# EDGAR Filing Document

**Accession Number:** 0000772129
**File Stem:** 0001410368-26-041722
**Filing Date:** 2026-4
**Character Count:** 440621
**Document Hash:** be6e4fae9474dcc07b3f456ef4bd4d32
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-041722.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0001410368-26-041722

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260429

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GMO TRUST
- **CENTRAL INDEX KEY:** 0000772129

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04347
- **FILM NUMBER:** 26911183

**BUSINESS ADDRESS:**
- **STREET 1:** 53 STATE STREET
- **STREET 2:** FLOOR 33
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 6173467646

**MAIL ADDRESS:**
- **STREET 1:** 53 STATE STREET
- **STREET 2:** FLOOR 33
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GMO CORE TRUST
- **DATE OF NAME CHANGE:** 19900927

## Series and Classes Contracts Data

### GMO Benchmark-Free Fund (Series ID: S000033464)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** GMO TRUST

- **b. Investment Company Act file number:** 811-04347

- **c. CIK number of Registrant:** 0000772129

- **d. LEI of Registrant:** 549300Y2Q6TQD4HU5C66

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

  - **Street Address 1:** 53 State Street, 33rd Floor

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 617-346-7646

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

- **a. Name of Series:** GMO Benchmark-Free Fund

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

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

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

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2026-02-28

**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:** $1474542404.11

**Total Liabilities:** $179105682.84

**Net Assets:** $1295436721.27

**Delayed Delivery Securities:** $132144.00

**Cash Not Reported:** $959354.23

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -0.69000000 | **1-Year:** -13.07000000 | **5-Year:** -120.84000000 | **10-Year:** -66.98000000 | **30-Year:** 0.00000000

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

- **3-Month:** -40.10000000 | **1-Year:** 194.98000000 | **5-Year:** 3940.65000000 | **10-Year:** -155.20000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000102896 | 2.03%                | 4.34%                | 5.12%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5341529.07              | $8933219.40                                |
| Month 2  | $11367289.11             | $41438614.38                               |
| Month 3  | $14336644.76             | $42970944.01                               |

