LEI: 984500BA0D5FD364F462 | Long             | EC               | CORP              | CA        |      58150 | NS      | $250859.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased MYR / Sold USD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | MY        |          1 | NC      | $4873.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                              | STMicroelectronics NV                                        | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Short            | EC               | CORP              | NL        |     -14503 | NS      | $-682921.75   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| PubMatic Inc                                       | PubMatic, Inc.                                               | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1712 | NS      | $26244.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                       | Comcast Corp.                                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Short            | EC               | CORP              | US        |      -3142 | NS      | $-123637.70   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Portillo's Inc                                     | Portillo's, Inc.                                             | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2590 | NS      | $58430.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-60.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                           | Ameriprise Financial, Inc.                                   | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        219 | NS      | $76676.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                 | HCA Healthcare, Inc.                                         | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        217 | NS      | $55350.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                     | Five Below, Inc.                                             | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       3380 | NS      | $666299.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                 | Home Depot, Inc.                                             | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Short            | EC               | CORP              | US        |      -2085 | NS      | $-675894.45   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Swap                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     589985 | OU      | $116834.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold PLN                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-465.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cascades Inc                                       | Cascades, Inc.                                               | CUSIP: 146900105<br>LEI: FPD41G4F3GH7OJ38TS94 | Short            | EC               | CORP              | CA        |     -19710 | NS      | $-136431.63   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group Inc/The                              | Hackett Group, Inc.                                          | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |       1102 | NS      | $24354.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                            | XPO, Inc.                                                    | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |       1025 | NS      | $40856.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased PHP / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PH        |          1 | NC      | $2178.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch International Ltd.   | Purchased USD / Sold TWD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $-2129.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gevo Inc                                           | Gevo, Inc.                                                   | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Short            | EC               | CORP              | US        |     -74725 | NS      | $-158417.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                       | Glencore PLC                                                 | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     143527 | NS      | $961183.34    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Ethan Allen Interiors Inc                          | Ethan Allen Interiors, Inc.                                  | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        826 | NS      | $23739.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-116.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Copart Inc                                         | Copart, Inc.                                                 | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |        369 | NS      | $24579.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                      | Purchased GBP / Sold USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $459.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                               | Lockheed Martin Corp.                                        | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Short            | EC               | CORP              | US        |       -752 | NS      | $-348371.52   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-413.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                             | Diamondback Energy, Inc.                                     | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |        499 | NS      | $72913.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc                       | MSC Industrial Direct Co., Inc.                              | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |        279 | NS      | $23073.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold EUR                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $600.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinsale Capital Group Inc                          | Kinsale Capital Group, Inc.                                  | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |         84 | NS      | $23388.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |          1 | NC      | $-675.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NVR Inc                                            | NVR, Inc.                                                    | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         14 | NS      | $73780.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-335.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    1262233 | OU      | $-11513.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CACI International Inc                             | CACI International, Inc.                                     | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |         77 | NS      | $23722.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                              | Antero Resources Corp.                                       | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |        584 | NS      | $16842.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased CAD / Sold USD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |          1 | NC      | $47.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                            | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | DE        |        210 | NC      | $366424.01    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                         | Humana, Inc.                                                 | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        660 | NS      | $337722.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                 | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-665.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Quanex Building Products Corp                      | Quanex Building Products Corp.                               | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |        620 | NS      | $16051.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold AUD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-4067.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                          | Keysight Technologies, Inc.                                  | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       1460 | NS      | $261851.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                      | Kroger Co.                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        638 | NS      | $28473.