**Designated Index Information**

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

- **Index Identifier:** NDUEACWF LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                    | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Vietnam Dairy Products JSC                              | Vietnam Dairy Products JSC                              | CUSIP: 000000000<br>LEI: 549300148GRJ07D21X63 | Long             | EC               | CORP              | VN        |      70600 | NS      | $184869.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International Inc                             | Honeywell International Inc                             | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       1139 | NS      | $277449.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kamei Corp                                              | Kamei Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       2700 | NS      | $58669.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| B2Gold Corp                                             | B2Gold Corp                                             | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Long             | EC               | CORP              | CA        |     112700 | NS      | $692369.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SCB X PCL                                               | SCB X PCL                                               | CUSIP: 000000000<br>LEI: 254900TG41KIWX7VDO42 | Long             | EC               | CORP              | TH        |     377200 | NS      | $1800999.34   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius AG                                            | Sartorius AG                                            | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Short            | EP               | CORP              | DE        |      -4171 | NS      | $-1180606.56  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                  | Emirates NBD Bank PJSC                                  | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | EC               | CORP              | AE        |     104700 | NS      | $940762.10    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HMM Co Ltd                                              | HMM Co Ltd                                              | CUSIP: 000000000<br>LEI: 988400M8Q35QDZ4XXW80 | Long             | EC               | CORP              | KR        |      25725 | NS      | $381297.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinko Industries Ltd                                    | Sinko Industries Ltd                                    | CUSIP: 000000000<br>LEI: 353800RTTZK18JRDHM31 | Long             | EC               | CORP              | JP        |       5000 | NS      | $45794.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Harvey Norman Holdings Ltd                              | Harvey Norman Holdings Ltd                              | CUSIP: 000000000<br>LEI: 529900ONRWOF42PYKU59 | Long             | EC               | CORP              | AU        |      57239 | NS      | $234319.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                   | GFL Environmental Inc                                   | CUSIP: 36168Q104<br>LEI: 894500E7NLBY9VZRT696 | Short            | EC               | CORP              | CA        |     -15087 | NS      | $-666694.53   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Starts Corp Inc                                         | Starts Corp Inc                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      22200 | NS      | $759258.32    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Orient Overseas International Ltd                       | Orient Overseas International Ltd                       | CUSIP: 000000000<br>LEI: 529900DQ426GJO276W95 | Long             | EC               | CORP              | BM        |     106500 | NS      | $2033972.32   | 0.16%             |  |  |  | No            |                  2 | On Loan: —       |
| EXEO Group Inc                                          | EXEO Group Inc                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      46000 | NS      | $881443.36    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                            | British American Tobacco PLC                            | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      19454 | NS      | $1218793.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Elecom Co Ltd                                           | Elecom Co Ltd                                           | CUSIP: 000000000<br>LEI: 353800BXFUVR7EPC0G35 | Long             | EC               | CORP              | JP        |        700 | NS      | $8030.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credo Technology Group Holding Ltd                      | Credo Technology Group Holding Ltd                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |      -6760 | NS      | $-758945.20   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| GMO High Yield Fund                                     | GMO High Yield Fund                                     | CUSIP: 362014532<br>LEI: 5493003UZ8Q1SLUPQX65 | Long             | EC               | RF                | US        |     714036 | NS      | $12381384.83  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| BW LPG Ltd                                              | BW LPG Ltd                                              | CUSIP: 000000000<br>LEI: 5493006WBEME88YFDW23 | Long             | EC               | CORP              | SG        |       3644 | NS      | $66326.08     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| H Lundbeck A/S                                          | H Lundbeck A/S                                          | CUSIP: 000000000<br>LEI: 5493006R4KC2OI5D3470 | Long             | EC               | CORP              | DK        |       8541 | NS      | $52469.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Severstal PAO                                           | Severstal PAO                                           | CUSIP: 818150302<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |      91185 | NS      | $0.09         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Saigon - Hanoi Commercial Joint Stock Bank              | Saigon - Hanoi Commercial Joint Stock Bank              | CUSIP: 000000000<br>LEI: 2549007HTI2GPELM0894 | Long             | EC               | CORP              | VN        |     857000 | NS      | $524828.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lite-On Technology Corp                                 | Lite-On Technology Corp                                 | CUSIP: 000000000<br>LEI: 2549005GU1PQ73SZBT32 | Long             | EC               | CORP              | TW        |      41000 | NS      | $223796.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                          | Kingfisher PLC                                          | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |     283917 | NS      | $1428110.57   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                               | Shell PLC                                               | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |       5064 | NS      | $422894.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                              | BOC Hong Kong Holdings Ltd                              | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |      98500 | NS      | $563395.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino Biopharmaceutical Ltd                              | Sino Biopharmaceutical Ltd                              | CUSIP: 000000000<br>LEI: 529900LPR4ADFEJAR786 | Long             | EC               | CORP              | KY        |    1304000 | NS      | $1005556.78   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                       | Cisco Systems Inc                                       | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      13278 | NS      | $1055069.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Mazda Motor Corp                                        | Mazda Motor Corp                                        | CUSIP: 000000000<br>LEI: 52990044YZJLICDQKK92 | Long             | EC               | CORP              | JP        |      87200 | NS      | $772168.07    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Wacoal Holdings Corp                                    | Wacoal Holdings Corp                                    | CUSIP: 000000000<br>LEI: 3538002U6NJ8QTW6VR34 | Long             | EC               | CORP              | JP        |       3400 | NS      | $98790.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Open Text Corp                                          | Open Text Corp                                          | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |      53172 | NS      | $1317070.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                                  | OMV AG                                                  | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |      12782 | NS      | $828020.23    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Aeroports de Paris SA                                   | Aeroports de Paris SA                                   | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Short            | EC               | CORP              | FR        |      -6412 | NS      | $-894691.58   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| REN - Redes Energeticas Nacionais SGPS SA               | REN - Redes Energeticas Nacionais SGPS SA               | CUSIP: 000000000<br>LEI: 549300FR1FN48IGHR915 | Long             | EC               | CORP              | PT        |      39049 | NS      | $177440.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pegatron Corp                                           | Pegatron Corp                                           | CUSIP: 000000000<br>LEI: 529900M87JQS8TUO0L66 | Long             | EC               | CORP              | TW        |      18000 | NS      | $42130.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AcadeMedia AB                                           | AcadeMedia AB                                           | CUSIP: 000000000<br>LEI: 549300H47PGHY4JNKO68 | N/A              | DE               |  | SE        |      11423 | NS      | $709.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                                     | Imperial Brands PLC                                     | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      23831 | NS      | $1067363.44   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Umicore SA                                              | Umicore SA                                              | CUSIP: 000000000<br>LEI: 529900F3AIQECS8ZSV61 | Long             | EC               | CORP              | BE        |      12397 | NS      | $264203.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GUARARAPES CONFECCOES SA                                | GUARARAPES CONFECCOES SA                                | CUSIP: 000000000<br>LEI: 2549009NMB6VIHMFI409 | Long             | EC               | CORP              | BR        |      18100 | NS      | $35412.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp                                 | Zebra Technologies Corp                                 | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |        776 | NS      | $173792.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sankyu Inc                                              | Sankyu Inc                                              | CUSIP: 000000000<br>LEI: 529900QWTXZZEM1T5G75 | Long             | EC               | CORP              | JP        |      41400 | NS      | $2662958.54   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BT Group PLC                                            | BT Group PLC                                            | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |    1802678 | NS      | $5254081.74   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Nojima Corp                                             | Nojima Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     135400 | NS      | $1011178.08   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Ship Lease Inc                                   | Global Ship Lease Inc                                   | CUSIP: 000000000<br>LEI: 254900GLZ0J5N8UZM071 | Long             | EC               | CORP              | MH        |       6800 | NS      | $279344.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                          | NU Holdings Ltd/Cayman Islands                          | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Short            | EC               | CORP              | KY        |     -90291 | NS      | $-1352559.18  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                               | United Parcel Service Inc                               | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      21295 | NS      | $2469368.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                               | Nokia Oyj                                               | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     378191 | NS      | $2902622.51   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                                     | Dollar General Corp                                     | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       1104 | NS      | $172488.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jupiter Fund Management PLC                             | Jupiter Fund Management PLC                             | CUSIP: 000000000<br>LEI: 5493003DJ1G01IMQ7S28 | Long             | EC               | CORP              | GB        |      21470 | NS      | $54231.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiko Epson Corp                                        | Seiko Epson Corp                                        | CUSIP: 000000000<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |      36700 | NS      | $496999.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Comercial Portugues SA                            | Banco Comercial Portugues SA                            | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | EC               | CORP              | PT        |     549001 | NS      | $576639.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp                                             | ITOCHU Corp                                             | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |      28500 | NS      | $412646.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nine Entertainment Co Holdings Ltd                      | Nine Entertainment Co Holdings Ltd                      | CUSIP: 000000000<br>LEI: 529900WLXD3X7TFOAI42 | Long             | EC               | CORP              | AU        |      28642 | NS      | $21499.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sberbank of Russia PJSC                                 | Sberbank of Russia PJSC                                 | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EP               | CORP              | RU        |      20810 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kandenko Co Ltd                                         | Kandenko Co Ltd                                         | CUSIP: 000000000<br>LEI: 35380080NSN7GCYZ3X14 | Long             | EC               | CORP              | JP        |       6800 | NS      | $303821.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                               | Telecom Italia SpA/Milano                               | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |    3190607 | NS      | $2394103.22   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardentec Corp                                           | Ardentec Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      41000 | NS      | $204843.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Komeri Co Ltd                                           | Komeri Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       7400 | NS      | $173592.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) JUN26                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1410 | NC      | $885109.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc                         | Fidelity National Financial Inc                         | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |        942 | NS      | $49812.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED BRL / SOLD USD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |          1 | NC      | $40398.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank SA                                             | Eurobank SA                                             | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | EC               | CORP              | GR        |      79621 | NS      | $368920.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cogeco Communications Inc                               | Cogeco Communications Inc                               | CUSIP: 19239C106<br>LEI: 549300XHH6LJM6IAXV57 | Long             | EC               | CORP              | CA        |       2400 | NS      | $127314.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                  | CUSIP: 699149CC2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  860000000 | PA      | $133202.25    | 0.01%             | 2038-04-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   55000000 | PA      | $55066111.10  | 4.25%             | 2027-07-31      | Floating      | 3.78%                 | No            |                  1 | On Loan: No      |
| General Motors Co                                       | General Motors Co                                       | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      32688 | NS      | $2572872.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd                                             | Wix.com Ltd                                             | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Short            | EC               | CORP              | IL        |     -15589 | NS      | $-1098400.94  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                  | MSCI EAFE MAR26                                         | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        -56 | NC      | $-604151.16   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED BRL / SOLD USD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |          1 | NC      | $509369.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Engine & Agricultural Machinery Corp            | Vietnam Engine & Agricultural Machinery Corp            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      94400 | NS      | $127944.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                              | Boliden AB                                              | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |       8256 | NS      | $654434.21    | 0.05%             |  |  |  | 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        |       5300 | NS      | $147691.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SmarTone Telecommunications Holdings Ltd                | SmarTone Telecommunications Holdings Ltd                | CUSIP: 000000000<br>LEI: 529900CT7EGMVQRYNQ45 | Long             | EC               | CORP              | BM        |      32500 | NS      | $21882.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Mining Corp                                     | Barrick Mining Corp                                     | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       8300 | NS      | $421130.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDOM Inc                                                | IDOM Inc                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      46100 | NS      | $453770.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Kumiai Chemical Industry Co Ltd                         | Kumiai Chemical Industry Co Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     105700 | NS      | $496962.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Legend Holdings Corp                                    | Legend Holdings Corp                                    | CUSIP: 000000000<br>LEI: 5299003ONUYCE70HZ185 | Long             | EC               | CORP              | CN        |      69700 | NS      | $81322.85     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Meritage Homes Corp                                     | Meritage Homes Corp                                     | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |       1950 | NS      | $147069.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shiseido Co Ltd                                         | Shiseido Co Ltd                                         | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Short            | EC               | CORP              | JP        |     -32900 | NS      | $-694670.72   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                               | Amundi SA                                               | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |        641 | NS      | $61146.85     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Siyaram Silk Mills Ltd                                  | Siyaram Silk Mills Ltd                                  | CUSIP: 000000000<br>LEI: 335800ZRJXFRAURS2972 | Long             | EC               | CORP              | IN        |      18897 | NS      | $110497.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                             | Alnylam Pharmaceuticals Inc                             | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Short            | EC               | CORP              | US        |      -4045 | NS      | $-1346661.40  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Yokohama Rubber Co Ltd/The                              | Yokohama Rubber Co Ltd/The                              | CUSIP: 000000000<br>LEI: 52990036XNWY2FMYWB76 | Long             | EC               | CORP              | JP        |       8100 | NS      | $407427.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Paragon Banking Group PLC                               | Paragon Banking Group PLC                               | CUSIP: 000000000<br>LEI: 213800S1TDKIB1IUTS72 | Long             | EC               | CORP              | GB        |      20286 | NS      | $233585.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Mexico SAB de CV                                  | Grupo Mexico SAB de CV                                  | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |       4200 | NS      | $53227.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yangzijiang Financial Holding Ltd                       | Yangzijiang Financial Holding Ltd                       | CUSIP: 000000000<br>LEI: 984500E58A4F80AFB647 | Long             | EC               | CORP              | SG        |     219000 | NS      | $53488.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acerinox SA                                             | Acerinox SA                                             | CUSIP: 000000000<br>LEI: 95980020140005582721 | Long             | EC               | CORP              | ES        |      44527 | NS      | $708125.19    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| KBC Group NV                                            | KBC Group NV                                            | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |        716 | NS      | $96970.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Parex Resources Inc                                     | Parex Resources Inc                                     | CUSIP: 69946Q104<br>LEI: 549300U7LWRGTY6XWK67 | Long             | EC               | CORP              | CA        |      43800 | NS      | $685232.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chow Sang Sang Holdings International Ltd               | Chow Sang Sang Holdings International Ltd               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      50000 | NS      | $88883.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                              | Ferrari NV                                              | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Short            | EC               | CORP              | NL        |      -5555 | NS      | $-2098802.63  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co Ltd                                     | Yamaha Motor Co Ltd                                     | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |     123300 | NS      | $980477.71    | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| SKF AB                                                  | SKF AB                                                  | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |      21042 | NS      | $601479.23    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                                | Volvo AB                                                | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      33932 | NS      | $1320239.68   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sankyo Co Ltd                                           | Sankyo Co Ltd                                           | CUSIP: 000000000<br>LEI: 3538009H2R9ZBZAOAK48 | Long             | EC               | CORP              | JP        |      20700 | NS      | $291808.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                    | Progressive Corp/The                                    | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       3345 | NS      | $714692.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Rio Tinto PLC                                           | Rio Tinto PLC                                           | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      49533 | NS      | $4920608.22   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| OSB Group PLC                                           | OSB Group PLC                                           | CUSIP: 000000000<br>LEI: 213800ZBKL9BHSL2K459 | Long             | EC               | CORP              | GB        |      40739 | NS      | $334718.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED CZK / SOLD USD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CZ        |          1 | NC      | $31331.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Medical System Holdings Ltd                       | China Medical System Holdings Ltd                       | CUSIP: 000000000<br>LEI: 529900Z57DVJXUBLHX66 | Long             | EC               | CORP              | KY        |     115000 | NS      | $213744.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc                              | Mondelez International Inc                              | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       5567 | NS      | $342815.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Hindalco Industries Ltd                                 | Hindalco Industries Ltd                                 | CUSIP: 000000000<br>LEI: 335800KXLE5NO5B4GF90 | Long             | EC               | CORP              | IN        |     197458 | NS      | $2011081.03   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                              | Skanska AB                                              | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |      12243 | NS      | $375331.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Toro Co/The                                             | Toro Co/The                                             | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |        884 | NS      | $87392.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corp                                           | Marubeni Corp                                           | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      29400 | NS      | $1125072.29   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                       | Johnson & Johnson                                       | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       9777 | NS      | $2428900.11   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Resources Ltd                                     | First Resources Ltd                                     | CUSIP: 000000000<br>LEI: 5493007RRD817HUP4O49 | Long             | EC               | CORP              | SG        |      84500 | NS      | $157896.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Richter Gedeon Nyrt                                     | Richter Gedeon Nyrt                                     | CUSIP: 000000000<br>LEI: 549300J6ZJW5IH4WEE46 | Long             | EC               | CORP              | HU        |      17461 | NS      | $655013.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Robinhood Markets Inc                                   | Robinhood Markets Inc                                   | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Short            | EC               | CORP              | US        |      -8514 | NS      | $-645786.90   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Haseko Corp                                             | Haseko Corp                                             | CUSIP: 000000000<br>LEI: 529900EH7TSG348O4045 | Long             | EC               | CORP              | JP        |      13700 | NS      | $299304.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Reddy's Laboratories Ltd                             | Dr Reddy's Laboratories Ltd                             | CUSIP: 000000000<br>LEI: 335800OVDPY3DVZR2798 | Long             | EC               | CORP              | IN        |       7324 | NS      | $104224.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NetApp Inc                                              | NetApp Inc                                              | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       2298 | NS      | $227570.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Alrosa PJSC                                             | Alrosa PJSC                                             | CUSIP: 000000000<br>LEI: 894500DKUWVBYZLLE651 | Long             | EC               | CORP              | RU        |    3038020 | NS      | $0.04         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Maruichi Steel Tube Ltd                                 | Maruichi Steel Tube Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     119500 | NS      | $1243333.45   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Oklo Inc                                                | Oklo Inc                                                | CUSIP: 02156V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -9605 | NS      | $-604634.75   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                  | UnitedHealth Group Inc                                  | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       3490 | NS      | $1023512.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| MongoDB Inc                                             | MongoDB Inc                                             | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Short            | EC               | CORP              | US        |      -4233 | NS      | $-1390413.51  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Precision Drilling Corp                                 | Precision Drilling Corp                                 | CUSIP: 74022D407<br>LEI: 8945003E8R4T2TZ7G795 | Long             | EC               | CORP              | CA        |        800 | NS      | $69393.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Riyad Bank                                              | Riyad Bank                                              | CUSIP: 000000000<br>LEI: 54930037RJ782ISGGM71 | Long             | EC               | CORP              | SA        |      56131 | NS      | $414195.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ricoh Co Ltd                                            | Ricoh Co Ltd                                            | CUSIP: 000000000<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |      10800 | NS      | $101466.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                        | Bank of Montreal                                        | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |      10700 | NS      | $1539912.03   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PTT PCL                                                 | PTT PCL                                                 | CUSIP: 000000000<br>LEI: 549300QOGMPTKB6W7G56 | Long             | EC               | CORP              | TH        |     754800 | NS      | $898319.08    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bezeq The Israeli Telecommunication Corp Ltd            | Bezeq The Israeli Telecommunication Corp Ltd            | CUSIP: 000000000<br>LEI: 213800XCGZCFSWY9U863 | Long             | EC               | CORP              | IL        |      25456 | NS      | $67125.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals Inc                                      | United Rentals Inc                                      | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        325 | NS      | $273000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Manulife Financial Corp                                 | Manulife Financial Corp                                 | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |      49475 | NS      | $1758341.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                                              | Natera Inc                                              | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Short            | EC               | CORP              | US        |      -7179 | NS      | $-1493519.16  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Lasertec Corp                                           | Lasertec Corp                                           | CUSIP: 000000000<br>LEI: 5299008UY0JUHZ3SAQ87 | Short            | EC               | CORP              | JP        |       -500 | NS      | $-107801.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp                                                | Kia Corp                                                | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |      42935 | NS      | $6130584.38   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Telecom Co                                        | Saudi Telecom Co                                        | CUSIP: 000000000<br>LEI: 21380028ATJ79OTA9W17 | Long             | EC               | CORP              | SA        |      53085 | NS      | $591367.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                                | Svenska Cellulosa AB SCA                                | CUSIP: 000000000<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |       9976 | NS      | $135432.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Mavi Giyim Sanayi Ve Ticaret AS                         | Mavi Giyim Sanayi Ve Ticaret AS                         | CUSIP: 000000000<br>LEI: 7890004V7753Z4N1L403 | Long             | EC               | CORP              | TR        |      26881 | NS      | $27807.94     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Power Finance Corp Ltd                                  | Power Finance Corp Ltd                                  | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | EC               | CORP              | IN        |      31270 | NS      | $141855.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novolipetsk Steel PJSC                                  | Novolipetsk Steel PJSC                                  | CUSIP: 000000000<br>LEI: 213800913TPW32I84456 | Long             | EC               | CORP              | RU        |    1212010 | NS      | $0.02         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Draegerwerk AG & Co KGaA                                | Draegerwerk AG & Co KGaA                                | CUSIP: 000000000<br>LEI: 5493005UFVHY0PPNKD75 | Long             | EP               | CORP              | DE        |        981 | NS      | $103984.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrexpo PLC                                            | Ferrexpo PLC                                            | CUSIP: 000000000<br>LEI: 213800CEDKSNUTPAQZ41 | Long             | EC               | CORP              | GB        |      21033 | NS      | $15907.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magyar Telekom Telecommunications PLC                   | Magyar Telekom Telecommunications PLC                   | CUSIP: 000000000<br>LEI: 529900CA1YDA41X76751 | Long             | EC               | CORP              | HU        |      38325 | NS      | $259883.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                        | Wells Fargo & Co                                        | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       2361 | NS      | $192303.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Marathon Petroleum Corp                                 | Marathon Petroleum Corp                                 | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        905 | NS      | $179380.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| REA Group Ltd                                           | REA Group Ltd                                           | CUSIP: 000000000<br>LEI: 894500KA4UBDATOFPN36 | Short            | EC               | CORP              | AU        |      -3319 | NS      | $-392662.55   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Monadelphous Group Ltd                                  | Monadelphous Group Ltd                                  | CUSIP: 000000000<br>LEI: 5299007YT51BCWZTYW93 | Long             | EC               | CORP              | AU        |       2164 | NS      | $49938.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aichi Corp                                              | Aichi Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       5100 | NS      | $47832.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KLN Logistics Group Ltd                                 | KLN Logistics Group Ltd                                 | CUSIP: 000000000<br>LEI: 254900G739TFTQCVKO70 | Long             | EC               | CORP              | BM        |       9000 | NS      | $8141.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Maritime Development Ltd                    | Yangzijiang Maritime Development Ltd                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      52300 | NS      | $25763.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                         | Nigeria OMO Bill                                        | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        | 1330000000 | PA      | $911611.95    | 0.07%             | 2026-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Turk Hava Yollari AO                                    | Turk Hava Yollari AO                                    | CUSIP: 000000000<br>LEI: 789000EV8M3BL7ZPFB03 | Long             | EC               | CORP              | TR        |     137744 | NS      | $965507.03    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Prima Meat Packers Ltd                                  | Prima Meat Packers Ltd                                  | CUSIP: 000000000<br>LEI: 353800FLEUUL20RKCU14 | Long             | EC               | CORP              | JP        |       1800 | NS      | $33485.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KRBL Ltd                                                | KRBL Ltd                                                | CUSIP: 000000000<br>LEI: 3358009OO1W5QCPVMV73 | Long             | EC               | CORP              | IN        |       1227 | NS      | $4592.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Corp                                             | Vistra Corp                                             | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Short            | EC               | CORP              | US        |      -9649 | NS      | $-1677864.61  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Hensoldt AG                                             | Hensoldt AG                                             | CUSIP: 000000000<br>LEI: 894500686FYLLZD3M624 | Short            | EC               | CORP              | DE        |     -12823 | NS      | $-1124893.54  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| China Sanjiang Fine Chemicals Co Ltd                    | China Sanjiang Fine Chemicals Co Ltd                    | CUSIP: 000000000<br>LEI: 529900V0YYM4KPD68R21 | Long             | EC               | CORP              | KY        |     134000 | NS      | $83385.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SPA                                          | BPER Banca SPA                                          | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |      57848 | NS      | $814727.26    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| H.U. Group Holdings Inc                                 | H.U. Group Holdings Inc                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     149600 | NS      | $3217724.54   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| General Mills Inc                                       | General Mills Inc                                       | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      28260 | NS      | $1278199.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| DR Horton Inc                                           | DR Horton Inc                                           | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      11905 | NS      | $1909442.95   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Rohto Pharmaceutical Co Ltd                             | Rohto Pharmaceutical Co Ltd                             | CUSIP: 000000000<br>LEI: 353800Q1CW5OS81OUM12 | Long             | EC               | CORP              | JP        |      42200 | NS      | $661177.18    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIQA Insurance Group AG                                | UNIQA Insurance Group AG                                | CUSIP: 000000000<br>LEI: 529900OOW8ELHOXWZP82 | Long             | EC               | CORP              | AT        |       8843 | NS      | $174770.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LX Holdings Corp                                        | LX Holdings Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       1734 | NS      | $10960.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                          | Continental AG                                          | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |       6411 | NS      | $552461.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GrainCorp Ltd                                           | GrainCorp Ltd                                           | CUSIP: 000000000<br>LEI: 529900XVBL825SSW9081 | Long             | EC               | CORP              | AU        |       7466 | NS      | $32720.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLB Ltd                                                 | SLB Ltd                                                 | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |       4668 | NS      | $239655.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Ship Healthcare Holdings Inc                            | Ship Healthcare Holdings Inc                            | CUSIP: 000000000<br>LEI: 353800BIFUE1L527TH13 | Long             | EC               | CORP              | JP        |      96700 | NS      | $1704113.66   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke BAM Groep NV                                | Koninklijke BAM Groep NV                                | CUSIP: 000000000<br>LEI: 724500V38C5KTDY5BS93 | Long             | EC               | CORP              | NL        |      22509 | NS      | $254010.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Terex Corp                                              | Terex Corp                                              | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |        999 | NS      | $68721.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Sany Heavy Equipment International Holdings Co Ltd      | Sany Heavy Equipment International Holdings Co Ltd      | CUSIP: 000000000<br>LEI: 254900BKG9FQLCKFVK72 | Long             | EC               | CORP              | KY        |      82000 | NS      | $164893.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                       | Banco Bradesco SA                                       | CUSIP: 000000000<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |     217100 | NS      | $777943.43    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Woori Financial Group Inc                               | Woori Financial Group Inc                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      84000 | NS      | $2102065.75   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                 | Arthur J Gallagher & Co                                 | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Short            | EC               | CORP              | US        |      -7838 | NS      | $-1788631.60  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| SFI PJSC                                                | SFI PJSC                                                | CUSIP: 000000000<br>LEI: 253400C8TVKD4D6F5Z73 | Long             | EC               | CORP              | RU        |      11580 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Lion Finance Group PLC                                  | Lion Finance Group PLC                                  | CUSIP: 000000000<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |       4859 | NS      | $758698.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sibanye Stillwater Ltd                                  | Sibanye Stillwater Ltd                                  | CUSIP: 82575P107<br>LEI: 378900F238434B74D281 | Short            | EC               | CORP              | ZA        |     -11081 | NS      | $-196244.51   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                           | Universal Health Services Inc                           | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       3852 | NS      | $793897.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bekaert SA                                              | Bekaert SA                                              | CUSIP: 000000000<br>LEI: 5493008SR6XZECH6BN71 | Long             | EC               | CORP              | BE        |       4449 | NS      | $229616.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwabo Holdings Co Ltd                                 | Daiwabo Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     101910 | NS      | $2085061.96   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                | Asahi Group Holdings Ltd                                | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |      66400 | NS      | $722939.24    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivara Participacoes SA                                 | Vivara Participacoes SA                                 | CUSIP: 000000000<br>LEI: 254900KO2WRLAVSJDR42 | Long             | EC               | CORP              | BR        |      22800 | NS      | $138538.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippn Corp                                              | Nippn Corp                                              | CUSIP: 000000000<br>LEI: 353800V7HRZ1HQGJCW63 | Long             | EC               | CORP              | JP        |       7900 | NS      | $145042.69    | 0.01%             |  |  |  | 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      | $-3918.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toyoda Gosei Co Ltd                                     | Toyoda Gosei Co Ltd                                     | CUSIP: 000000000<br>LEI: 353800ZV4HXVM4DWPO50 | Long             | EC               | CORP              | JP        |      30600 | NS      | $994373.90    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd                   | Check Point Software Technologies Ltd                   | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |        270 | NS      | $41058.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Insurance Co Ltd                             | Japan Post Insurance Co Ltd                             | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |      37300 | NS      | $1217504.65   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| China National Building Material Co Ltd                 | China National Building Material Co Ltd                 | CUSIP: 000000000<br>LEI: 52990085PGF8YEPLBZ26 | Long             | EC               | CORP              | CN        |     240000 | NS      | $208089.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Surgutneftegas PAO                                      | Surgutneftegas PAO                                      | CUSIP: 000000000<br>LEI: 2138002GZLU65FRAC894 | Long             | EP               | CORP              | RU        |    9254300 | NS      | $0.12         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PICC Property & Casualty Co Ltd                         | PICC Property & Casualty Co Ltd                         | CUSIP: 000000000<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |     106000 | NS      | $218714.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barco NV                                                | Barco NV                                                | CUSIP: 000000000<br>LEI: 549300N17QCD827TII61 | Long             | EC               | CORP              | BE        |       6644 | NS      | $85104.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Communications Services Corp Ltd                  | China Communications Services Corp Ltd                  | CUSIP: 000000000<br>LEI: 529900JCDRVQE6YZKT86 | Long             | EC               | CORP              | CN        |    1720000 | NS      | $976397.13    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                           | Rio Tinto Ltd                                           | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |       3379 | NS      | $401695.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TCL Electronics Holdings Ltd                            | TCL Electronics Holdings Ltd                            | CUSIP: 000000000<br>LEI: 5299000Y9D001SNNTJ48 | Long             | EC               | CORP              | KY        |      33000 | NS      | $51646.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NS United Kaiun Kaisha Ltd                              | NS United Kaiun Kaisha Ltd                              | CUSIP: 000000000<br>LEI: 353800MK2Y7X2PZGXN23 | Long             | EC               | CORP              | JP        |       5300 | NS      | $259360.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    3800000 | PA      | $983761.50    | 0.08%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Tokyo Steel Manufacturing Co Ltd                        | Tokyo Steel Manufacturing Co Ltd                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      69300 | NS      | $718357.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Neoenergia SA                                           | Neoenergia SA                                           | CUSIP: 000000000<br>LEI: 959800B3RXPMGEZ1W429 | Long             | EC               | CORP              | BR        |       7500 | NS      | $48088.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Light Metal Holdings Co Ltd                      | Nippon Light Metal Holdings Co Ltd                      | CUSIP: 000000000<br>LEI: 353800J9KCFJSF2CGT47 | Long             | EC               | CORP              | JP        |       6100 | NS      | $121665.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                         | Fair Isaac Corp                                         | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Short            | EC               | CORP              | US        |      -1231 | NS      | $-1734922.16  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Italgas SpA                                             | Italgas SpA                                             | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |      17293 | NS      | $222865.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergreen Marine Corp Taiwan Ltd                        | Evergreen Marine Corp Taiwan Ltd                        | CUSIP: 000000000<br>LEI: 254900EIJA0A39C5SO15 | Long             | EC               | CORP              | TW        |     687200 | NS      | $4312689.71   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| AOKI Holdings Inc                                       | AOKI Holdings Inc                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       2600 | NS      | $30135.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LSR Group PJSC                                          | LSR Group PJSC                                          | CUSIP: 000000000<br>LEI: 25340067LEEMJ79K8X43 | Long             | EC               | CORP              | RU        |          1 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MercadoLibre Inc                                        | MercadoLibre Inc                                        | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Short            | EC               | CORP              | US        |       -747 | NS      | $-1312912.26  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   59575000 | PA      | $59645932.97  | 4.60%             | 2027-04-30      | Floating      | 3.78%                 | No            |                  1 | On Loan: No      |
| DPM Metals Inc                                          | DPM Metals Inc                                          | CUSIP: 26139R109<br>LEI: 549300LATVTU0EIUMD45 | Long             | EC               | CORP              | CA        |      50500 | NS      | $2186525.42   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                          | S&P Global Inc                                          | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Short            | EC               | CORP              | US        |       -290 | NS      | $-128145.20   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                       | Expedia Group Inc                                       | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |       2434 | NS      | $524989.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                                       | Everest Group Ltd                                       | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |       3194 | NS      | $1071555.06   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour SA                                            | Carrefour SA                                            | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |      26509 | NS      | $502752.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd                             | Daiwa House Industry Co Ltd                             | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |      53300 | NS      | $1923409.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Inabata & Co Ltd                                        | Inabata & Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      38100 | NS      | $1062809.33   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Consun Pharmaceutical Group Ltd                         | Consun Pharmaceutical Group Ltd                         | CUSIP: 000000000<br>LEI: 300300LQFLNDZZHCNN43 | Long             | EC               | CORP              | KY        |     734000 | NS      | $1687563.89   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO Opportunistic Income Fund                           | GMO Opportunistic Income Fund                           | CUSIP: 362013112<br>LEI: 5493000NQRD0885G4P95 | Long             | EC               | RF                | US        |     956814 | NS      | $23556751.20  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Mobis Co Ltd                                    | Hyundai Mobis Co Ltd                                    | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |      19063 | NS      | $6852242.46   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| KT&G Corp                                               | KT&G Corp                                               | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |       4926 | NS      | $558148.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                     | Cognizant Technology Solutions Corp                     | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      25559 | NS      | $1646766.37   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                                    | Western Union Co/The                                    | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      23716 | NS      | $228385.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Pagseguro Digital Ltd                                   | Pagseguro Digital Ltd                                   | CUSIP: 000000000<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               | CORP              | KY        |       8100 | NS      | $85941.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                          | BNP Paribas SA                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      36791 | NS      | $4130953.95   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake Inc                                           | Snowflake Inc                                           | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Short            | EC               | CORP              | US        |      -8496 | NS      | $-1430811.36  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp                                      | Toyota Tsusho Corp                                      | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |      83900 | NS      | $3750380.55   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                        | Bank Hapoalim BM                                        | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     118811 | NS      | $2998566.21   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| eBay Inc                                                | eBay Inc                                                | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      22955 | NS      | $2085691.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| EOG Resources Inc                                       | EOG Resources Inc                                       | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      19355 | NS      | $2401568.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Arch Capital Group Ltd                                  | Arch Capital Group Ltd                                  | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |       8459 | NS      | $847168.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Watsco Inc                                              | Watsco Inc                                              | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Short            | EC               | CORP              | US        |      -4547 | NS      | $-1897599.51  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                                | NIKE Inc                                                | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       1169 | NS      | $72688.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DraftKings Inc                                          | DraftKings Inc                                          | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Short            | EC               | CORP              | US        |     -73004 | NS      | $-1740415.36  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Kobe Bussan Co Ltd                                      | Kobe Bussan Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800CJIFNHN2DXRD59 | Short            | EC               | CORP              | JP        |     -21700 | NS      | $-516346.97   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Binh Minh Plastics JSC                                  | Binh Minh Plastics JSC                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       2200 | NS      | $13388.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED MXN / SOLD USD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |          1 | NC      | $241183.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                   | East Japan Railway Co                                   | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Short            | EC               | CORP              | JP        |       -300 | NS      | $-7410.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                             | Nutrien Ltd                                             | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      21531 | NS      | $1616332.17   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                                           | H&R Block Inc                                           | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      11270 | NS      | $345087.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Thaifoods Group PCL                                     | Thaifoods Group PCL                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |      71500 | NS      | $14943.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp                                | Renesas Electronics Corp                                | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |      77800 | NS      | $1467214.74   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Arata Corp                                              | Arata Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       3000 | NS      | $59146.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                                 | Latam Airlines Group SA                                 | CUSIP: 51817R205<br>LEI: 549300HX3UUDPEFTG707 | Short            | EC               | CORP              | CL        |     -13417 | NS      | $-753498.72   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Magnum Ice Cream Co NV/The                              | Magnum Ice Cream Co NV/The                              | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |      39729 | NS      | $630736.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HubSpot Inc                                             | HubSpot Inc                                             | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Short            | EC               | CORP              | US        |      -6911 | NS      | $-1828028.61  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                             | Snap-on Inc                                             | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |        152 | NS      | $58553.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Group Holdings PLC                              | Phoenix Group Holdings PLC                              | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Short            | EC               | CORP              | GB        |     -95687 | NS      | $-988326.97   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                           | Citigroup Inc                                           | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      23961 | NS      | $2640262.59   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Williams Cos Inc/The                                    | Williams Cos Inc/The                                    | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Short            | EC               | CORP              | US        |     -22289 | NS      | $-1665434.08  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank Leumi Le-Israel BM                                 | Bank Leumi Le-Israel BM                                 | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |      72084 | NS      | $1745118.59   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd                                               | Chubb Ltd                                               | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       1631 | NS      | $555942.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Kanematsu Corp                                          | Kanematsu Corp                                          | CUSIP: 000000000<br>LEI: 353800N574WR0FX80I71 | Long             | EC               | CORP              | JP        |     315000 | NS      | $4951848.06   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                       | Omnicom Group Inc                                       | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      23487 | NS      | $2003206.23   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |          1 | NC      | $861.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                              | Samsung Electronics Co Ltd                              | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      58414 | NS      | $8742896.90   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                    | PNC Financial Services Group Inc/The                    | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       3515 | NS      | $746410.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                            | ROCKWOOL A/S                                            | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |      21948 | NS      | $727741.24    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                | Mizrahi Tefahot Bank Ltd                                | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |       4093 | NS      | $306657.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                            | Bread Financial Holdings Inc                            | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |       2162 | NS      | $153199.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TCI Co Ltd                                              | TCI Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       8000 | NS      | $33581.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iren SpA                                                | Iren SpA                                                | CUSIP: 000000000<br>LEI: 8156001EBD33FD474E60 | Long             | EC               | CORP              | IT        |      48085 | NS      | $161167.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MOL Hungarian Oil & Gas PLC                             | MOL Hungarian Oil & Gas PLC                             | CUSIP: 000000000<br>LEI: 213800R83KX5FQFGXS67 | Long             | EC               | CORP              | HU        |      46742 | NS      | $517388.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                  | DBS Group Holdings Ltd                                  | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |       1400 | NS      | $63063.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsubakimoto Chain Co                                    | Tsubakimoto Chain Co                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       2500 | NS      | $42796.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Petroleum Exploration Co Ltd                      | Japan Petroleum Exploration Co Ltd                      | CUSIP: 000000000<br>LEI: 549300WXUNBZ356DMN17 | Long             | EC               | CORP              | JP        |       4300 | NS      | $65822.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Palfinger AG                                            | Palfinger AG                                            | CUSIP: 000000000<br>LEI: 529900IFAV83BX8O1O91 | Long             | EC               | CORP              | AT        |        311 | NS      | $14246.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Kawasaki Kisen Kaisha Ltd                               | Kawasaki Kisen Kaisha Ltd                               | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |      43500 | NS      | $699339.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| StarHub Ltd                                             | StarHub Ltd                                             | CUSIP: 000000000<br>LEI: 254900993L0UTJFD3A68 | Long             | EC               | CORP              | SG        |      74700 | NS      | $60779.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| ADEKA Corp                                              | ADEKA Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       2000 | NS      | $61374.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BFF GS SUPERVAL                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |   13058434 | OU      | $-291366.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Helia Group Ltd                                         | Helia Group Ltd                                         | CUSIP: 000000000<br>LEI: 529900RUQ2G0JXJOF423 | Long             | EC               | CORP              | AU        |      66963 | NS      | $286893.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                              | Samsung Electronics Co Ltd                              | CUSIP: 796050201<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |         51 | NS      | $125715.04    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Inaba Denki Sangyo Co Ltd                               | Inaba Denki Sangyo Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       1700 | NS      | $31254.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                           | Mosaic Co/The                                           | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       5928 | NS      | $165035.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Tenaris SA                                              | Tenaris SA                                              | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      16434 | NS      | $894009.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                            | Comcast Corp                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      88267 | NS      | $2732746.32   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| UOL Group Ltd                                           | UOL Group Ltd                                           | CUSIP: 000000000<br>LEI: 254900O9PRCWTMR86R25 | Long             | EC               | CORP              | SG        |      21100 | NS      | $188035.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                             | HOCHTIEF AG                                             | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Short            | EC               | CORP              | DE        |      -1131 | NS      | $-545550.73   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| International Personal Finance PLC                      | International Personal Finance PLC                      | CUSIP: 000000000<br>LEI: 213800II1O44IRKUZB59 | Long             | EC               | CORP              | GB        |      17373 | NS      | $58022.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                      | PPG Industries Inc                                      | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       1499 | NS      | $184781.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Toronto-Dominion Bank/The                               | Toronto-Dominion Bank/The                               | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      68200 | NS      | $6643756.46   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                             | Invesco Ltd                                             | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |       2639 | NS      | $69300.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                      | Canadian Imperial Bank of Commerce                      | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |       5000 | NS      | $505076.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICL Group Ltd                                           | ICL Group Ltd                                           | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |      65897 | NS      | $312319.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Paychex Inc                                             | Paychex Inc                                             | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Short            | EC               | CORP              | US        |      -4682 | NS      | $-438469.30   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Qfin Holdings Inc                                       | Qfin Holdings Inc                                       | CUSIP: 88557W101<br>LEI: 836800R59NKEPDR6I240 | Long             | EC               | CORP              | KY        |      29407 | NS      | $428165.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| ONEOK Inc                                               | ONEOK Inc                                               | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Short            | EC               | CORP              | US        |     -21961 | NS      | $-1817711.97  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| DWS Group GmbH & Co KGaA                                | DWS Group GmbH & Co KGaA                                | CUSIP: 000000000<br>LEI: 529900VM3464806ERS69 | Long             | EC               | CORP              | DE        |       2682 | NS      | $189049.54    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Nomura Real Estate Holdings Inc                         | Nomura Real Estate Holdings Inc                         | CUSIP: 000000000<br>LEI: 353800UZ91CT24OL9P59 | Long             | EC               | CORP              | JP        |      36000 | NS      | $267985.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIM Integrated Shipping Services Ltd                    | ZIM Integrated Shipping Services Ltd                    | CUSIP: 000000000<br>LEI: 21380089EIJRELKAIL21 | Long             | EC               | CORP              | IL        |      28664 | NS      | $826383.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                                | Fox Corp                                                | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       2774 | NS      | $156287.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Dropbox Inc                                             | Dropbox Inc                                             | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |       3778 | NS      | $94412.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| China Railway Group Ltd                                 | China Railway Group Ltd                                 | CUSIP: 000000000<br>LEI: 529900TFRLG8UDJ7QA89 | Long             | EC               | CORP              | CN        |     750000 | NS      | $496310.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                               | Palantir Technologies Inc                               | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Short            | EC               | CORP              | US        |      -9472 | NS      | $-1299463.68  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Tripod Technology Corp                                  | Tripod Technology Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      76000 | NS      | $938771.60    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Buzzi SpA                                               | Buzzi SpA                                               | CUSIP: 000000000<br>LEI: 5299003DX5YLKSVJ6K59 | Long             | EC               | CORP              | IT        |       6353 | NS      | $366272.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                           | Akzo Nobel NV                                           | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |       4782 | NS      | $335929.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED THB / SOLD USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |          1 | NC      | $251.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Tire Corp                                          | Toyo Tire Corp                                          | CUSIP: 000000000<br>LEI: 529900Y41RD7VQM9RF75 | Long             | EC               | CORP              | JP        |      71800 | NS      | $2212590.27   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankook Tire & Technology Co Ltd                        | Hankook Tire & Technology Co Ltd                        | CUSIP: 000000000<br>LEI: 9884001BIEVM09M7AH02 | Long             | EC               | CORP              | KR        |       9696 | NS      | $491123.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Seal International Inc                             | Fuji Seal International Inc                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       4300 | NS      | $79229.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                 | ABB Ltd                                                 | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      20896 | NS      | $1946174.13   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                   | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   64000000 | PA      | $1329034.97   | 0.10%             | 2033-02-03      | Fixed         | 13.63%                | Yes           |                  2 | On Loan: No      |