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO S&P 500 Index ETF                              | BMO S&P 500 Index ETF                                        | CUSIP: 05575T100<br>LEI: 549300C28WWK4F0L7Y16 | Short            | EC               | RF                | CA        |     -11960 | NS      | $-533662.92   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-253.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hess Corp                                          | Hess Corp.                                                   | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Short            | EC               | CORP              | US        |       -278 | NS      | $-41744.48    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings Inc                              | Hawaiian Holdings, Inc.                                      | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Short            | EC               | CORP              | US        |     -20660 | NS      | $-254531.20   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                               | Matador Resources Co.                                        | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |        210 | NS      | $13893.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health & Wellness Co Inc                     | Petco Health & Wellness Co., Inc.                            | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |      34611 | NS      | $404602.59    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold AUD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-6858.40     | -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      | $-1756.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pinterest Inc                                      | Pinterest, Inc.                                              | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3456 | NS      | $90858.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS PRIME BROKER NOK                     | Collateral Position                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | NO        |         40 | NS      | $4.06         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                               | Commercial Metals Co.                                        | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |        134 | NS      | $7272.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Mining Corp                                 | Lundin Mining Corp.                                          | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Short            | EC               | CORP              | CA        |     -18820 | NS      | $-142435.38   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Solvay SA                                          | Solvay SA                                                    | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |      10026 | NS      | $1168344.75   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                    | Weyerhaeuser Co.                                             | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Short            | EC               |  | US        |      -4980 | NS      | $-171461.40   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Capital Power Corp                                 | Capital Power Corp.                                          | CUSIP: 14042M102<br>LEI: 549300QRKTEXGXYVPO80 | Short            | EC               | CORP              | CA        |     -10070 | NS      | $-338378.64   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                            | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | DE        |         34 | NC      | $58216.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold IDR                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-1713.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Apartment Properties REIT                 | Canadian Apartment Properties REIT                           | CUSIP: 134921105<br>LEI: 549300B1MYVTQEB2DI90 | Long             | EC               |  | CA        |      30960 | NS      | $1144813.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrion Corp                                        | Atrion Corp.                                                 | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         40 | NS      | $27492.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                        | Purchased USD / Sold NOK                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $41.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased MXN / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |          1 | NC      | $67.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synopsys Inc                                       | Synopsys, Inc.                                               | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |         70 | NS      | $24762.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased MXN / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |          1 | NC      | $1037.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiera Capital Corp                                 | Fiera Capital Corp.                                          | CUSIP: 31660A103<br>LEI: 549300KJAKQN5OEO4N05 | Short            | EC               | CORP              | CA        |     -48980 | NS      | $-345663.22   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    1757828 | OU      | $-51023.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                        | Ovintiv, Inc.                                                | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1416 | NS      | $69709.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc/Canada                            | Energy Fuels, Inc.                                           | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Short            | EC               | CORP              | CA        |     -37900 | NS      | $-279432.57   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                          | Apple, Inc.                                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      10993 | NS      | $1586179.97   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                              | Lantheus Holdings, Inc.                                      | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |       6443 | NS      | $370472.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                                     | PriceSmart, Inc.                                             | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |        107 | NS      | $7951.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc                 | Cogent Communications Holdings, Inc.                         | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6485 | NS      | $444676.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                | Purchased CHF / Sold USD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CH        |          1 | NC      | $100.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Monarch Casino & Resort Inc                        | Monarch Casino & Resort, Inc.                                | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |        289 | NS      | $22143.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |    1297803 | OU      | $40592.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                 | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | IN        |          1 | NC      | $475.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                        | Purchased GBP / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | GB        |          1 | NC      | $586.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp                                       | Danaher Corp.                                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        860 | NS      | $227366.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold PLN                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-991.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold PEN                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-107.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Paladin Energy Ltd                                 | Paladin Energy Ltd.                                          | CUSIP: 000000000<br>LEI: 549300M44UTJAP8J6B37 | Short            | EC               | CORP              | AU        |    -677634 | NS      | $-413239.31   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-1343.