| PALTAC Corp                                             | PALTAC Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        900 | NS      | $29115.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nucor Corp                                              | Nucor Corp                                              | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      10665 | NS      | $1886425.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Jeol Ltd                                                | Jeol Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      62600 | NS      | $2751915.87   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                 | Bank of Nova Scotia/The                                 | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |      31200 | NS      | $2366904.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                               | Lear Corp                                               | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       2860 | NS      | $375375.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Kongsberg Gruppen ASA                                   | Kongsberg Gruppen ASA                                   | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Short            | EC               | CORP              | NO        |     -43428 | NS      | $-1761063.60  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Proximus SADP                                           | Proximus SADP                                           | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |      72425 | NS      | $597273.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Societe Generale SA                                     | Societe Generale SA                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |       2517 | NS      | $218124.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Draegerwerk AG & Co KGaA                                | Draegerwerk AG & Co KGaA                                | CUSIP: 000000000<br>LEI: 5493005UFVHY0PPNKD75 | Long             | EC               | CORP              | DE        |        141 | NS      | $12545.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichias Corp                                            | Nichias Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       2500 | NS      | $153856.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Franco-Nevada Corp                                      | Franco-Nevada Corp                                      | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Short            | EC               | CORP              | CA        |      -3783 | NS      | $-1061547.63  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Kraftia Corp                                            | Kraftia Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      12800 | NS      | $865971.47    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic PLC                                           | Medtronic PLC                                           | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       1102 | NS      | $107621.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hornbach Holding AG & Co KGaA                           | Hornbach Holding AG & Co KGaA                           | CUSIP: 000000000<br>LEI: 529900EGQZ79V21LBL44 | Long             | EC               | CORP              | DE        |        340 | NS      | $34389.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evraz PLC                                               | Evraz PLC                                               | CUSIP: 000000000<br>LEI: 5493005B7DAN39RXLK23 | Long             | EC               | CORP              | GB        |      23265 | NS      | $0.03         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Truist Financial Corp                                   | Truist Financial Corp                                   | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       9263 | NS      | $456758.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| China Overseas Land & Investment Ltd                    | China Overseas Land & Investment Ltd                    | CUSIP: 000000000<br>LEI: 529900I6W35GYKRIZ151 | Long             | EC               | CORP              | HK        |     340000 | NS      | $621131.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Navigator Co SA/The                                     | Navigator Co SA/The                                     | CUSIP: 000000000<br>LEI: 549300UNIB7M2AXUXS35 | Long             | EC               | CORP              | PT        |      46932 | NS      | $190708.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| IHI Corp                                                | IHI Corp                                                | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Short            | EC               | CORP              | JP        |     -35500 | NS      | $-971195.44   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Glovis Co Ltd                                   | Hyundai Glovis Co Ltd                                   | CUSIP: 000000000<br>LEI: 988400U6RDXNJ5ZRN304 | Long             | EC               | CORP              | KR        |      14806 | NS      | $2981189.84   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Megaworld Corp                                          | Megaworld Corp                                          | CUSIP: 000000000<br>LEI: 254900P57OOZ5AY5C521 | Long             | EC               | CORP              | PH        |     583080 | NS      | $22851.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                        | Bangkok Bank PCL                                        | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | EC               | CORP              | TH        |      32600 | NS      | $186058.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Kuwait SAKP                            | National Bank of Kuwait SAKP                            | CUSIP: 000000000<br>LEI: 549300NB7FE83IH6BW96 | Long             | EC               | CORP              | KW        |        140 | NS      | $429.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                            | Huntington Bancshares Inc/OH                            | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       7938 | NS      | $133358.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bosideng International Holdings Ltd                     | Bosideng International Holdings Ltd                     | CUSIP: 000000000<br>LEI: 254900G7F1RDM4B3S169 | Long             | EC               | CORP              | KY        |     906000 | NS      | $561638.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                             | PepsiCo Inc                                             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       3948 | NS      | $670133.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bradesco SA                                       | Banco Bradesco SA                                       | CUSIP: 059460303<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |     442900 | NS      | $1811461.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                                  | Motorola Solutions Inc                                  | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Short            | EC               | CORP              | US        |       -582 | NS      | $-280675.32   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| T&D Holdings Inc                                        | T&D Holdings Inc                                        | CUSIP: 000000000<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |      88000 | NS      | $2370054.95   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co Ltd                              | Dai Nippon Printing Co Ltd                              | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |      49400 | NS      | $1026640.99   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Super Micro Computer Inc                                | Super Micro Computer Inc                                | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      13424 | NS      | $434803.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| GT Capital Holdings Inc                                 | GT Capital Holdings Inc                                 | CUSIP: 000000000<br>LEI: 254900P0ZPSRAHUO2131 | Long             | EC               | CORP              | PH        |       2790 | NS      | $32415.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LSR Group PJSC                                          | LSR Group PJSC                                          | CUSIP: 000000000<br>LEI: 25340067LEEMJ79K8X43 | Long             | EC               | CORP              | RU        |      19776 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Tokyo Electron Ltd                                      | Tokyo Electron Ltd                                      | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |        500 | NS      | $140687.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsugami Corp                                            | Tsugami Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      11500 | NS      | $290280.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MGIC Investment Corp                                    | MGIC Investment Corp                                    | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      10068 | NS      | $267104.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                     | PayPal Holdings Inc                                     | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      46559 | NS      | $2151491.39   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgutneftegas PAO                                      | Surgutneftegas PAO                                      | CUSIP: 000000000<br>LEI: 2138002GZLU65FRAC894 | Long             | EC               | CORP              | RU        |    5940620 | NS      | $0.08         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dell Technologies Inc                                   | Dell Technologies Inc                                   | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       7450 | NS      | $1103196.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley & Co. International PLC                  | PURCHASED PEN / SOLD USD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PE        |          1 | NC      | $-10069.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                            | Alphabet Inc                                            | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       6043 | NS      | $1883965.68   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Television Holdings Inc                          | Nippon Television Holdings Inc                          | CUSIP: 000000000<br>LEI: 353800QI43C3H97E4W63 | Long             | EC               | CORP              | JP        |       2800 | NS      | $60948.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tri Pointe Homes Inc                                    | Tri Pointe Homes Inc                                    | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2663 | NS      | $123296.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Energy Ltd                                     | Meridian Energy Ltd                                     | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |      42555 | NS      | $144276.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IGG Inc                                                 | IGG Inc                                                 | CUSIP: 000000000<br>LEI: 529900VBUXYUOTABSC33 | Long             | EC               | CORP              | KY        |     178000 | NS      | $71622.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp                                                | EQT Corp                                                | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Short            | EC               | CORP              | US        |     -22278 | NS      | $-1368314.76  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                                             | ROBLOX Corp                                             | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Short            | EC               | CORP              | US        |     -22266 | NS      | $-1528783.56  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Compal Electronics Inc                                  | Compal Electronics Inc                                  | CUSIP: 000000000<br>LEI: 529900ZPKWFDL21LW166 | Long             | EC               | CORP              | TW        |     146000 | NS      | $146469.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                       | CNH Industrial NV                                       | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |      95289 | NS      | $1172054.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| CTS Eventim AG & Co KGaA                                | CTS Eventim AG & Co KGaA                                | CUSIP: 000000000<br>LEI: 529900FDHSN08UBJII80 | Short            | EC               | CORP              | DE        |      -2550 | NS      | $-206499.21   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co Ltd                         | Daito Trust Construction Co Ltd                         | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |      47400 | NS      | $1091515.78   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                     | Henkel AG & Co KGaA                                     | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |       8335 | NS      | $817567.92    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| China Nonferrous Mining Corp Ltd                        | China Nonferrous Mining Corp Ltd                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     218000 | NS      | $416684.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                   | Lincoln National Corp                                   | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |       1469 | NS      | $50386.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Giordano International Ltd                              | Giordano International Ltd                              | CUSIP: 000000000<br>LEI: 5299002Q4JRP5LUE6V15 | Long             | EC               | CORP              | BM        |     104000 | NS      | $20354.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                              | Genmab A/S                                              | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |       4745 | NS      | $1397053.49   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Cintas Corp                                             | Cintas Corp                                             | CUSIP: 172908105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -7635 | NS      | $-1535627.55  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Kubota Corp                                             | Kubota Corp                                             | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |     104100 | NS      | $2116060.81   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                           | Hewlett Packard Enterprise Co                           | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      82131 | NS      | $1763352.57   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Ageas SA/NV                                             | Ageas SA/NV                                             | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |      28168 | NS      | $2090815.50   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SoFi Technologies Inc                                   | SoFi Technologies Inc                                   | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Short            | EC               | CORP              | US        |     -37495 | NS      | $-665911.20   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Bobst Group SA                                          | Bobst Group SA                                          | CUSIP: 000000000<br>LEI: 5067009NFH4S4F9KA938 | Long             | EC               | CORP              | CH        |        393 | NS      | $23513.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui DM Sugar Co Ltd                                  | Mitsui DM Sugar Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       2400 | NS      | $54538.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                             | Pandora A/S                                             | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |       2223 | NS      | $175729.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mega Lifesciences PCL                                   | Mega Lifesciences PCL                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |      74000 | NS      | $90533.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                               | Orkla ASA                                               | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |      80012 | NS      | $1095368.12   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                        | Roche Holding AG                                        | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       7268 | NS      | $3458851.44   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co Ltd                           | ASE Technology Holding Co Ltd                           | CUSIP: 000000000<br>LEI: 300300GO8QHPMV87NZ73 | Long             | EC               | CORP              | TW        |     121000 | NS      | $1457998.29   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Group 1 Automotive Inc                                  | Group 1 Automotive Inc                                  | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |        293 | NS      | $95441.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ASML Holding NV                                         | ASML Holding NV                                         | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       2281 | NS      | $3308727.36   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Securitas AB                                            | Securitas AB                                            | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |       2858 | NS      | $50859.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc                                               | Canon Inc                                               | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |       2700 | NS      | $81598.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt                                           | OTP Bank Nyrt                                           | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |      27933 | NS      | $3443926.54   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                   | Spotify Technology SA                                   | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Short            | EC               | CORP              | LU        |      -3449 | NS      | $-1776028.06  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Nichiha Corp                                            | Nichiha Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       2200 | NS      | $52302.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROKIT Healthcare Inc                                    | ROKIT Healthcare Inc                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       2349 | NS      | $111154.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co Ltd                                  | Otsuka Holdings Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       2200 | NS      | $151602.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                             | FinecoBank Banca Fineco SpA                             | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Short            | EC               | CORP              | IT        |     -54812 | NS      | $-1289950.56  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                               | Archer-Daniels-Midland Co                               | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       3494 | NS      | $241225.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                                           | EchoStar Corp                                           | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Short            | EC               | CORP              | US        |      -7749 | NS      | $-895241.97   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG                                | Daimler Truck Holding AG                                | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |      13911 | NS      | $701867.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) JUN26                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        375 | NC      | $154857.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Daikin Industries Ltd                                   | Daikin Industries Ltd                                   | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |       1600 | NS      | $203287.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ResMed Inc                                              | ResMed Inc                                              | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        405 | NS      | $103785.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Swedbank AB                                             | Swedbank AB                                             | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |       7899 | NS      | $303424.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                     | Elevance Health Inc                                     | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       5471 | NS      | $1750720.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                             | Lennar Corp                                             | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      13891 | NS      | $1588574.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Motor Co                                        | Hyundai Motor Co                                        | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EC               | CORP              | KR        |       2673 | NS      | $1253167.30   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co Ltd                                        | Tokyo Gas Co Ltd                                        | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |      19800 | NS      | $971967.02    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Russel Metals Inc                                       | Russel Metals Inc                                       | CUSIP: 781903604<br>LEI: 5493005F9VPHFO17OV54 | Long             | EC               | CORP              | CA        |       3100 | NS      | $109177.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Inc                                                 | NTT Inc                                                 | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |    2441500 | NS      | $2388602.62   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                   | NXP Semiconductors NV                                   | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       1158 | NS      | $262877.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Emaar Development PJSC                                  | Emaar Development PJSC                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |       1436 | NS      | $7564.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vontier Corp                                            | Vontier Corp                                            | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |       1794 | NS      | $73410.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Essity AB                                               | Essity AB                                               | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |      12702 | NS      | $403472.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Zensho Holdings Co Ltd                                  | Zensho Holdings Co Ltd                                  | CUSIP: 000000000<br>LEI: 353800DYF3UDM49ITT03 | Short            | EC               | CORP              | JP        |     -10100 | NS      | $-641115.74   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Densetsu Kogyo Co Ltd                            | Nippon Densetsu Kogyo Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        800 | NS      | $27010.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                            | 3i Group PLC                                            | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |      80446 | NS      | $3593996.11   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Citizen Watch Co Ltd                                    | Citizen Watch Co Ltd                                    | CUSIP: 000000000<br>LEI: 529900DUZBKERKGQ2628 | Long             | EC               | CORP              | JP        |       4100 | NS      | $50173.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Block Inc                                               | Block Inc                                               | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       2096 | NS      | $133515.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                 | GSK PLC                                                 | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     113522 | NS      | $6712555.86   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                              | Fiserv Inc                                              | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       1087 | NS      | $67709.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                    | Edison International                                    | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       6282 | NS      | $469516.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                 | Procter & Gamble Co/The                                 | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       8810 | NS      | $1473032.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co Ltd                                           | Empire Co Ltd                                           | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |       7400 | NS      | $262462.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSPC Pharmaceutical Group Ltd                           | CSPC Pharmaceutical Group Ltd                           | CUSIP: 000000000<br>LEI: 529900M3XQCW234H8O91 | Long             | EC               | CORP              | HK        |    1862000 | NS      | $2343899.19   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Valqua Ltd                                              | Valqua Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      69100 | NS      | $2373940.13   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                        | TotalEnergies SE                                        | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      57563 | NS      | $4610888.67   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Industrial Holdings Ltd                        | Shanghai Industrial Holdings Ltd                        | CUSIP: 000000000<br>LEI: 529900S37EMGYP84J616 | Long             | EC               | CORP              | HK        |       9000 | NS      | $17646.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aneka Tambang Tbk                                       | Aneka Tambang Tbk                                       | CUSIP: 000000000<br>LEI: 529900LRE2NALSSHMB80 | Long             | EC               | CORP              | ID        |    1584300 | NS      | $411938.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                                 | Akamai Technologies Inc                                 | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |        562 | NS      | $55295.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MediaTek Inc                                            | MediaTek Inc                                            | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |       5000 | NS      | $307997.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD MXN                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-909.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Tire Corp Ltd                                  | Canadian Tire Corp Ltd                                  | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |      13665 | NS      | $1916736.52   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV                                   | STMicroelectronics NV                                   | CUSIP: 861012102<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |      21156 | NS      | $711053.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Paramount Skydance Corp                                 | Paramount Skydance Corp                                 | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |       8730 | NS      | $117942.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                                       | Toll Brothers Inc                                       | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        334 | NS      | $52518.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Daiichi Jitsugyo Co Ltd                                 | Daiichi Jitsugyo Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       2400 | NS      | $54852.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp                                       | State Street Corp                                       | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       9146 | NS      | $1176358.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentera SAB de CV                                       | Gentera SAB de CV                                       | CUSIP: 000000000<br>LEI: 4469000001ECOWXFNE33 | Long             | EC               | CORP              | MX        |     367800 | NS      | $1067606.67   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Corp of Canada                                    | Power Corp of Canada                                    | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |      63024 | NS      | $3165869.64   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Compeq Manufacturing Co Ltd                             | Compeq Manufacturing Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      65000 | NS      | $420285.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bashneft PJSC                                           | Bashneft PJSC                                           | CUSIP: 000000000<br>LEI: 2534002L55BBQ1E3R735 | Long             | EP               | CORP              | RU        |      12924 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Affirm Holdings Inc                                     | Affirm Holdings Inc                                     | CUSIP: 00827B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -25557 | NS      | $-1200667.86  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Mechel PJSC                                             | Mechel PJSC                                             | CUSIP: 000000000<br>LEI: 253400C9GSPBSKERRP65 | Long             | EC               | CORP              | RU        |      25400 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SSAB AB                                                 | SSAB AB                                                 | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |       8383 | NS      | $74825.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                         | London Stock Exchange Group PLC                         | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Short            | EC               | CORP              | GB        |      -8755 | NS      | $-1043101.11  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Dhampur Bio Organics Ltd                                | Dhampur Bio Organics Ltd                                | CUSIP: 000000000<br>LEI: 98450098D6C08D36DF29 | Long             | EC               | CORP              | IN        |       5692 | NS      | $6401.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                  | AP Moller - Maersk A/S                                  | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        216 | NS      | $529073.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Powertech Technology Inc                                | Powertech Technology Inc                                | CUSIP: 000000000<br>LEI: 254900O6KNZXH2RI9Q14 | Long             | EC               | CORP              | TW        |     113000 | NS      | $917646.23    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                            | Alimentation Couche-Tard Inc                            | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |      11700 | NS      | $710037.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                    | Western Digital Corp                                    | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               | CORP              | US        |      -3017 | NS      | $-843854.90   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Greece SA                              | National Bank of Greece SA                              | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |      16292 | NS      | $265016.