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold SEK                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $30.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch International Ltd.   | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $-249.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash Inc                                       | DoorDash, Inc.                                               | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Short            | EC               | CORP              | US        |     -11126 | NS      | $-644417.92   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| voestalpine AG                                     | voestalpine AG                                               | CUSIP: 000000000<br>LEI: 529900ZAXBMQDIWPNB72 | Long             | EC               | CORP              | AT        |       5289 | NS      | $175735.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lamar Advertising Co                               | Lamar Advertising Co.                                        | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Short            | EC               |  | US        |      -3208 | NS      | $-341780.32   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd                 | Norwegian Cruise Line Holdings Ltd.                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | BM        |     -12196 | NS      | $-185501.16   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased GBP / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |          1 | NC      | $471.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANSYS Inc                                          | ANSYS, Inc.                                                  | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |         93 | NS      | $24771.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased USD / Sold MYR                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-136.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U-Haul Holding Co                                  | U-Haul Holding Co.                                           | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |       1130 | NS      | $75743.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                                      | MarineMax, Inc.                                              | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |        705 | NS      | $22031.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                         | HEICO Corp.                                                  | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       1516 | NS      | $202658.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyliion Holdings Corp                              | Hyliion Holdings Corp.                                       | CUSIP: 449109107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -5840 | NS      | $-20907.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                           | Builders FirstSource, Inc.                                   | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       1037 | NS      | $82648.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                 | Vodafone Group PLC                                           | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |     731174 | NS      | $843637.90    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| H&R Real Estate Investment Trust                   | H&R Real Estate Investment Trust                             | CUSIP: 403925407<br>LEI: 549300TGNP6B6GUVGW10 | Long             | EC               |  | CA        |      98340 | NS      | $961559.81    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                      | Jefferies Financial Group, Inc.                              | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |       1889 | NS      | $74199.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-2993.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |          1 | NC      | $2181.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IWG PLC                                            | IWG PLC                                                      | CUSIP: 000000000<br>LEI: 2138003LWDII27UTAG52 | Short            | EC               | CORP              | JE        |     -52809 | NS      | $-121152.90   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold CZK                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-1897.43     | -0.00%            |  |  |  | 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      | $205.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased SEK / Sold USD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | SE        |          1 | NC      | $-3948.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pilbara Minerals Ltd                               | Pilbara Minerals Ltd.                                        | CUSIP: 000000000<br>LEI: 5299000VV1CZVF5K9C16 | Long             | EC               | CORP              | AU        |      32977 | NS      | $112185.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CINEMARK HOLDINGS INC                              | Cinemark Holdings, Inc.                                      | CUSIP: 17243VAB8<br>LEI: 549300LL2QMPTYIE0K55 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3333000.00   | 0.94%             | 2025-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Shopify Inc                                        | Shopify, Inc.                                                | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Short            | EC               | CORP              | CA        |      -2800 | NS      | $-137985.04   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                   | Bank of Montreal                                             | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |       3400 | NS      | $342176.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc                       | Medical Properties Trust, Inc.                               | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |      31939 | NS      | $413610.05    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                               | Targa Resources Corp.                                        | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Short            | EC               | CORP              | US        |      -7050 | NS      | $-528891.00   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                | Purchased AUD / Sold USD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | AU        |          1 | NC      | $2091.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold SEK                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-696.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased SGD / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SG        |          1 | NC      | $2013.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allied Properties Real Estate Investment Trust     | Allied Properties Real Estate Investment Trust               | CUSIP: 019456102<br>LEI: 549300AMZMPKVHA0MY77 | Short            | EC               |  | CA        |      -3500 | NS      | $-78072.98    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                           | Winnebago Industries, Inc.                                   | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Short            | EC               | CORP              | US        |      -2917 | NS      | $-185754.56   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                             | Patrick Industries, Inc.                                     | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Short            | EC               | CORP              | US        |      -2560 | NS      | $-181683.20   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                               | Howmet Aerospace, Inc.                                       | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       3270 | NS      | $133056.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc                                        | Wayfair, Inc.                                                | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               | CORP              | US        |      -9900 | NS      | $-598950.00   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                     | Halliburton Co.                                              | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Short            | EC               | CORP              | US        |      -6660 | NS      | $-274525.20   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                              | New York Times Co.                                           | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |        690 | NS      | $24039.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | Purchased PEN / Sold USD                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | PE        |          1 | NC      | $8.74         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                      | Purchased USD / Sold NOK                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $724.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| South32 Ltd                                        | South32 Ltd.                                                 | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |      55976 | NS      | $179622.99    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                   | ArcelorMittal SA                                             | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |       7230 | NS      | $224295.73    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division   | Future                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -83 | NC      | $-97195.72    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                              | Nabors Industries Ltd.                                       | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | BM        |       3046 | NS      | $540786.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NextDecade Corp                                    | NextDecade Corp.                                             | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Short            | EC               | CORP              | US        |     -18746 | NS      | $-112288.54   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp                     | Metropolitan Bank Holding Corp.                              | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        137 | NS      | $8135.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grifols SA                                         | Grifols SA                                                   | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EC               | CORP              | ES        |      53741 | NS      | $711425.99    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased THB / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TH        |          1 | NC      | $2603.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brady Corp                                         | Brady Corp.                                                  | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |        475 | NS      | $25398.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAE Inc                                            | CAE, Inc.                                                    | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |      29895 | NS      | $675627.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased PLN / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |          1 | NC      | $190.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| World Wrestling Entertainment Inc                  | World Wrestling Entertainment, Inc.                          | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Short            | EC               | CORP              | US        |     -38243 | NS      | $-3236122.66  | -0.91%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                        | Purchased CAD / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | CA        |          1 | NC      | $226.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold CZK                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-610.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                        | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-1601.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Herbalife Nutrition Ltd                            | Herbalife Nutrition Ltd.                                     | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Short            | EC               | CORP              | KY        |     -73330 | NS      | $-1288408.10  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                                        | Wayfair, Inc.                                                | CUSIP: 94419LAF8<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $1855059.15   | 0.52%             | 2026-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Sartorius Stedim Biotech                           | Sartorius Stedim Biotech                                     | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |       2142 | NS      | $747190.02    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| elf Beauty Inc                                     | elf Beauty, Inc.                                             | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |        422 | NS      | $24286.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased SGD / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |          1 | NC      | $211.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold SEK                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $1003.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Holdings Inc                               | OneMain Holdings, Inc.                                       | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Short            | EC               | CORP              | US        |      -4070 | NS      | $-175579.80   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    1568929 | OU      | $-45647.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                | Kimberly-Clark Corp.                                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       5021 | NS      | $652780.21    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                                       | Medifast, Inc.                                               | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |        191 | NS      | $21286.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc                              | Avis Budget Group, Inc.                                      | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Short            | EC               | CORP              | US        |       -658 | NS      | $-131626.32   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Matthey PLC                                | Johnson Matthey PLC                                          | CUSIP: 000000000<br>LEI: 2138001AVBSD1HSC6Z10 | Short            | EC               | CORP              | GB        |      -1010 | NS      | $-28212.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Installed Building Products Inc                    | Installed Building Products, Inc.                            | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |        245 | NS      | $26972.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold NOK                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $367.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-194.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased PLN / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |          1 | NC      | $3102.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch International Ltd.   | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $-77.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMYRIS INC                                         | Amyris, Inc.                                                 | CUSIP: 03236MAJ0<br>LEI: 549300BG17WCUK6EIM58 | Long             | DBT              | CORP              | US        |     685000 | PA      | $216673.72    | 0.06%             | 2026-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pantheon Resources PLC                             | Pantheon Resources PLC                                       | CUSIP: 000000000<br>LEI: 213800SWHY5DNQS64J23 | Short            | EC               | CORP              | GB        |     -30698 | NS      | $-18983.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold CZK                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-3208.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Saputo Inc                                         | Saputo, Inc.                                                 | CUSIP: 802912105<br>LEI: 549300HH4U1DPY0TBT90 | Long             | EC               | CORP              | CA        |      50180 | NS      | $1383339.52   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                         | Charter Communications, Inc.                                 | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        600 | NS      | $230586.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                               | Deckers Outdoor Corp.                                        | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |         58 | NS      | $24793.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ritchie Bros Auctioneers Inc                       | Ritchie Bros Auctioneers, Inc.                               | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |       8970 | NS      | $542415.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                | Purchased USD / Sold AUD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $1278.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased HUF / Sold USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |          1 | NC      | $601.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-3490.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                    | Weyerhaeuser Co.                                             | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |        726 | NS      | $24996.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                        | Purchased AUD / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | AU        |          1 | NC      | $669.94       | 0.00%             |  |  |  | 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      | $2279.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                        | Bayerische Motoren Werke AG                                  | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |       1322 | NS      | $125244.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased CHF / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |          1 | NC      | $282.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased MYR / Sold USD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | MY        |          1 | NC      | $4923.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                | Delta Air Lines, Inc.                                        | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      17850 | NS      | $697935.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold MXN                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-63.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aurubis AG                                         | Aurubis AG                                                   | CUSIP: 000000000<br>LEI: 5299005SHIN9ZK7GW242 | Long             | EC               | CORP              | DE        |       1141 | NS      | $120668.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased TWD / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |          1 | NC      | $468.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased PLN / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |          1 | NC      | $1350.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold SEK                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $682.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                            | O'Reilly Automotive, Inc.                                    | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Short            | EC               | CORP              | US        |       -400 | NS      | $-316940.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Hydro One Ltd                                      | Hydro One Ltd.                                               | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Short            | EC               | CORP              | CA        |     -33420 | NS      | $-913772.20   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                              | Cinemark Holdings, Inc.                                      | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Short            | EC               | CORP              | US        |    -146320 | NS      | $-1747060.80  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                               | Las Vegas Sands Corp.                                        | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       9850 | NS      | $581150.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc                                   | MDC Holdings, Inc.                                           | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |        693 | NS      | $26167.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                        | Purchased USD / Sold THB                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-485.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T Rowe Price Group Inc                             | T Rowe Price Group, Inc.                                     | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        201 | NS      | $23410.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp NV                      | Sapiens International Corp. NV                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       1176 | NS      | $26648.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPLUNK INC                                         | Splunk, Inc.                                                 | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |     220000 | PA      | $189223.32    | 0.05%             | 2027-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Thor Industries Inc                                | Thor Industries, Inc.                                        | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |        869 | NS      | $82841.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased THB / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |          1 | NC      | $-249.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MicroVision Inc                                    | MicroVision, Inc.                                            | CUSIP: 594960304<br>LEI: 5299001A8NIHHA9KOY43 | Short            | EC               | CORP              | US        |      -8164 | NS      | $-20491.64    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased PHP / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PH        |          1 | NC      | $1664.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CERIDIAN HCM HOLDING INC                           | Ceridian HCM Holding, Inc.                                   | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |     215000 | PA      | $194194.24    | 0.05%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIME BROKER SEK                     | Collateral Position                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | SE        |        513 | NS      | $49.05        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                 | Coca-Cola Europacific Partners PLC                           | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |      12350 | NS      | $694317.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased SGD / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SG        |          1 | NC      | $2013.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-1147.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Steven Madden Ltd                                  | Steven Madden Ltd.                                           | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |        700 | NS      | $25095.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Merrill Lynch International Ltd.   | Purchased COP / Sold USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | CO        |          1 | NC      | $-1011.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                      | Live Nation Entertainment, Inc.                              | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |      -7490 | NS      | $-602870.10   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                          | Tesla, Inc.                                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Short            | EC               | CORP              | US        |      -2573 | NS      | $-445695.06   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $32.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dave & Buster's Entertainment Inc                  | Dave & Buster's Entertainment, Inc.                          | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      18654 | NS      | $808650.90    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp                             | Chesapeake Energy Corp.                                      | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       2135 | NS      | $185147.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-944.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Birchcliff Energy Ltd                              | Birchcliff Energy Ltd.                                       | CUSIP: 090697103<br>LEI: 5493000BBN3EF2L0XW29 | Short            | EC               | CORP              | CA        |     -97640 | NS      | $-625958.59   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                        | Purchased AUD / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | AU        |          1 | NC      | $281.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased USD / Sold THB                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-95.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lattice Semiconductor Corp                         | Lattice Semiconductor Corp.                                  | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |        333 | NS      | $25238.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ZA        |          1 | NC      | $-829.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global Inc                                     | S&P Global, Inc.                                             | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       3710 | NS      | $1391027.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                              | Rivian Automotive, Inc.                                      | CUSIP: 76954A103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -34275 | NS      | $-664935.00   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                   | West Pharmaceutical Services, Inc.                           | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |         95 | NS      | $25232.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carillon Reams Unconstrained Bond Fund             | Carillon Reams Unconstrained Bond Fund                       | CUSIP: 14214M724<br>LEI: 549300MVU3XYYWJ6RX19 | Long             | EC               | RF                | US        |     161045 | NS      | $1955080.98   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                  | Future                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         59 | NC      | $88562.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |          1 | NC      | $2255.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ceres Power Holdings PLC                           | Ceres Power Holdings PLC                                     | CUSIP: 000000000<br>LEI: 213800N7AAHSXQUOA733 | Short            | EC               | CORP              | GB        |      -9982 | NS      | $-58759.68    | -0.02%            |  |  |  | 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      | $555.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                         | Phoenix Group Holdings PLC                                   | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |      14364 | NS      | $113847.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                   | Kansai Electric Power Co., Inc.                              | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |       8100 | NS      | $77898.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                     | Eli Lilly & Co.                                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       1139 | NS      | $391986.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                      | Purchased USD / Sold NOK                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $669.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Ltd                                          | Bunge Ltd.                                                   | CUSIP: 000000000<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |        701 | NS      | $69469.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased HUF / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HU        |          1 | NC      | $2679.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                     | Future                                                       | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |        -22 | NC      | $-286930.27   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                            | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | DE        |         23 | NC      | $20753.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    1601861 | OU      | $44818.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased PHP / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PH        |          1 | NC      | $1103.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd              | Check Point Software Technologies Ltd.                       | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Short            | EC               | CORP              | IL        |      -1395 | NS      | $-177444.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                            | Arthur J Gallagher & Co.                                     | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |         38 | NS      | $7437.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Swap                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     396502 | OU      | $84761.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Swap                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     594419 | OU      | $125728.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                | JPMorgan Chase & Co.                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       6394 | NS      | $894904.24    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                     | Halliburton Co.                                              | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       2391 | NS      | $98557.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-253.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | ID        |          1 | NC      | $545.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                  | IGM Financial, Inc.                                          | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Short            | EC               | CORP              | CA        |     -17000 | NS      | $-530615.16   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals Inc                         | A-Mark Precious Metals, Inc.                                 | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |       6692 | NS      | $257642.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                        | Equinor ASA                                                  | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      28290 | NS      | $862184.21    | 0.24%             |  |  |  | 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      | $468.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Ltd                                        | Invesco Ltd.                                                 | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Short            | EC               | CORP              | BM        |      -9530 | NS      | $-176400.30   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                            | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | DE        |        213 | NC      | $7641.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Merrill Lynch International Ltd.   | Purchased CLP / Sold USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | CL        |          1 | NC      | $8071.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yara International ASA                             | Yara International ASA                                       | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |       9970 | NS      | $442979.88    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     241185 | OU      | $-179.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Golden Ocean Group Ltd                             | Golden Ocean Group Ltd.                                      | CUSIP: 000000000<br>LEI: 549300HQH91CZG0OJL61 | Long             | EC               | CORP              | BM        |        894 | NS      | $8564.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold CZK                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-239.