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Corp Group Ltd                                   | Credit Corp Group Ltd                                   | CUSIP: 000000000<br>LEI: 549300JCSY6XG1L4WB90 | Long             | EC               | CORP              | AU        |       4066 | NS      | $35183.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Hermes International SCA                                | Hermes International SCA                                | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Short            | EC               | CORP              | FR        |       -562 | NS      | $-1350746.42  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc                                      | Albertsons Cos Inc                                      | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |       9144 | NS      | $163677.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Finning International Inc                               | Finning International Inc                               | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |       3800 | NS      | $256184.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Mobile Telecommunications Co KSC               | National Mobile Telecommunications Co KSC               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KW        |       3200 | NS      | $17042.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wallenius Wilhelmsen ASA                                | Wallenius Wilhelmsen ASA                                | CUSIP: 000000000<br>LEI: 549300NBN0URT3RA3Y54 | Long             | EC               | CORP              | NO        |      30285 | NS      | $421271.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)JUN26                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        766 | NC      | $382861.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerra Gold Inc                                       | Centerra Gold Inc                                       | CUSIP: 152006102<br>LEI: 549300K0HXTMP5JJ0E62 | Long             | EC               | CORP              | CA        |      12000 | NS      | $252219.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                             | Cummins Inc                                             | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |         46 | NS      | $26858.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kioxia Holdings Corp                                    | Kioxia Holdings Corp                                    | CUSIP: 000000000<br>LEI: 35380080RTKRARNH4R73 | Short            | EC               | CORP              | JP        |      -5600 | NS      | $-756808.44   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| ENN Energy Holdings Ltd                                 | ENN Energy Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 549300V7BXPWT6WIPR03 | Long             | EC               | CORP              | KY        |     141000 | NS      | $1237058.46   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Magna International Inc                                 | Magna International Inc                                 | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |      57286 | NS      | $3611882.30   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                       | Suncor Energy Inc                                       | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |       1700 | NS      | $96026.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RusHydro PJSC                                           | RusHydro PJSC                                           | CUSIP: 000000000<br>LEI: 2534005TJN9DX4YWVT97 | Long             | EC               | CORP              | RU        |   24471200 | NS      | $0.32         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EQT AB                                                  | EQT AB                                                  | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Short            | EC               | CORP              | SE        |     -46058 | NS      | $-1419563.19  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                   | Pembina Pipeline Corp                                   | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Short            | EC               | CORP              | CA        |     -21126 | NS      | $-929332.74   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeroportuario del Pacifico SAB de CV              | Grupo Aeroportuario del Pacifico SAB de CV              | CUSIP: 400506101<br>LEI: 4469000001BZ368XFI90 | Short            | EC               | CORP              | MX        |       -357 | NS      | $-93091.32    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Gerdau SA                                               | Gerdau SA                                               | CUSIP: 000000000<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EP               | CORP              | BR        |      43600 | NS      | $178516.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                         | Tyson Foods Inc                                         | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |        998 | NS      | $64860.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AviChina Industry & Technology Co Ltd                   | AviChina Industry & Technology Co Ltd                   | CUSIP: 000000000<br>LEI: 5299003TVA3JVDKJGF39 | Long             | EC               | CORP              | CN        |     884000 | NS      | $480026.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| United Laboratories International Holdings Ltd/The      | United Laboratories International Holdings Ltd/The      | CUSIP: 000000000<br>LEI: 2549007JL3XIH77JXN70 | Long             | EC               | CORP              | KY        |      30000 | NS      | $49884.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Vesuvius PLC                                            | Vesuvius PLC                                            | CUSIP: 000000000<br>LEI: 213800ORZ521W585SY02 | Long             | EC               | CORP              | GB        |       7576 | NS      | $50991.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PhosAgro PJSC                                           | PhosAgro PJSC                                           | CUSIP: 000000000<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |       3466 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Hoegh Autoliners ASA                                    | Hoegh Autoliners ASA                                    | CUSIP: 000000000<br>LEI: 549300D7GNMPKTA4HD46 | Long             | EC               | CORP              | NO        |      38535 | NS      | $536799.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Toryo Co Ltd                                 | Dai Nippon Toryo Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       1100 | NS      | $10517.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                  | Liberty Media Corp-Liberty Formula One                  | CUSIP: 531229755<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -16142 | NS      | $-1478445.78  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Kaga Electronics Co Ltd                                 | Kaga Electronics Co Ltd                                 | CUSIP: 000000000<br>LEI: 3538005V2HARHWLTPJ42 | Long             | EC               | CORP              | JP        |      43900 | NS      | $1223509.91   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Toa Corp/Tokyo                                          | Toa Corp/Tokyo                                          | CUSIP: 000000000<br>LEI: 353800AT816JCLZ5WD63 | Long             | EC               | CORP              | JP        |       1900 | NS      | $51343.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axial Retailing Inc                                     | Axial Retailing Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       8800 | NS      | $73492.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinanen Holdings Co Ltd                                 | Sinanen Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        700 | NS      | $31881.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elkem ASA                                               | Elkem ASA                                               | CUSIP: 000000000<br>LEI: 549300CVBE06T0SH6T76 | Long             | EC               | CORP              | NO        |      81031 | NS      | $260775.80    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Aptiv PLC                                               | Aptiv PLC                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |       1601 | NS      | $117737.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Europris ASA                                            | Europris ASA                                            | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGA8G28 | Long             | EC               | CORP              | NO        |      17977 | NS      | $171892.64    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Itochu Enex Co Ltd                                      | Itochu Enex Co Ltd                                      | CUSIP: 000000000<br>LEI: 549300WO21DGCU3JY132 | Long             | EC               | CORP              | JP        |      12000 | NS      | $160308.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sakai Moving Service Co Ltd                             | Sakai Moving Service Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       5700 | NS      | $106835.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                     | Henkel AG & Co KGaA                                     | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |       2496 | NS      | $226057.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yang Ming Marine Transport Corp                         | Yang Ming Marine Transport Corp                         | CUSIP: 000000000<br>LEI: 254900WG2ACWNVSP6E13 | Long             | EC               | CORP              | TW        |     210000 | NS      | $384635.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Sindall Group PLC                                | Morgan Sindall Group PLC                                | CUSIP: 000000000<br>LEI: 2138008339ULDGZRB345 | Long             | EC               | CORP              | GB        |       5953 | NS      | $397290.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| First Real Estate Investment Trust                      | First Real Estate Investment Trust                      | CUSIP: 000000000<br>LEI: 549300SI6X0UQQINB286 | Long             | EC               |  | SG        |      35500 | NS      | $7308.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Taiping Insurance Holdings Co Ltd                 | China Taiping Insurance Holdings Co Ltd                 | CUSIP: 000000000<br>LEI: 529900C2G37NOIADYW07 | Long             | EC               | CORP              | HK        |     475000 | NS      | $1383165.83   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                | Microchip Technology Inc                                | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Short            | EC               | CORP              | US        |        -62 | NS      | $-4627.68     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The                                 | Bank of Nova Scotia/The                                 | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |      18342 | NS      | $1389406.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Wan Hai Lines Ltd                                       | Wan Hai Lines Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      75000 | NS      | $183310.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamazen Corp                                            | Yamazen Corp                                            | CUSIP: 000000000<br>LEI: 353800VADDW91MPELT42 | Long             | EC               | CORP              | JP        |       5300 | NS      | $52076.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orascom Construction PLC                                | Orascom Construction PLC                                | CUSIP: 000000000<br>LEI: 254900ZIYKZ3Y4EANH33 | Long             | EC               | CORP              | AE        |      40417 | NS      | $419854.15    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Atresmedia Corp de Medios de Comunicacion SA            | Atresmedia Corp de Medios de Comunicacion SA            | CUSIP: 000000000<br>LEI: 95980020140005491929 | Long             | EC               | CORP              | ES        |      16744 | NS      | $102416.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Electric Power Development Co Ltd                       | Electric Power Development Co Ltd                       | CUSIP: 000000000<br>LEI: 549300KMHPUAQI8VEH90 | Long             | EC               | CORP              | JP        |       8400 | NS      | $200611.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vienna Insurance Group AG Wiener Versicherung Gruppe    | Vienna Insurance Group AG Wiener Versicherung Gruppe    | CUSIP: 000000000<br>LEI: 549300JCRU23I1THU176 | Long             | EC               | CORP              | AT        |       2918 | NS      | $227616.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ebara Corp                                              | Ebara Corp                                              | CUSIP: 000000000<br>LEI: 353800UV8U3SOMCDTI49 | Long             | EC               | CORP              | JP        |       4500 | NS      | $158055.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                         | Best Buy Co Inc                                         | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      22439 | NS      | $1390544.83   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bradespar SA                                            | Bradespar SA                                            | CUSIP: 000000000<br>LEI: 9598001UD1DHEH3PZ471 | Long             | EP               | CORP              | BR        |     124100 | NS      | $601073.44    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp                                            | Chevron Corp                                            | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8181 | NS      | $1527883.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Adobe Inc                                               | Adobe Inc                                               | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       5429 | NS      | $1424623.89   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fufeng Group Ltd                                        | Fufeng Group Ltd                                        | CUSIP: 000000000<br>LEI: 549300OQ91X6COVM4483 | Long             | EC               | CORP              | KY        |     281000 | NS      | $291842.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CPX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   55250000 | PA      | $55247489.99  | 4.26%             | 2028-01-31      | Floating      | 3.72%                 | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                               | Woodside Energy Group Ltd                               | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      31998 | NS      | $653302.59    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                                          | Mastercard Inc                                          | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Short            | EC               | CORP              | US        |      -1187 | NS      | $-613928.27   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED COP / SOLD USD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CO        |          1 | NC      | $-155386.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Communications Co Ltd                           | Bank of Communications Co Ltd                           | CUSIP: 000000000<br>LEI: 549300AX1UM10U30HK09 | Long             | EC               | CORP              | CN        |      52091 | NS      | $45588.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Odfjell Drilling Ltd                                    | Odfjell Drilling Ltd                                    | CUSIP: 000000000<br>LEI: 529900M08ZU24JXMPB85 | Long             | EC               | CORP              | BM        |      18285 | NS      | $205086.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanadevia Corp                                          | Kanadevia Corp                                          | CUSIP: 000000000<br>LEI: 5493006MPD0OCAMCE046 | Long             | EC               | CORP              | JP        |      17200 | NS      | $119609.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hengan International Group Co Ltd                       | Hengan International Group Co Ltd                       | CUSIP: 000000000<br>LEI: 836800BJ50PZSWGXZA86 | Long             | EC               | CORP              | KY        |      11500 | NS      | $42783.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group Inc                         | Sumitomo Mitsui Trust Group Inc                         | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |      71800 | NS      | $2503585.70   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobile Telecommunications Co KSCP                       | Mobile Telecommunications Co KSCP                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KW        |      20889 | NS      | $36896.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                  | AXA SA                                                  | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |       6734 | NS      | $329306.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                 | GSK PLC                                                 | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      19945 | NS      | $592631.49    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GFPT PCL                                                | GFPT PCL                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |      34300 | NS      | $10757.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                     | Axon Enterprise Inc                                     | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Short            | EC               | CORP              | US        |      -3303 | NS      | $-1791547.20  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Musashi Seimitsu Industry Co Ltd                        | Musashi Seimitsu Industry Co Ltd                        | CUSIP: 000000000<br>LEI: 353800J742CBBV9MSZ43 | Long             | EC               | CORP              | JP        |       9100 | NS      | $181530.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                    | Infrastrutture Wireless Italiane SpA                    | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Short            | EC               | CORP              | IT        |     -96071 | NS      | $-1019343.83  | -0.08%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Otis Worldwide Corp                                     | Otis Worldwide Corp                                     | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Short            | EC               | CORP              | US        |     -21629 | NS      | $-2001980.24  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Daicel Corp                                             | Daicel Corp                                             | CUSIP: 000000000<br>LEI: 353800ZG4XF6D7NZGS72 | Long             | EC               | CORP              | JP        |      84100 | NS      | $882821.49    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                    | Evonik Industries AG                                    | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |       5755 | NS      | $100063.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Etihad Etisalat Co                                      | Etihad Etisalat Co                                      | CUSIP: 000000000<br>LEI: 2549007BA9ABDE3HVK79 | Long             | EC               | CORP              | SA        |       5854 | NS      | $100204.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bumitama Agri Ltd                                       | Bumitama Agri Ltd                                       | CUSIP: 000000000<br>LEI: 529900BOE6UQFFDNZR10 | Long             | EC               | CORP              | SG        |      29900 | NS      | $31173.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novonesis Novozymes B                                   | Novonesis Novozymes B                                   | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Short            | EC               | CORP              | DK        |      -1595 | NS      | $-94860.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Agility Public Warehousing Co KSCC                      | Agility Public Warehousing Co KSCC                      | CUSIP: 000000000<br>LEI: 549300C16Q6C2NMAI063 | Long             | EC               | CORP              | KW        |      48653 | NS      | $21863.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group/The                                         | Cigna Group/The                                         | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       8381 | NS      | $2428981.42   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Open House Group Co Ltd                                 | Open House Group Co Ltd                                 | CUSIP: 000000000<br>LEI: 529900WQOGPBIJEHW865 | Long             | EC               | CORP              | JP        |       1300 | NS      | $96213.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co Ltd                      | SITC International Holdings Co Ltd                      | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |     136000 | NS      | $580135.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Research Institute Inc                       | Mitsubishi Research Institute Inc                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       2200 | NS      | $70875.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cipla Ltd/India                                         | Cipla Ltd/India                                         | CUSIP: 000000000<br>LEI: 335800KMJJYEDDK82Q34 | Long             | EC               | CORP              | IN        |      22795 | NS      | $337952.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                           | M&T Bank Corp                                           | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       1881 | NS      | $408139.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| THK Co Ltd                                              | THK Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      40000 | NS      | $1439980.70   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Oil & Natural Gas Corp Ltd                              | Oil & Natural Gas Corp Ltd                              | CUSIP: 000000000<br>LEI: 335800FPDZ9MRSNO7N41 | Long             | EC               | CORP              | IN        |     489328 | NS      | $1504871.29   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Vibra Energia SA                                        | Vibra Energia SA                                        | CUSIP: 000000000<br>LEI: 549300U7VLJ3SYVNY689 | Long             | EC               | CORP              | BR        |       6326 | NS      | $36920.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                      | Cellnex Telecom SA                                      | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Short            | EC               | CORP              | ES        |     -36934 | NS      | $-1403703.18  | -0.11%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corp                             | Tokyu Fudosan Holdings Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       4900 | NS      | $49284.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                         | CVS Health Corp                                         | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      34698 | NS      | $2772370.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED IDR / SOLD USD                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ID        |          1 | NC      | $99.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                       | Hyatt Hotels Corp                                       | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Short            | EC               | CORP              | US        |      -9658 | NS      | $-1559767.00  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                      | Walt Disney Co/The                                      | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       2438 | NS      | $258525.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Centerra Gold Inc                                       | Centerra Gold Inc                                       | CUSIP: 152006102<br>LEI: 549300K0HXTMP5JJ0E62 | Long             | EC               | CORP              | CA        |      31871 | NS      | $670247.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogeco Inc                                              | Cogeco Inc                                              | CUSIP: 19238T100<br>LEI: 5493000KSZQCX0QM2V25 | Long             | EC               | CORP              | CA        |       2356 | NS      | $127139.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Suntory Beverage & Food Ltd                             | Suntory Beverage & Food Ltd                             | CUSIP: 000000000<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |      30600 | NS      | $962300.72    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sigma Healthcare Ltd                                    | Sigma Healthcare Ltd                                    | CUSIP: 000000000<br>LEI: 529900BZSP3BK7GYAO50 | Short            | EC               | CORP              | AU        |    -319615 | NS      | $-644236.26   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp                                             | Subaru Corp                                             | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     107900 | NS      | $2023890.86   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Target Corp                                             | Target Corp                                             | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      21821 | NS      | $2483011.59   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                                     | Signet Jewelers Ltd                                     | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |       1528 | NS      | $146978.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Oil Refineries Ltd                                      | Oil Refineries Ltd                                      | CUSIP: 000000000<br>LEI: 213800CWUC7NV7VR3D03 | Long             | EC               | CORP              | IL        |      81196 | NS      | $26469.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd                             | Sun Hung Kai Properties Ltd                             | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |      86000 | NS      | $1598794.77   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CIE Automotive SA                                       | CIE Automotive SA                                       | CUSIP: 000000000<br>LEI: 95980020140005381252 | Long             | EC               | CORP              | ES        |       2144 | NS      | $80346.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co Ltd                                         | Mitsui & Co Ltd                                         | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |      78100 | NS      | $2927944.96   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| TOA Paint Thailand PCL                                  | TOA Paint Thailand PCL                                  | CUSIP: 000000000<br>LEI: 254900E35GTJZH95L596 | Long             | EC               | CORP              | TH        |      39400 | NS      | $20055.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Macnica Holdings Inc                                    | Macnica Holdings Inc                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      42300 | NS      | $747591.83    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RTL Group SA                                            | RTL Group SA                                            | CUSIP: 000000000<br>LEI: 5493000C8J3C3SZYS040 | Long             | EC               | CORP              | LU        |        904 | NS      | $39532.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Itochu-Shokuhin Co Ltd                                  | Itochu-Shokuhin Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        500 | NS      | $41998.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                                  | KB Financial Group Inc                                  | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |       1293 | NS      | $142705.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosei Corp                                              | Tosei Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     172400 | NS      | $1820478.42   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Motor Oil Hellas Corinth Refineries SA                  | Motor Oil Hellas Corinth Refineries SA                  | CUSIP: 000000000<br>LEI: 213800U3Y9UL7Y4QVM11 | Long             | EC               | CORP              | GR        |       1081 | NS      | $46924.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBM Offshore NV                                         | SBM Offshore NV                                         | CUSIP: 000000000<br>LEI: 549300RDGCRYZ5QE6513 | Long             | EC               | CORP              | NL        |      18401 | NS      | $710900.02    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc                                            | Enbridge Inc                                            | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Short            | EC               | CORP              | CA        |     -15045 | NS      | $-799491.30   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| PTT Exploration & Production PCL                        | PTT Exploration & Production PCL                        | CUSIP: 000000000<br>LEI: 2549001O8YYGP5N7Q076 | Long             | EC               | CORP              | TH        |     441200 | NS      | $1951518.96   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Skyworth Group Ltd                                      | Skyworth Group Ltd                                      | CUSIP: 000000000<br>LEI: 529900LRFQSJWSSXY627 | Long             | EC               | CORP              | BM        |      52000 | NS      | $46559.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                    | Southern Copper Corp                                    | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Short            | EC               | CORP              | US        |      -8829 | NS      | $-1927362.19  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Covista Inc                                             | Covista Inc                                             | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |        585 | NS      | $57330.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co Ltd                            | Techtronic Industries Co Ltd                            | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |      17000 | NS      | $275326.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK Insulators Ltd                                      | NGK Insulators Ltd                                      | CUSIP: 000000000<br>LEI: 353800701BNCL25VYY16 | Long             | EC               | CORP              | JP        |      45800 | NS      | $1341536.10   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollarama Inc                                           | Dollarama Inc                                           | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Short            | EC               | CORP              | CA        |      -1300 | NS      | $-191390.34   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                                 | Magna International Inc                                 | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |       5500 | NS      | $346801.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Berkeley Group Holdings PLC                             | Berkeley Group Holdings PLC                             | CUSIP: 000000000<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |       1775 | NS      | $103215.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WiseTech Global Ltd                                     | WiseTech Global Ltd                                     | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Short            | EC               | CORP              | AU        |     -27810 | NS      | $-941462.90   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Mobilezone Holding AG                                   | Mobilezone Holding AG                                   | CUSIP: 000000000<br>LEI: 506700P3R89PJL1LM545 | Long             | EC               | CORP              | CH        |       2012 | NS      | $40539.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMP Ltd                                                 | AMP Ltd                                                 | CUSIP: 000000000<br>LEI: 5299000D93LTLU0UJR35 | Long             | EC               | CORP              | AU        |      26903 | NS      | $24852.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd                                                | Nice Ltd                                                | CUSIP: 653656108<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |      12779 | NS      | $1485558.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pro Medicus Ltd                                         | Pro Medicus Ltd                                         | CUSIP: 000000000<br>LEI: 98450085A903D1BMFF27 | Short            | EC               | CORP              | AU        |      -7727 | NS      | $-713106.77   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| PACCAR Inc                                              | PACCAR Inc                                              | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       1159 | NS      | $146138.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                        | Exxon Mobil Corp                                        | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      17164 | NS      | $2617510.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Morinaga & Co Ltd/Japan                                 | Morinaga & Co Ltd/Japan                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      59900 | NS      | $1108905.73   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co Ltd                                 | Sekisui Chemical Co Ltd                                 | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |     146300 | NS      | $2849032.63   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Marketing Japan Inc                               | Canon Marketing Japan Inc                               | CUSIP: 000000000<br>LEI: 529900WMTZBIIROD5K97 | Long             | EC               | CORP              | JP        |      15200 | NS      | $680906.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIC Telecom International Holdings Ltd                | CITIC Telecom International Holdings Ltd                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     234000 | NS      | $78343.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                  | Franklin Resources Inc                                  | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      10612 | NS      | $281642.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Nestle SA                                               | Nestle SA                                               | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      20586 | NS      | $2249234.58   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTRA WALGREENS BOOTS                                  | CONTRA WALGREENS BOOTS                                  | CUSIP: 931CVR013<br>LEI: 549300RPTUOIXG4LIH86 | N/A              | DE               |  | US        |      90581 | NS      | $45290.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Doosan Bobcat Inc                                       | Doosan Bobcat Inc                                       | CUSIP: 000000000<br>LEI: 9884007K6X0Q0112FX44 | Long             | EC               | CORP              | KR        |      10584 | NS      | $477261.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tatneft PJSC                                            | Tatneft PJSC                                            | CUSIP: 000000000<br>LEI: 253400PAT768SVJMV121 | Long             | EC               | CORP              | RU        |     332388 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| d'Amico International Shipping SA                       | d'Amico International Shipping SA                       | CUSIP: 000000000<br>LEI: 2221005IWV4R4EP4D553 | Long             | EC               | CORP              | LU        |       5258 | NS      | $48314.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Buffalo Inc /Japan                                      | Buffalo Inc /Japan                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        900 | NS      | $30380.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kitz Corp                                               | Kitz Corp                                               | CUSIP: 000000000<br>LEI: 52990071D57KBWPS6S92 | Long             | EC               | CORP              | JP        |      18700 | NS      | $257851.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Okamura Corp                                            | Okamura Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      53700 | NS      | $939588.22    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NH Foods Ltd                                            | NH Foods Ltd                                            | CUSIP: 000000000<br>LEI: 353800NLDBIOUQILWU82 | Long             | EC               | CORP              | JP        |      49500 | NS      | $2269498.43   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuasa Trading Co Ltd                                    | Yuasa Trading Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       6200 | NS      | $256809.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Frontier Fudousan Co Ltd                            | Sun Frontier Fudousan Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       6700 | NS      | $121519.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc                                            | NiSource Inc                                            | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Short            | EC               | CORP              | US        |      -5192 | NS      | $-245581.60   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                            | Moody's Corp                                            | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Short            | EC               | CORP              | US        |      -1132 | NS      | $-540631.88   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                        | Deutsche Bank AG                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |      67760 | NS      | $2402304.94   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipro PAO                                              | Unipro PAO                                              | CUSIP: 000000000<br>LEI: 253400DR5QSH8MEGZZ11 | Long             | EC               | CORP              | RU        |    1300440 | NS      | $0.02         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JDE Peet's NV                                           | JDE Peet's NV                                           | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |       4101 | NS      | $153744.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                      | Steel Dynamics Inc                                      | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       5316 | NS      | $1026679.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Federal Grid Co - Rosseti PJSC                          | Federal Grid Co - Rosseti PJSC                          | CUSIP: 000000000<br>LEI: 253400FZQ7Z49QZNSG30 | Long             | EC               | CORP              | RU        |  160792062 | NS      | $2.08         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Osaka Gas Co Ltd                                        | Osaka Gas Co Ltd                                        | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |      21700 | NS      | $905844.80    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                | Universal Music Group NV                                | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Short            | EC               | CORP              | NL        |     -83421 | NS      | $-1878422.27  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                               | Avolta AG                                               | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Short            | EC               | CORP              | CH        |     -17063 | NS      | $-1121709.44  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Sega Sammy Holdings Inc                                 | Sega Sammy Holdings Inc                                 | CUSIP: 000000000<br>LEI: 5493006B6WMKNQ8QNP51 | Long             | EC               | CORP              | JP        |     133800 | NS      | $2239229.75   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Denka Co Ltd                                            | Denka Co Ltd                                            | CUSIP: 000000000<br>LEI: 353800Y94EKQEH8MVD43 | Long             | EC               | CORP              | JP        |      73200 | NS      | $1723234.41   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinofert Holdings Ltd                                   | Sinofert Holdings Ltd                                   | CUSIP: 000000000<br>LEI: 5299003MF6ZDA7K38F96 | Long             | EC               | CORP              | BM        |     348000 | NS      | $82611.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Persol Holdings Co Ltd                                  | Persol Holdings Co Ltd                                  | CUSIP: 000000000<br>LEI: 3538000H6OI725NB2008 | Long             | EC               | CORP              | JP        |      17400 | NS      | $27804.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Matsuda Sangyo Co Ltd                                   | Matsuda Sangyo Co Ltd                                   | CUSIP: 000000000<br>LEI: 3538005JX81V3H77VM68 | Long             | EC               | CORP              | JP        |       2300 | NS      | $129021.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashapura Minechem Ltd                                   | Ashapura Minechem Ltd                                   | CUSIP: 000000000<br>LEI: 335800BSI9EHP97MPU18 | Long             | EC               | CORP              | IN        |      78549 | NS      | $469378.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinopec Engineering Group Co Ltd                        | Sinopec Engineering Group Co Ltd                        | CUSIP: 000000000<br>LEI: 529900MZVFFC7D57VV51 | Long             | EC               | CORP              | CN        |     543000 | NS      | $549006.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc                                | Hana Financial Group Inc                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      14660 | NS      | $1240048.35   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukuda Denshi Co Ltd                                    | Fukuda Denshi Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        100 | NS      | $6433.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent PLC                                        | Severn Trent PLC                                        | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Short            | EC               | CORP              | GB        |     -28844 | NS      | $-1273156.31  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                               | Linde PLC                                               | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Short            | EC               | CORP              | IE        |      -4336 | NS      | $-2203034.88  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                      | Vodafone Group PLC                                      | CUSIP: 92857W308<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |     243296 | NS      | $3737026.56   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Implenia AG                                             | Implenia AG                                             | CUSIP: 000000000<br>LEI: 52990006TKCUQQJ79B11 | Long             | EC               | CORP              | CH        |        707 | NS      | $66258.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnitogorsk Iron & Steel Works PJSC                    | Magnitogorsk Iron & Steel Works PJSC                    | CUSIP: 000000000<br>LEI: 253400XSJ4C01YMCXG44 | Long             | EC               | CORP              | RU        |    1863335 | NS      | $0.02         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Asahi Kasei Corp                                        | Asahi Kasei Corp                                        | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |      40600 | NS      | $478488.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rubis SCA                                               | Rubis SCA                                               | CUSIP: 000000000<br>LEI: 969500MGFIKUGLTC9742 | Long             | EC               | CORP              | FR        |      12461 | NS      | $535969.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NRW Holdings Ltd                                        | NRW Holdings Ltd                                        | CUSIP: 000000000<br>LEI: 5493003S2MORCH0HEL95 | Long             | EC               | CORP              | AU        |      19250 | NS      | $89440.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                             | Murata Manufacturing Co Ltd                             | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |      11900 | NS      | $311183.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yellow Hat Ltd                                          | Yellow Hat Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       7800 | NS      | $87787.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                       | Siemens Energy AG                                       | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Short            | EC               | CORP              | DE        |      -4315 | NS      | $-835718.92   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Prosegur Cia de Seguridad SA                            | Prosegur Cia de Seguridad SA                            | CUSIP: 000000000<br>LEI: 549300N94L4D5NDBFG97 | Long             | EC               | CORP              | ES        |      29927 | NS      | $102710.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DSM-Firmenich AG                                        | DSM-Firmenich AG                                        | CUSIP: 000000000<br>LEI: 506700G44V67MPM4BI12 | Long             | EC               | CORP              | CH        |      11722 | NS      | $837181.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| An Binh CJSB                                            | An Binh CJSB                                            | CUSIP: 000000000<br>LEI: 2549002K2TRBYGJMJN25 | Long             | EC               | CORP              | VN        |      60060 | NS      | $32053.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Petroleum Corp                            | International Petroleum Corp                            | CUSIP: 46016U108<br>LEI: 54930025D80LU0SMR645 | Long             | EC               | CORP              | CA        |       5506 | NS      | $126219.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VAT Group AG                                            | VAT Group AG                                            | CUSIP: 000000000<br>LEI: 529900MVFK7NVALR7Y83 | Short            | EC               | CORP              | CH        |       -191 | NS      | $-134709.41   | -0.01%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Banca IFIS SpA                                          | Banca IFIS SpA                                          | CUSIP: 000000000<br>LEI: 8156005420362AE59184 | Long             | EC               | CORP              | IT        |      10516 | NS      | $304998.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                                        | Nitto Denko Corp                                        | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |       7300 | NS      | $169290.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Getlink SE                                              | Getlink SE                                              | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Short            | EC               | CORP              | FR        |     -46810 | NS      | $-1016351.46  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp                                             | Incyte Corp                                             | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      17923 | NS      | $1815062.21   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Pan American Silver Corp                                | Pan American Silver Corp                                | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Short            | EC               | CORP              | CA        |     -16202 | NS      | $-1113077.40  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                               | Repsol SA                                               | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |     124056 | NS      | $2807458.04   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| NewMarket Corp                                          | NewMarket Corp                                          | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |         50 | NS      | $31300.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Beijing Enterprises Holdings Ltd                        | Beijing Enterprises Holdings Ltd                        | CUSIP: 000000000<br>LEI: 529900896ODARUEY2V26 | Long             | EC               | CORP              | HK        |      44500 | NS      | $200135.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                             | Nutrien Ltd                                             | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |       3400 | NS      | $255713.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                               | Janus Henderson Group PLC                               | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |       4202 | NS      | $218924.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nizhnekamskneftekhim PJSC                               | Nizhnekamskneftekhim PJSC                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | RU        |      56000 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sun Life Financial Inc                                  | Sun Life Financial Inc                                  | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |       4900 | NS      | $321195.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung E&A Co Ltd                                      | Samsung E&A Co Ltd                                      | CUSIP: 000000000<br>LEI: 988400HDAY5KIVHGZ188 | Long             | EC               | CORP              | KR        |      24998 | NS      | $632027.15    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannstar Board Corp                                     | Hannstar Board Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     108000 | NS      | $320147.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                      | Grupo Financiero Banorte SAB de CV                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      11022 | NS      | $125330.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                     | Intesa Sanpaolo SpA                                     | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |      18309 | NS      | $125628.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co Ltd                          | Shinhan Financial Group Co Ltd                          | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |      17761 | NS      | $1194542.36   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar National Bank QPSC                                | Qatar National Bank QPSC                                | CUSIP: 000000000<br>LEI: 549300FFSRVBS0SQXY75 | Long             | EC               | CORP              | QA        |      14036 | NS      | $74516.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GMK Norilskiy Nickel PAO                                | GMK Norilskiy Nickel PAO                                | CUSIP: 000000000<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |     455400 | NS      | $0.01         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dah Sing Financial Holdings Ltd                         | Dah Sing Financial Holdings Ltd                         | CUSIP: 000000000<br>LEI: 529900J55QMXMR5KMH32 | Long             | EC               | CORP              | HK        |      18800 | NS      | $102048.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Quang Ngai Sugar JSC                                    | Quang Ngai Sugar JSC                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |     122200 | NS      | $232248.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                               | Fresenius Medical Care AG                               | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |      13423 | NS      | $625243.37    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT JUN26                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        494 | NC      | $328470.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group PLC                       | InterContinental Hotels Group PLC                       | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Short            | EC               | CORP              | GB        |     -11355 | NS      | $-1560406.94  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp                                               | ORIX Corp                                               | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |      32100 | NS      | $1126681.12   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsara Inc                                             | Samsara Inc                                             | CUSIP: 79589L106<br>LEI: 529900IE80DQBIFK3M88 | Short            | EC               | CORP              | US        |     -49046 | NS      | $-1417429.40  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab Corp                                         | Rocket Lab Corp                                         | CUSIP: 773121108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -18982 | NS      | $-1311656.20  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc                                                | IonQ Inc                                                | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Short            | EC               | CORP              | US        |     -41656 | NS      | $-1598340.72  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Hakuto Co Ltd                                           | Hakuto Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       2300 | NS      | $65195.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Valmet Oyj                                              | Valmet Oyj                                              | CUSIP: 000000000<br>LEI: 213800D9O7FUQDH83V62 | Long             | EC               | CORP              | FI        |      13744 | NS      | $460207.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lotus Bakeries NV                                       | Lotus Bakeries NV                                       | CUSIP: 000000000<br>LEI: 5493004C0K34IFI67I03 | Short            | EC               | CORP              | BE        |        -35 | NS      | $-435300.97   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| STERIS PLC                                              | STERIS PLC                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IE        |       -595 | NS      | $-150148.25   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Inter RAO UES PJSC                                      | Inter RAO UES PJSC                                      | CUSIP: 000000000<br>LEI: 253400PMFKF8Q8G1FA17 | Long             | EC               | CORP              | RU        |    6310100 | NS      | $0.08         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                  | Republic of Uganda Government Bonds                     | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  340000000 | PA      | $95861.11     | 0.01%             | 2039-06-23      | Fixed         | 15.80%                | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                               | Bank of Ireland Group PLC                               | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |       5457 | NS      | $106254.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KGHM Polska Miedz SA                                    | KGHM Polska Miedz SA                                    | CUSIP: 000000000<br>LEI: G30CO71KTT9JDYJESN22 | Long             | EC               | CORP              | PL        |        258 | NS      | $24329.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Esprinet SpA                                            | Esprinet SpA                                            | CUSIP: 000000000<br>LEI: 8156007E3375956ADD08 | Long             | EC               | CORP              | IT        |       4144 | NS      | $29616.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd                                     | BlueScope Steel Ltd                                     | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |      30252 | NS      | $602644.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sakata INX Corp                                         | Sakata INX Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      26300 | NS      | $451070.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ramelius Resources Ltd                                  | Ramelius Resources Ltd                                  | CUSIP: 000000000<br>LEI: 254900E44AIGW7KKNR98 | Long             | EC               | CORP              | AU        |     120896 | NS      | $397186.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                                | Adyen NV                                                | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Short            | EC               | CORP              | NL        |       -253 | NS      | $-297104.82   | -0.02%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Arkema SA                                               | Arkema SA                                               | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |       1270 | NS      | $92488.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                | AT&T Inc                                                | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      37944 | NS      | $1062811.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Schroders PLC                                           | Schroders PLC                                           | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |      55836 | NS      | $439675.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia De Sanena Do Parana                                 | Cia De Sanena Do Parana                                 | CUSIP: 000000000<br>LEI: 254900SZW9X2D21A7X94 | Long             | EC               | CORP              | BR        |       4000 | NS      | $35189.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Pacific Co Ltd                                    | First Pacific Co Ltd                                    | CUSIP: 000000000<br>LEI: 254900VS1MDQSDM9DE09 | Long             | EC               | CORP              | BM        |     110000 | NS      | $88842.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IPSOS SA                                                | IPSOS SA                                                | CUSIP: 000000000<br>LEI: 9695002OY2X35E9X8W87 | Long             | EC               | CORP              | FR        |       1802 | NS      | $73040.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Academy Sports & Outdoors Inc                           | Academy Sports & Outdoors Inc                           | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Long             | EC               | CORP              | US        |       2837 | NS      | $170588.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co Ltd                              | Japan Post Holdings Co Ltd                              | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |      57400 | NS      | $747499.69    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Electric Co Ltd                                    | Fuji Electric Co Ltd                                    | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |       2900 | NS      | $257040.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                    | Bank of America Corp                                    | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      57200 | NS      | $2850276.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Transneft PJSC                                          | Transneft PJSC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | RU        |      16100 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Air Water Inc                                           | Air Water Inc                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      23900 | NS      | $331868.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Iwatani Corp                                            | Iwatani Corp                                            | CUSIP: 000000000<br>LEI: 353800TSKIDNENNV2L96 | Long             | EC               | CORP              | JP        |      36900 | NS      | $486405.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                      | Credit Agricole SA                                      | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |      11569 | NS      | $255593.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cyrela Brazil Realty SA Empreendimentos e Participacoes | Cyrela Brazil Realty SA Empreendimentos e Participacoes | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     110200 | NS      | $660146.69    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                                   | JD Sports Fashion PLC                                   | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |      71873 | NS      | $79177.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                       | Toyota Motor Corp                                       | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |      32200 | NS      | $780153.05    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                             | Bayerische Motoren Werke AG                             | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |      23133 | NS      | $2424417.72   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Indofood Sukses Makmur Tbk PT                           | Indofood Sukses Makmur Tbk PT                           | CUSIP: 000000000<br>LEI: 529900E61EV2GTYWZ485 | Long             | EC               | CORP              | ID        |    1849200 | NS      | $711061.55    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                  | Equitable Holdings Inc                                  | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Short            | EC               | CORP              | US        |      -4576 | NS      | $-184046.72   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co                                       | Erie Indemnity Co                                       | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Short            | EC               | CORP              | US        |      -2508 | NS      | $-675755.52   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| TDK Corp                                                | TDK Corp                                                | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |      16800 | NS      | $259533.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                           | Volkswagen AG                                           | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |      23172 | NS      | $2755165.70   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                           | Stellantis NV                                           | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |     231763 | NS      | $1880492.85   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Matas A/S                                               | Matas A/S                                               | CUSIP: 000000000<br>LEI: 2138004PXX8LWGHGL872 | Long             | EC               | CORP              | DK        |        799 | NS      | $13957.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Global SA                                         | Bunge Global SA                                         | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | CH        |       2363 | NS      | $285095.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| US Bancorp                                              | US Bancorp                                              | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      39834 | NS      | $2177326.44   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| GMO Resources Fund                                      | GMO Resources Fund                                      | CUSIP: 362014409<br>LEI: 549300RZ6MOU726M7F60 | Long             | EC               | RF                | US        |    1512338 | NS      | $39653494.70  | 3.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp                                              | Inpex Corp                                              | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |     274300 | NS      | $6696406.25   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                             | Swisscom AG                                             | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |        171 | NS      | $160397.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                     | Deutsche Telekom AG                                     | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      49878 | NS      | $2003107.81   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                   | STMicroelectronics NV                                   | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |      15188 | NS      | $506164.83    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Rollins Inc                                             | Rollins Inc                                             | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Short            | EC               | CORP              | US        |     -22157 | NS      | $-1349139.73  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                         | Seagate Technology Holdings PLC                         | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Short            | EC               | CORP              | IE        |      -1206 | NS      | $-491855.04   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                            | ING Groep NV                                            | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      58564 | NS      | $1689743.19   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Megmilk Snow Brand Co Ltd                               | Megmilk Snow Brand Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       6800 | NS      | $152529.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-Dan Co Ltd                                          | Dai-Dan Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       6800 | NS      | $159118.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Okta Inc                                                | Okta Inc                                                | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Short            | EC               | CORP              | US        |     -22446 | NS      | $-1627335.00  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                              | Intel Corp                                              | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      14306 | NS      | $652496.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                                | Corebridge Financial Inc                                | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |       1980 | NS      | $51163.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                               | Crocs Inc                                               | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |       2967 | NS      | $269136.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wilmar International Ltd                                | Wilmar International Ltd                                | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |      11000 | NS      | $30580.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO Climate Change Fund                                 | GMO Climate Change Fund                                 | CUSIP: 362014615<br>LEI: 549300YHGBL4FWUNIF94 | Long             | EC               | RF                | US        |     470008 | NS      | $13348240.09  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Agri-Resources Ltd                               | Golden Agri-Resources Ltd                               | CUSIP: 000000000<br>LEI: 529900GAK9LTNC3IFY40 | Long             | EC               | CORP              | MU        |     320400 | NS      | $72112.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gazprom PJSC                                            | Gazprom PJSC                                            | CUSIP: 000000000<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               | CORP              | RU        |    2050858 | NS      | $0.03         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Ferrari NV                                              | Ferrari NV                                              | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Short            | EC               | CORP              | NL        |       -280 | NS      | $-106377.60   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui OSK Lines Ltd                                    | Mitsui OSK Lines Ltd                                    | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |      54200 | NS      | $2011069.38   | 0.16%             |  |  |  | No            |                  2 | On Loan: —       |