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JELD-WEN Holding Inc                               | JELD-WEN Holding, Inc.                                       | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Short            | EC               | CORP              | US        |     -49710 | NS      | $-628831.50   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American PLC                                 | Anglo American PLC                                           | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |       5076 | NS      | $218929.79    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                     | Eaton Corp. PLC                                              | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Short            | EC               | CORP              | IE        |       -306 | NS      | $-49636.26    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |          1 | NC      | $-517.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TopBuild Corp                                      | TopBuild Corp.                                               | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |        136 | NS      | $27208.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                   | Boise Cascade Co.                                            | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |        323 | NS      | $24215.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrica PLC                                       | Centrica PLC                                                 | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |     188708 | NS      | $235092.78    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                            | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |        -46 | NC      | $-117760.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold PLN                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-57.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |          0 | OU      | $6612.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold SEK                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $691.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkeley Group Holdings PLC                        | Berkeley Group Holdings PLC                                  | CUSIP: 000000000<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |       1077 | NS      | $55150.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased HUF / Sold USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |          1 | NC      | $2648.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased SGD / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |          1 | NC      | $331.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| De Grey Mining Ltd                                 | De Grey Mining Ltd.                                          | CUSIP: 000000000<br>LEI: 529900MOX6JOKGFAYY28 | Short            | EC               | CORP              | AU        |    -395212 | NS      | $-418803.95   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIME BROKER AUD                     | Collateral Position                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | AU        |        225 | NS      | $158.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peyto Exploration & Development Corp               | Peyto Exploration & Development Corp.                        | CUSIP: 717046106<br>LEI: 549300WZKJ63UJDWP310 | Long             | EC               | CORP              | CA        |      22870 | NS      | $208495.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Swap                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    1614085 | OU      | $-13412.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Medexus Pharmaceuticals Inc                        | Medexus Pharmaceuticals, Inc.                                | CUSIP: 58410Q120<br>LEI: 549300CN25ACX5TNFA18 | N/A              | DE               |  | CA        |      12500 | NS      | $46.97        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley International Ltd.                  | Swap                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     327893 | OU      | $77423.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NUTANIX INC                                        | Nutanix, Inc.                                                | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     190000 | PA      | $164919.24    | 0.05%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |          1 | NC      | $588.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Graco Inc                                          | Graco, Inc.                                                  | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |        334 | NS      | $22818.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-3339.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                               | JetBlue Airways Corp.                                        | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |     250000 | PA      | $199442.00    | 0.06%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Reliance Steel & Aluminum Co                       | Reliance Steel & Aluminum Co.                                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |        450 | NS      | $102352.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PrairieSky Royalty Ltd                             | PrairieSky Royalty Ltd.                                      | CUSIP: 739721108<br>LEI: 529900AXG582AP7CV733 | Short            | EC               | CORP              | CA        |     -12030 | NS      | $-206685.81   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp                    | Old Republic International Corp.                             | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |        744 | NS      | $19634.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                          | Warner Bros Discovery, Inc.                                  | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Short            | EC               | CORP              | US        |     -12146 | NS      | $-180003.72   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chase Corp                                         | Chase Corp.                                                  | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         88 | NS      | $8305.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased USD / Sold EUR                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-108.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |          1 | NC      | $450.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Park Hotels & Resorts Inc                          | Park Hotels & Resorts, Inc.                                  | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |      60102 | NS      | $884100.42    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                                 | FTI Consulting, Inc.                                         | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |        143 | NS      | $22811.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                            | Bristol-Myers Squibb Co.                                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       6588 | NS      | $478618.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Docebo Inc                                         | Docebo, Inc.                                                 | CUSIP: 25609L105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       9680 | NS      | $370161.51    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GUESS INC                                          | Guess?, Inc.                                                 | CUSIP: 401617AD7<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1115820.00   | 0.32%             | 2024-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased EUR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $664.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genpact Ltd                                        | Genpact Ltd.                                                 | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |        492 | NS      | $23261.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |          1 | NC      | $2485.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Onto Innovation Inc                                | Onto Innovation, Inc.                                        | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |        316 | NS      | $24853.