| Coface SA                                               | Coface SA                                               | CUSIP: 000000000<br>LEI: 96950025N07LTJYFSN57 | Long             | EC               | CORP              | FR        |       5524 | NS      | $102180.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                  | RWE AG                                                  | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Short            | EC               | CORP              | DE        |       -681 | NS      | $-43807.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Linamar Corp                                            | Linamar Corp                                            | CUSIP: 53278L107<br>LEI: 549300LW6VIYFRMFBU20 | Long             | EC               | CORP              | CA        |       4400 | NS      | $303246.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU Aero Engines AG                                     | MTU Aero Engines AG                                     | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Short            | EC               | CORP              | DE        |      -2759 | NS      | $-1189230.93  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                           | Rio Tinto PLC                                           | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |       2887 | NS      | $286014.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Petroleum Corp Ltd                            | Hindustan Petroleum Corp Ltd                            | CUSIP: 000000000<br>LEI: 335800DWLXIP7HFFY564 | Long             | EC               | CORP              | IN        |      70868 | NS      | $341624.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co Ltd                               | Ono Pharmaceutical Co Ltd                               | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |      84300 | NS      | $1449256.79   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Noor Financial Investment Co KSC                        | Noor Financial Investment Co KSC                        | CUSIP: 000000000<br>LEI: 549300US0VXHVXG6RD34 | Long             | EC               | CORP              | KW        |     359395 | NS      | $473558.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Holdings Corp                                        | GS Holdings Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        480 | NS      | $22940.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co/The                                           | Boeing Co/The                                           | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Short            | EC               | CORP              | US        |      -7044 | NS      | $-1602721.32  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| LG Electronics Inc                                      | LG Electronics Inc                                      | CUSIP: 000000000<br>LEI: 988400RMQFTGZIOG0609 | Long             | EC               | CORP              | KR        |      25705 | NS      | $2600452.18   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                      | Honda Motor Co Ltd                                      | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     218400 | NS      | $2187809.12   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                 | DSV A/S                                                 | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Short            | EC               | CORP              | DK        |       -397 | NS      | $-102474.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| China Conch Venture Holdings Ltd                        | China Conch Venture Holdings Ltd                        | CUSIP: 000000000<br>LEI: 836800AA0Q4R3O6ZDB17 | Long             | EC               | CORP              | KY        |     104500 | NS      | $177191.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Mutual Ltd                                          | Old Mutual Ltd                                          | CUSIP: 000000000<br>LEI: 213800MON84ZWWPQCN47 | Long             | EC               | CORP              | ZA        |      79552 | NS      | $82338.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                        | ABN AMRO Bank NV                                        | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |      62148 | NS      | $2081507.63   | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| APERAM SA                                               | APERAM SA                                               | CUSIP: 000000000<br>LEI: 5493001136GE6L4R7M63 | Long             | EC               | CORP              | LU        |      10758 | NS      | $564953.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group Inc                                       | Rakuten Group Inc                                       | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Short            | EC               | CORP              | JP        |    -240900 | NS      | $-1278900.53  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Electric Holdings Ltd                           | Johnson Electric Holdings Ltd                           | CUSIP: 000000000<br>LEI: 529900EDYRQ6K25JEC80 | Long             | EC               | CORP              | BM        |      13000 | NS      | $51361.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                          | Fortune Brands Innovations Inc                          | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |       4145 | NS      | $225239.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Perseus Mining Ltd                                      | Perseus Mining Ltd                                      | CUSIP: 000000000<br>LEI: 54930054ZDGKBCW3SM26 | Long             | EC               | CORP              | AU        |      40531 | NS      | $174220.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chiyoda Integre Co Ltd                                  | Chiyoda Integre Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       1300 | NS      | $28422.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kloeckner & Co SE                                       | Kloeckner & Co SE                                       | CUSIP: 000000000<br>LEI: 529900CQ31CN6GV5LL52 | Long             | EC               | CORP              | DE        |       2247 | NS      | $29089.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                           | Koninklijke Ahold Delhaize NV                           | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      12392 | NS      | $612335.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Petroleum Corp Ltd                               | Bharat Petroleum Corp Ltd                               | CUSIP: 000000000<br>LEI: 8GRDBX1TJ0PU5NCSHT72 | Long             | EC               | CORP              | IN        |     327052 | NS      | $1383054.17   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp                                           | SoftBank Corp                                           | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Short            | EC               | CORP              | JP        |   -1344400 | NS      | $-1838873.67  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Mattel Inc                                              | Mattel Inc                                              | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |       1927 | NS      | $32662.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                        | Radian Group Inc                                        | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |       9356 | NS      | $322969.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BorgWarner Inc                                          | BorgWarner Inc                                          | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |       2602 | NS      | $149797.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Blue Owl Capital Corp                                   | Blue Owl Capital Corp                                   | CUSIP: 69121K104<br>LEI: 2549000BD79OOCPF2L94 | Long             | EC               | CORP              | US        |       5472 | NS      | $61778.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AutoNation Inc                                          | AutoNation Inc                                          | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        885 | NS      | $172716.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Credito Emiliano SpA                                    | Credito Emiliano SpA                                    | CUSIP: 000000000<br>LEI: 8156004B244AA70DE787 | Long             | EC               | CORP              | IT        |       9917 | NS      | $182248.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Organon & Co                                            | Organon & Co                                            | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      23295 | NS      | $169820.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley & Co. International PLC                  | PURCHASED PHP / SOLD USD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PH        |          1 | NC      | $1447.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corning Inc                                             | Corning Inc                                             | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Short            | EC               | CORP              | US        |       -389 | NS      | $-58497.82    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Oisix ra daichi Inc                                     | Oisix ra daichi Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     169800 | NS      | $1547770.94   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc                               | Bandai Namco Holdings Inc                               | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |       7600 | NS      | $206050.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                            | Ecopetrol SA                                            | CUSIP: 279158109<br>LEI: 254900IDGKCJICKBPA66 | Long             | EC               | CORP              | CO        |       2000 | NS      | $23780.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                              | FedEx Corp                                              | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       2461 | NS      | $952407.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                             | Fastenal Co                                             | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Short            | EC               | CORP              | US        |     -32477 | NS      | $-1495241.08  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                     | Synchrony Financial                                     | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      28371 | NS      | $1960719.81   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMCO Corp                                              | SUMCO Corp                                              | CUSIP: 000000000<br>LEI: 353800SUSRUOM0V6KU92 | Long             | EC               | CORP              | JP        |      98800 | NS      | $1149708.68   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co                                           | Ford Motor Co                                           | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     174884 | NS      | $2464115.56   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Kajima Corp                                             | Kajima Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      17700 | NS      | $809428.65    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kenvue Inc                                              | Kenvue Inc                                              | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      13118 | NS      | $250816.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                                | MSCI Inc                                                | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Short            | EC               | CORP              | US        |      -3326 | NS      | $-1901906.58  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| ASKUL Corp                                              | ASKUL Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       2600 | NS      | $21676.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd                                            | Fujikura Ltd                                            | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Short            | EC               | CORP              | JP        |      -5100 | NS      | $-870837.88   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Manappuram Finance Ltd                                  | Manappuram Finance Ltd                                  | CUSIP: 000000000<br>LEI: 335800JL5WTUSKOSPN77 | Long             | EC               | CORP              | IN        |     165810 | NS      | $514487.03    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Match Group Inc                                         | Match Group Inc                                         | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       9156 | NS      | $289329.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Cochlear Ltd                                            | Cochlear Ltd                                            | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Short            | EC               | CORP              | AU        |       -183 | NS      | $-25913.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                                         | J Sainsbury PLC                                         | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |      40223 | NS      | $189030.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker Solutions ASA                                      | Aker Solutions ASA                                      | CUSIP: 000000000<br>LEI: 5967007LIEEXZXG42836 | Long             | EC               | CORP              | NO        |      57100 | NS      | $247642.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Enterprises PLC                                  | Origin Enterprises PLC                                  | CUSIP: 000000000<br>LEI: 213800AIB4U7N5BLS350 | Long             | EC               | CORP              | IE        |       7850 | NS      | $39234.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                            | CaixaBank SA                                            | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |      23982 | NS      | $295584.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Polyus PJSC                                             | Polyus PJSC                                             | CUSIP: 000000000<br>LEI: 549300FUXVT7TF6ZKV71 | Long             | EC               | CORP              | RU        |     102150 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| First Abu Dhabi Bank PJSC                               | First Abu Dhabi Bank PJSC                               | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | EC               | CORP              | AE        |      81705 | NS      | $436299.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IG Group Holdings PLC                                   | IG Group Holdings PLC                                   | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |      20304 | NS      | $356140.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                          | GE HealthCare Technologies Inc                          | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      19065 | NS      | $1606607.55   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| ANA Holdings Inc                                        | ANA Holdings Inc                                        | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Short            | EC               | CORP              | JP        |      -2300 | NS      | $-50151.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Minth Group Ltd                                         | Minth Group Ltd                                         | CUSIP: 000000000<br>LEI: 254900B2AH0G13K9G204 | Long             | EC               | CORP              | KY        |     202000 | NS      | $1129132.93   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Stolt-Nielsen Ltd                                       | Stolt-Nielsen Ltd                                       | CUSIP: 000000000<br>LEI: 213800VZX4LWJSGRLR94 | Long             | EC               | CORP              | BM        |       4613 | NS      | $163425.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM Corp                                                | SLM Corp                                                | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5315 | NS      | $99603.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Pou Chen Corp                                           | Pou Chen Corp                                           | CUSIP: 000000000<br>LEI: 25490027LIXQ7W4PBH18 | Long             | EC               | CORP              | TW        |    2047000 | NS      | $2025889.82   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                   | Burlington Stores Inc                                   | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Short            | EC               | CORP              | US        |      -6210 | NS      | $-1905662.70  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| LG Corp                                                 | LG Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       6639 | NS      | $496790.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Corp/Aichi                                         | Fuji Corp/Aichi                                         | CUSIP: 000000000<br>LEI: 353800G4VS3QLM6BSX66 | Long             | EC               | CORP              | JP        |      78700 | NS      | $3059795.83   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                         | Nigeria OMO Bill                                        | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  930000000 | PA      | $658374.48    | 0.05%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Perenti Ltd                                             | Perenti Ltd                                             | CUSIP: 000000000<br>LEI: 25490044GUNE4S2E6K11 | Long             | EC               | CORP              | AU        |      66852 | NS      | $111787.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Saison Co Ltd                                    | Credit Saison Co Ltd                                    | CUSIP: 000000000<br>LEI: 529900SV58ZWTGRH3A66 | Long             | EC               | CORP              | JP        |     126100 | NS      | $3839557.94   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobe Steel Ltd                                          | Kobe Steel Ltd                                          | CUSIP: 000000000<br>LEI: 549300ZDCYYUPHEE5K87 | Long             | EC               | CORP              | JP        |      21100 | NS      | $307045.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                          | BE Semiconductor Industries NV                          | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Short            | EC               | CORP              | NL        |      -8289 | NS      | $-1857461.80  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp                                              | Asics Corp                                              | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Short            | EC               | CORP              | JP        |     -25200 | NS      | $-772271.98   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                       | Kinder Morgan Inc                                       | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       5103 | NS      | $169776.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Super Retail Group Ltd                                  | Super Retail Group Ltd                                  | CUSIP: 000000000<br>LEI: 9845001C5140A8CK7D81 | Long             | EC               | CORP              | AU        |       6906 | NS      | $76255.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Signify NV                                              | Signify NV                                              | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |      48462 | NS      | $1129107.62   | 0.09%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Goldman Sachs Group Inc/The                             | Goldman Sachs Group Inc/The                             | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        465 | NS      | $399700.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                        | Coca-Cola HBC AG                                        | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |       2851 | NS      | $185062.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITV PLC                                                 | ITV PLC                                                 | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | EC               | CORP              | GB        |     202384 | NS      | $216640.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                               | Logitech International SA                               | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |       4741 | NS      | $434954.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd                                       | Sekisui House Ltd                                       | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |      73800 | NS      | $1802944.97   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Co                                              | Carvana Co                                              | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Short            | EC               | CORP              | US        |      -3573 | NS      | $-1193953.68  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD PEN                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-254.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bankinter SA                                            | Bankinter SA                                            | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |      29458 | NS      | $488806.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Wise PLC                                                | Wise PLC                                                | CUSIP: 000000000<br>LEI: 213800LD9XCHIC1C4V71 | Short            | EC               | CORP              | GB        |     -83352 | NS      | $-965788.19   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                                | Ipsen SA                                                | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |       8295 | NS      | $1619205.11   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Macy's Inc                                              | Macy's Inc                                              | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      13363 | NS      | $264320.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Niterra Co Ltd                                          | Niterra Co Ltd                                          | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |      11900 | NS      | $600081.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                     | Egypt Treasury Bills                                    | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |   82000000 | PA      | $1478325.76   | 0.11%             | 2026-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                              | Sysco Corp                                              | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |        823 | NS      | $75024.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yanlord Land Group Ltd                                  | Yanlord Land Group Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      98000 | NS      | $59929.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transcontinental Inc                                    | Transcontinental Inc                                    | CUSIP: 893578104<br>LEI: 549300C86G4JLR01YF53 | Long             | EC               | CORP              | CA        |       8200 | NS      | $139827.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASAHI YUKIZAI CORP                                      | ASAHI YUKIZAI CORP                                      | CUSIP: 000000000<br>LEI: 353800BBLKAGEXVVBE41 | Long             | EC               | CORP              | JP        |       6500 | NS      | $211104.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| FUJIFILM Holdings Corp                                  | FUJIFILM Holdings Corp                                  | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |     137000 | NS      | $2817269.12   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                     | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |      94000 | NS      | $3547144.03   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                                 | Vale SA                                                 | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     151400 | NS      | $2601052.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                           | AppLovin Corp                                           | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Short            | EC               | CORP              | US        |      -2236 | NS      | $-972145.72   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Sandoz Group AG                                         | Sandoz Group AG                                         | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |         65 | NS      | $5725.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YETI Holdings Inc                                       | YETI Holdings Inc                                       | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |       2322 | NS      | $101494.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Yokogawa Bridge Holdings Corp                           | Yokogawa Bridge Holdings Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      12900 | NS      | $265074.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd                   | Yangzijiang Shipbuilding Holdings Ltd                   | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |    1125799 | NS      | $3847946.98   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd                                            | WH Group Ltd                                            | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |    2115500 | NS      | $2659492.90   | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Komatsu Ltd                                             | Komatsu Ltd                                             | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      64800 | NS      | $3110422.95   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                        | Unicaja Banco SA                                        | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | EC               | CORP              | ES        |     302591 | NS      | $957551.37    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Astera Labs Inc                                         | Astera Labs Inc                                         | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Short            | EC               | CORP              | US        |      -1589 | NS      | $-188820.87   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Sojitz Corp                                             | Sojitz Corp                                             | CUSIP: 000000000<br>LEI: 5493004SE33MRLPB1W98 | Long             | EC               | CORP              | JP        |      27500 | NS      | $1244152.51   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                          | ServiceNow Inc                                          | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Short            | EC               | CORP              | US        |     -13089 | NS      | $-1413742.89  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Lonking Holdings Ltd                                    | Lonking Holdings Ltd                                    | CUSIP: 000000000<br>LEI: 5299004M92ACMGS3QI84 | Long             | EC               | CORP              | KY        |     263000 | NS      | $114788.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ninety One Ltd                                          | Ninety One Ltd                                          | CUSIP: 000000000<br>LEI: 2138006NUUFPDXHSUP38 | Long             | EC               | CORP              | ZA        |       4719 | NS      | $16140.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APA Corp                                                | APA Corp                                                | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       8923 | NS      | $270991.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Suzuki Motor Corp                                       | Suzuki Motor Corp                                       | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |      41800 | NS      | $632156.85    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PGE Polska Grupa Energetyczna SA                        | PGE Polska Grupa Energetyczna SA                        | CUSIP: 000000000<br>LEI: 259400MP9VXR0E69MJ89 | Long             | EC               | CORP              | PL        |      93044 | NS      | $293846.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co Inc                             | Chubu Electric Power Co Inc                             | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |      73500 | NS      | $1241341.64   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SABIC Agri-Nutrients Co                                 | SABIC Agri-Nutrients Co                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |       2067 | NS      | $68129.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shun Tak Holdings Ltd                                   | Shun Tak Holdings Ltd                                   | CUSIP: 000000000<br>LEI: 2549009R5NCY1DI0ZG82 | Long             | EC               | CORP              | HK        |      58000 | NS      | $5037.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Roche Holding AG                                        | Roche Holding AG                                        | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        674 | NS      | $334075.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Gazprom Neft PJSC                                       | Gazprom Neft PJSC                                       | CUSIP: 000000000<br>LEI: 253400KXA9P2AN72P004 | Long             | EC               | CORP              | RU        |     180610 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MetLife Inc                                             | MetLife Inc                                             | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       2864 | NS      | $206408.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Kasikornbank PCL                                        | Kasikornbank PCL                                        | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | EC               | CORP              | TH        |     540200 | NS      | $3492069.87   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Spin Master Corp                                        | Spin Master Corp                                        | CUSIP: 848510103<br>LEI: 254900ACUT127TXKWO71 | Long             | EC               | CORP              | CA        |       2145 | NS      | $30271.07     | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Aflac Inc                                               | Aflac Inc                                               | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       4005 | NS      | $452284.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Noritake Co Ltd                                         | Noritake Co Ltd                                         | CUSIP: 000000000<br>LEI: 529900EN4XJGJXV4A581 | Long             | EC               | CORP              | JP        |       2300 | NS      | $103031.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa PLC                                             | Informa PLC                                             | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Short            | EC               | CORP              | GB        |    -105568 | NS      | $-1192313.39  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| LT Group Inc                                            | LT Group Inc                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |     426600 | NS      | $115559.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |          1 | NC      | $12872.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp                                            | Insulet Corp                                            | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Short            | EC               | CORP              | US        |      -6025 | NS      | $-1485825.25  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| United Co RUSAL International PJSC                      | United Co RUSAL International PJSC                      | CUSIP: 000000000<br>LEI: 213800WNO9IQTTI4PG55 | Long             | EC               | CORP              | RU        |      50950 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Meta Platforms Inc                                      | Meta Platforms Inc                                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       1703 | NS      | $1103850.54   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Pfizer Inc                                              | Pfizer Inc                                              | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     108567 | NS      | $3001877.55   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                 | E.ON SE                                                 | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      26312 | NS      | $612038.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Perdoceo Education Corp                                 | Perdoceo Education Corp                                 | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |       2808 | NS      | $93646.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Horiba Ltd                                              | Horiba Ltd                                              | CUSIP: 000000000<br>LEI: 529900OOTWPYSNW0EC84 | Long             | EC               | CORP              | JP        |       7500 | NS      | $1007275.43   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                                 | Lululemon Athletica Inc                                 | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       6655 | NS      | $1232306.35   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Avnet Inc                                               | Avnet Inc                                               | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |       6160 | NS      | $405574.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| China Reinsurance Group Corp                            | China Reinsurance Group Corp                            | CUSIP: 000000000<br>LEI: 300300F3000111000079 | Long             | EC               | CORP              | CN        |    1342000 | NS      | $282516.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Hi-Fi Ltd                                            | JB Hi-Fi Ltd                                            | CUSIP: 000000000<br>LEI: 529900TPC8H040Y3ZQ65 | Long             | EC               | CORP              | AU        |       1129 | NS      | $65995.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hogy Medical Co Ltd                                     | Hogy Medical Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      65000 | NS      | $2793312.22   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corp                                              | Tosoh Corp                                              | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |      62100 | NS      | $1085267.26   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                              | Verizon Communications Inc                              | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      67049 | NS      | $3361836.86   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| BHP Group Ltd                                           | BHP Group Ltd                                           | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     172990 | NS      | $7019115.00   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods PLC                            | Associated British Foods PLC                            | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |      11654 | NS      | $310373.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Derichebourg SA                                         | Derichebourg SA                                         | CUSIP: 000000000<br>LEI: 969500QOO4C4IPGID263 | Long             | EC               | CORP              | FR        |       8028 | NS      | $89055.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Perusahaan Gas Negara Persero Tbk PT                    | Perusahaan Gas Negara Persero Tbk PT                    | CUSIP: 000000000<br>LEI: 549300OX1VFDX7ZPN240 | Long             | EC               | CORP              | ID        |    3579400 | NS      | $510025.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Selvaag Bolig ASA                                       | Selvaag Bolig ASA                                       | CUSIP: 000000000<br>LEI: 5967007LIEEXZXIHPK59 | Long             | EC               | CORP              | NO        |       1648 | NS      | $6065.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                   | Bath & Body Works Inc                                   | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |       3980 | NS      | $90584.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley & Co. International PLC                  | PURCHASED ZAR / SOLD USD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |          1 | NC      | $32157.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Husqvarna AB                                            | Husqvarna AB                                            | CUSIP: 000000000<br>LEI: 549300GYQIIJ3UXB7655 | Long             | EC               | CORP              | SE        |      24565 | NS      | $118123.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Fairfax Financial Holdings Ltd                          | Fairfax Financial Holdings Ltd                          | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |        300 | NS      | $516348.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| A'ayan Leasing & Investment Co KSCP                     | A'ayan Leasing & Investment Co KSCP                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KW        |     239050 | NS      | $175603.