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased CNY / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |          1 | NC      | $122.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co                                | American Express Co.                                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       4439 | NS      | $776514.27    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased PLN / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |          1 | NC      | $1817.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased SEK / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |          1 | NC      | $-908.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased MXN / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |          1 | NC      | $2583.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                          | CH Robinson Worldwide, Inc.                                  | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |        244 | NS      | $24441.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NexGen Energy Ltd                                  | NexGen Energy Ltd.                                           | CUSIP: 65340P106<br>LEI: 529900N0IXNXB3IP7F06 | Long             | EC               | CORP              | CA        |      34380 | NS      | $166399.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased CZK / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CZ        |          1 | NC      | $2504.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLOCK INC                                          | Block, Inc.                                                  | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     185000 | PA      | $156495.20    | 0.04%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | ZA        |          1 | NC      | $904.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                             | Mercedes-Benz Group AG                                       | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |       2997 | NS      | $223012.84    | 0.06%             |  |  |  | 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      | $89.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-3261.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                      | Element Fleet Management Corp.                               | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |      39290 | NS      | $555147.87    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |          1 | NC      | $2485.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American International Group Inc                   | American International Group, Inc.                           | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       2106 | NS      | $133141.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | Purchased HUF / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |          1 | NC      | $4596.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased USD / Sold MXN                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-2689.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                              | Arrow Electronics, Inc.                                      | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |       2129 | NS      | $250136.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                 | Ally Financial, Inc.                                         | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Short            | EC               | CORP              | US        |     -29470 | NS      | $-957480.30   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                        | Fastenal Co.                                                 | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |        473 | NS      | $23910.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased USD / Sold EUR                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $830.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                            | DraftKings Holdings, Inc.                                    | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |     300000 | PA      | $204449.10    | 0.06%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased USD / Sold INR                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-576.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FISKER INC                                         | Fisker, Inc.                                                 | CUSIP: 33813JAA4<br>LEI: 549300UUN5RWU44MBX79 | Long             | DBT              | CORP              | US        |     175000 | PA      | $81684.23     | 0.02%             | 2026-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                       | State Street Institutional U.S. Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |        432 | NS      | $432.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                     | Eaton Corp. PLC                                              | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       2416 | NS      | $391899.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                | Gilead Sciences, Inc.                                        | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      15425 | NS      | $1294774.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                 | SEI Investments Co.                                          | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |        382 | NS      | $23848.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp                                    | Mitsubishi Corp.                                             | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |      31000 | NS      | $1038064.52   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Partners LP                         | NextEra Energy Partners LP                                   | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Short            | EC               | CORP              | US        |     -17856 | NS      | $-1308844.80  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                           | Purchased USD / Sold CNY                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1230.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPDR Bloomberg High Yield Bond ETF                 | SPDR Bloomberg High Yield Bond ETF                           | CUSIP: 78468R622<br>LEI: 549300NCLW2248PN7J24 | Short            | EC               | RF                | US        |     -18600 | NS      | $-1741518.00  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                   | SPS Commerce, Inc.                                           | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |        175 | NS      | $23814.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                      | Purchased PLN / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |          1 | NC      | $441.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                      | Purchased AUD / Sold USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |          1 | NC      | $965.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco QQQ Trust Series 1                         | Invesco QQQ Trust Series 1                                   | CUSIP: 46090E103<br>LEI: 549300VY6FEJBCIMET58 | Short            | EC               | RF                | US        |      -3400 | NS      | $-1001708.00  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Swap                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     679469 | OU      | $80208.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toro Co/The                                        | Toro Co.                                                     | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Short            | EC               | CORP              | US        |      -1072 | NS      | $-119549.44   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |          1 | NC      | $1771.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                  | HSBC Holdings PLC                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     120462 | NS      | $887605.68    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased GBP / Sold USD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | GB        |          1 | NC      | $1407.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** PACE SELECT ADVISORS TRUST

**Signature:** Joanne Kilkeary

**Name of Signer:** Joanne Kilkeary

**Title:** Vice President and Treasurer