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vipshop Holdings Ltd                                    | Vipshop Holdings Ltd                                    | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | KY        |     111100 | NS      | $1935362.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Awwal Bank                                        | Saudi Awwal Bank                                        | CUSIP: 000000000<br>LEI: 558600TQS0WENZUC5190 | Long             | EC               | CORP              | SA        |      11977 | NS      | $109043.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Soda Co Ltd                                      | Nippon Soda Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       2700 | NS      | $72327.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                              | Eiffage SA                                              | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |       5187 | NS      | $894458.96    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrotec Corp                                           | Ferrotec Corp                                           | CUSIP: 000000000<br>LEI: 3538005N4KWZD4R07U97 | Long             | EC               | CORP              | JP        |        700 | NS      | $28408.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| China Hongqiao Group Ltd                                | China Hongqiao Group Ltd                                | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | KY        |     261000 | NS      | $1177234.77   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| VTech Holdings Ltd                                      | VTech Holdings Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      28600 | NS      | $235564.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp                                                | Fox Corp                                                | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       3717 | NS      | $192280.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Delivery Hero SE                                        | Delivery Hero SE                                        | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Short            | EC               | CORP              | DE        |     -33111 | NS      | $-761549.24   | -0.06%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Wajax Corp                                              | Wajax Corp                                              | CUSIP: 930783105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       1119 | NS      | $25775.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxell Ltd                                              | Maxell Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     150900 | NS      | $2209721.45   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| MFE-MediaForEurope NV                                   | MFE-MediaForEurope NV                                   | CUSIP: 000000000<br>LEI: 213800DIFN7NR7B97A50 | Long             | EC               | CORP              | NL        |      17891 | NS      | $65326.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                       | Allstate Corp/The                                       | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       9562 | NS      | $2051240.24   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Daido Steel Co Ltd                                      | Daido Steel Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800WZKGRNG0T2FR92 | Long             | EC               | CORP              | JP        |       2300 | NS      | $35053.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                | Rolls-Royce Holdings PLC                                | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Short            | EC               | CORP              | GB        |     -54961 | NS      | $-988313.27   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Solventum Corp                                          | Solventum Corp                                          | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |      17819 | NS      | $1322169.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MonotaRO Co Ltd                                         | MonotaRO Co Ltd                                         | CUSIP: 000000000<br>LEI: 5299005JUER5ANXWTC33 | Short            | EC               | CORP              | JP        |     -51200 | NS      | $-680707.57   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Grupo de Inversiones Suramericana SA                    | Grupo de Inversiones Suramericana SA                    | CUSIP: 000000000<br>LEI: 549300AC1Q176TZL0305 | Long             | EP               | CORP              | CO        |       3308 | NS      | $40556.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Television Francaise 1 SA                               | Television Francaise 1 SA                               | CUSIP: 000000000<br>LEI: 969500WQFC6OAQYG7E65 | Long             | EC               | CORP              | FR        |      18268 | NS      | $156424.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grange Resources Ltd                                    | Grange Resources Ltd                                    | CUSIP: 000000000<br>LEI: 529900NMGGZAKQ0JZU73 | Long             | EC               | CORP              | AU        |      95164 | NS      | $15590.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 3SBio Inc                                               | 3SBio Inc                                               | CUSIP: 000000000<br>LEI: 529900P0TQC1E9Y7FN31 | Long             | EC               | CORP              | KY        |      65000 | NS      | $183232.90    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Oki Electric Industry Co Ltd                            | Oki Electric Industry Co Ltd                            | CUSIP: 000000000<br>LEI: 529900VJ2Q0182B3J852 | Long             | EC               | CORP              | JP        |      18400 | NS      | $378971.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Grab Holdings Ltd                                       | Grab Holdings Ltd                                       | CUSIP: 000000000<br>LEI: 549300N4VQX83VPJF439 | Short            | EC               | CORP              | KY        |    -320762 | NS      | $-1353615.64  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Advanced Materials PLC                           | Morgan Advanced Materials PLC                           | CUSIP: 000000000<br>LEI: I4K14LL95N2PHDL7EG85 | Long             | EC               | CORP              | GB        |       6754 | NS      | $21948.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                        | Raiffeisen Bank International AG                        | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |      23736 | NS      | $1179202.22   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Federated Hermes Inc                                    | Federated Hermes Inc                                    | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |       1440 | NS      | $80654.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bayer AG                                                | Bayer AG                                                | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |      31849 | NS      | $1575914.68   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Aberdeen Group PLC                                      | Aberdeen Group PLC                                      | CUSIP: 000000000<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | EC               | CORP              | GB        |      54388 | NS      | $161159.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HomeCo Daily Needs REIT                                 | HomeCo Daily Needs REIT                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      40119 | NS      | $37242.35     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED COP / SOLD USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |          1 | NC      | $-3704.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                     | Carrier Global Corp                                     | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       2076 | NS      | $133694.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Devon Energy Corp                                       | Devon Energy Corp                                       | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      26545 | NS      | $1155503.85   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| LyondellBasell Industries NV                            | LyondellBasell Industries NV                            | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      29478 | NS      | $1695574.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Sun Life Financial Inc                                  | Sun Life Financial Inc                                  | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |      28500 | NS      | $1867893.41   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Sheng Siong Group Ltd                                   | Sheng Siong Group Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |       7800 | NS      | $16210.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                               | Sanofi SA                                               | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      42967 | NS      | $4202228.60   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon Ltd                                               | Aegon Ltd                                               | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | BM        |      22952 | NS      | $174672.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                                        | Isuzu Motors Ltd                                        | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |     179500 | NS      | $3345513.45   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Zillow Group Inc                                        | Zillow Group Inc                                        | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Short            | EC               | CORP              | US        |     -26515 | NS      | $-1183099.30  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                                  | Skyworks Solutions Inc                                  | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       7056 | NS      | $420396.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                        | Altria Group Inc                                        | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       3408 | NS      | $235288.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp                                | Mitsubishi Electric Corp                                | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     129500 | NS      | $4929158.54   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties Inc                                     | VICI Properties Inc                                     | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |       5999 | NS      | $181229.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Nippon Shinyaku Co Ltd                                  | Nippon Shinyaku Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      24600 | NS      | $812068.93    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LKQ Corp                                                | LKQ Corp                                                | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |       3279 | NS      | $108567.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Plus500 Ltd                                             | Plus500 Ltd                                             | CUSIP: 000000000<br>LEI: 549300X8NGW9C5OJZU13 | Long             | EC               | CORP              | IL        |      11290 | NS      | $607957.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                            | Capgemini SE                                            | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |       2510 | NS      | $317205.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                           | AIB Group PLC                                           | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |      27298 | NS      | $283347.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bangkok Life Assurance PCL                              | Bangkok Life Assurance PCL                              | CUSIP: 000000000<br>LEI: 254900S8RTAA59ZF6T09 | Long             | EC               | CORP              | TH        |      16600 | NS      | $11428.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group Inc                                | Japan Exchange Group Inc                                | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Short            | EC               | CORP              | JP        |     -97200 | NS      | $-1322788.23  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Renewable Corp                               | Brookfield Renewable Corp                               | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Short            | EC               | CORP              | CA        |     -16214 | NS      | $-692824.22   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Sanrio Co Ltd                                           | Sanrio Co Ltd                                           | CUSIP: 000000000<br>LEI: 3538002Q5JQLOMSPH125 | Short            | EC               | CORP              | JP        |     -28400 | NS      | $-1041244.06  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Permanent TSB Group Holdings PLC                        | Permanent TSB Group Holdings PLC                        | CUSIP: 000000000<br>LEI: 635400DTNHVYGZODKQ93 | Long             | EC               | CORP              | IE        |       9611 | NS      | $36155.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Concentrix Corp                                         | Concentrix Corp                                         | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |       1845 | NS      | $60516.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ai Holdings Corp                                        | Ai Holdings Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       3600 | NS      | $67323.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                             | LUKOIL PJSC                                             | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |      74944 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Samsung Electronics Co Ltd                              | Samsung Electronics Co Ltd                              | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |         26 | NS      | $94304.71     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Accent Group Ltd                                        | Accent Group Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      60270 | NS      | $49601.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| United States Treasury                                  | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CPG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   53800000 | PA      | $53887494.94  | 4.16%             | 2027-10-31      | Floating      | 3.81%                 | No            |                  1 | On Loan: No      |
| Saab AB                                                 | Saab AB                                                 | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Short            | EC               | CORP              | SE        |      -1741 | NS      | $-127122.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (CDX.NA.HY.45.V1)                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   10890000 | OU      | $-840101.78   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TOTO Ltd                                                | TOTO Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      89600 | NS      | $3491760.07   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                          | Rheinmetall AG                                          | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Short            | EC               | CORP              | DE        |        -95 | NS      | $-187926.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                   | Waste Connections Inc                                   | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Short            | EC               | CORP              | CA        |      -5169 | NS      | $-889739.97   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp                                          | Open Text Corp                                          | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |      31000 | NS      | $767926.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Canfor Corp                                             | Canfor Corp                                             | CUSIP: 137576104<br>LEI: 549300DRE7WBHY02BD70 | Long             | EC               | CORP              | CA        |       6250 | NS      | $63001.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Storebrand ASA                                          | Storebrand ASA                                          | CUSIP: 000000000<br>LEI: 5967007LIEEXZX7NA051 | Long             | EC               | CORP              | NO        |      20284 | NS      | $384518.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| El Puerto de Liverpool SAB de CV                        | El Puerto de Liverpool SAB de CV                        | CUSIP: 000000000<br>LEI: 4469000001BO4JEXZL32 | Long             | EC               | CORP              | MX        |      13929 | NS      | $87090.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texhong International Group Ltd                         | Texhong International Group Ltd                         | CUSIP: 000000000<br>LEI: 213800M1HN85ACHDBK34 | Long             | EC               | CORP              | KY        |      22500 | NS      | $19256.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoom Communications Inc                                 | Zoom Communications Inc                                 | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      19961 | NS      | $1475916.34   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| AP Moller - Maersk A/S                                  | AP Moller - Maersk A/S                                  | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        820 | NS      | $2035939.03   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunka Shutter Co Ltd                                    | Bunka Shutter Co Ltd                                    | CUSIP: 000000000<br>LEI: 3538006KDHDR2E6VDJ47 | Long             | EC               | CORP              | JP        |       8400 | NS      | $115895.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc                                   | Qnity Electronics Inc                                   | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |       3437 | NS      | $435674.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| SCREEN Holdings Co Ltd                                  | SCREEN Holdings Co Ltd                                  | CUSIP: 000000000<br>LEI: 353800ND89FTQ9XQ0R07 | Long             | EC               | CORP              | JP        |       1900 | NS      | $276976.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Tenaris SA                                              | Tenaris SA                                              | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      28246 | NS      | $772073.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                           | Sumitomo Corp                                           | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      29400 | NS      | $1248416.54   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NIO Inc                                                 | NIO Inc                                                 | CUSIP: 62914V106<br>LEI: 549300JBU4TV5OCKJV96 | Short            | EC               | CORP              | KY        |    -147601 | NS      | $-718816.87   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Masan Consumer Corp                                     | Masan Consumer Corp                                     | CUSIP: 000000000<br>LEI: 549300QK16VB0MOK5404 | Long             | EC               | CORP              | VN        |      13869 | NS      | $75082.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                 | SSAB AB                                                 | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |      20650 | NS      | $182332.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Luk Fook Holdings International Ltd                     | Luk Fook Holdings International Ltd                     | CUSIP: 000000000<br>LEI: 529900U7PECBLERIIX44 | Long             | EC               | CORP              | BM        |      47800 | NS      | $179720.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                         | Norsk Hydro ASA                                         | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |     134966 | NS      | $1252272.04   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                               | CK Hutchison Holdings Ltd                               | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |     573000 | NS      | $4717966.09   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicharm Corp                                           | Unicharm Corp                                           | CUSIP: 000000000<br>LEI: 353800UQ4BZIJTAQEG85 | Long             | EC               | CORP              | JP        |      28100 | NS      | $192279.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp                                            | Newmont Corp                                            | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Short            | EC               | CORP              | US        |       -334 | NS      | $-43420.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Penta-Ocean Construction Co Ltd                         | Penta-Ocean Construction Co Ltd                         | CUSIP: 000000000<br>LEI: 529900QN42Q9UIW3AS17 | Long             | EC               | CORP              | JP        |     185100 | NS      | $2515693.25   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| San-Ai Obbli Co Ltd                                     | San-Ai Obbli Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      26800 | NS      | $440488.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichireki Group Co Ltd                                  | Nichireki Group Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       2400 | NS      | $37536.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Pacific Land Corp                                 | Texas Pacific Land Corp                                 | CUSIP: 88262P102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -6122 | NS      | $-3209703.38  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                          | PulteGroup Inc                                          | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12507 | NS      | $1715960.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Sekisui Jushi Corp                                      | Sekisui Jushi Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       2900 | NS      | $46070.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHOSAGRO PJSC                                           | PHOSAGRO PJSC                                           | CUSIP: 000000000<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |         67 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Aurizon Holdings Ltd                                    | Aurizon Holdings Ltd                                    | CUSIP: 000000000<br>LEI: 5299005PC1O6NOWL3H48 | Long             | EC               | CORP              | AU        |     127239 | NS      | $375700.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd                                                | Nice Ltd                                                | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |        252 | NS      | $28858.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stanley Electric Co Ltd                                 | Stanley Electric Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      59800 | NS      | $1261046.39   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AGC Inc                                                 | AGC Inc                                                 | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |      53200 | NS      | $2359474.46   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Sberbank of Russia PJSC                                 | Sberbank of Russia PJSC                                 | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |    3677652 | NS      | $0.05         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Medipal Holdings Corp                                   | Medipal Holdings Corp                                   | CUSIP: 000000000<br>LEI: 353800PJDODZEA4NP730 | Long             | EC               | CORP              | JP        |       1000 | NS      | $19596.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                        | Bank of New York Mellon Corp/The                        | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       1428 | NS      | $170074.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Longfor Group Holdings Ltd                              | Longfor Group Holdings Ltd                              | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | EC               | CORP              | KY        |      41500 | NS      | $52543.19     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Fortescue Ltd                                           | Fortescue Ltd                                           | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     239523 | NS      | $3597927.50   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp                              | Realtek Semiconductor Corp                              | CUSIP: 000000000<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |      86000 | NS      | $1316225.35   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Square Co Ltd                                        | SK Square Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       2971 | NS      | $1333437.59   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Lynas Rare Earths Ltd                                   | Lynas Rare Earths Ltd                                   | CUSIP: 000000000<br>LEI: 529900SGT9M1FJPXXI35 | Short            | EC               | CORP              | AU        |     -74625 | NS      | $-989097.49   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Kaneka Corp                                             | Kaneka Corp                                             | CUSIP: 000000000<br>LEI: 529900FWWCF6RY313R16 | Long             | EC               | CORP              | JP        |      20000 | NS      | $676006.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Xero Ltd                                                | Xero Ltd                                                | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Short            | EC               | CORP              | NZ        |     -21858 | NS      | $-1290296.49  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Kohnan Shoji Co Ltd                                     | Kohnan Shoji Co Ltd                                     | CUSIP: 000000000<br>LEI: 353800Z44MNXZ33L2N11 | Long             | EC               | CORP              | JP        |      13900 | NS      | $385467.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Delek Group Ltd                                         | Delek Group Ltd                                         | CUSIP: 000000000<br>LEI: 213800CYKA4XE2HZZB09 | Long             | EC               | CORP              | IL        |       1082 | NS      | $331963.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                     | Nissan Motor Co Ltd                                     | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | EC               | CORP              | JP        |     578900 | NS      | $1594841.23   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia Energetica de Minas Gerais                          | Cia Energetica de Minas Gerais                          | CUSIP: 000000000<br>LEI: 254900W703PXLDSEM056 | Long             | EP               | CORP              | BR        |     917103 | NS      | $2159257.43   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Novatek PJSC                                            | Novatek PJSC                                            | CUSIP: 000000000<br>LEI: 2138008R6GCRVBDFA581 | Long             | EC               | CORP              | RU        |      75720 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Barrick Mining Corp                                     | Barrick Mining Corp                                     | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       6501 | NS      | $329860.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shinagawa Refra Co Ltd                                  | Shinagawa Refra Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       4200 | NS      | $67216.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                      | Banco Santander SA                                      | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     309813 | NS      | $3907381.43   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc                                  | Tyler Technologies Inc                                  | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Short            | EC               | CORP              | US        |      -2456 | NS      | $-871118.64   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| CVC Capital Partners PLC                                | CVC Capital Partners PLC                                | CUSIP: 000000000<br>LEI: 213800E8UQS1KA32YD39 | Short            | EC               | CORP              | JE        |     -55281 | NS      | $-788772.36   | -0.06%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                        | Oversea-Chinese Banking Corp Ltd                        | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |      77000 | NS      | $1303084.59   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Kayaku Co Ltd                                    | Nippon Kayaku Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      13100 | NS      | $168112.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                              | CF Industries Holdings Inc                              | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       3512 | NS      | $349584.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Astra International Tbk PT                              | Astra International Tbk PT                              | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |    7791200 | NS      | $3100103.55   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                            | QUALCOMM Inc                                            | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      19158 | NS      | $2727332.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Japan Lifeline Co Ltd                                   | Japan Lifeline Co Ltd                                   | CUSIP: 000000000<br>LEI: 353800QUW6LROZVA6765 | Long             | EC               | CORP              | JP        |       1000 | NS      | $10225.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CGI Inc                                                 | CGI Inc                                                 | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |      16600 | NS      | $1214043.47   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrovial SE                                            | Ferrovial SE                                            | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Short            | EC               | CORP              | NL        |     -23680 | NS      | $-1764840.57  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                              | Siemens AG                                              | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |       1235 | NS      | $357092.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                   | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   12500000 | PA      | $370725.52    | 0.03%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                                  | MSCI EMGMKT MAR26                                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        -32 | NC      | $-100620.18   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Cibest SA                                         | Grupo Cibest SA                                         | CUSIP: 40090E106<br>LEI: 529900OSSJBGZREZ2C28 | Long             | EC               | CORP              | CO        |      14771 | NS      | $1002655.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                             | Textron Inc                                             | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      16175 | NS      | $1595663.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA            | Cie Generale des Etablissements Michelin SCA            | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |       3255 | NS      | $131636.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                             | NN Group NV                                             | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      44497 | NS      | $3649534.57   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| SK hynix Inc                                            | SK hynix Inc                                            | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |        356 | NS      | $263223.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                | United Overseas Bank Ltd                                | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |      11300 | NS      | $329705.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DREAM Unlimited Corp                                    | DREAM Unlimited Corp                                    | CUSIP: 26153M507<br>LEI: 549300OLZNGGLFVS4206 | Long             | EC               | CORP              | CA        |       2900 | NS      | $47240.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Salmar ASA                                              | Salmar ASA                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGDBK67 | Short            | EC               | CORP              | NO        |     -14786 | NS      | $-886785.11   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                      | Analog Devices Inc                                      | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Short            | EC               | CORP              | US        |      -2378 | NS      | $-846068.62   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                                   | ON Semiconductor Corp                                   | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      25554 | NS      | $1698829.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Severstal PAO                                           | Severstal PAO                                           | CUSIP: 000000000<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |        425 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Panasonic Holdings Corp                                 | Panasonic Holdings Corp                                 | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     310100 | NS      | $5000689.19   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                | Ameriprise Financial Inc                                | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        102 | NS      | $47952.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Yamaha Corp                                             | Yamaha Corp                                             | CUSIP: 000000000<br>LEI: 529900S5TENP3IJS7S02 | Long             | EC               | CORP              | JP        |     184200 | NS      | $1427495.12   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| 3BB Internet Infrastructure Fund                        | 3BB Internet Infrastructure Fund                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | TH        |     358300 | NS      | $77168.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DTS Corp                                                | DTS Corp                                                | CUSIP: 000000000<br>LEI: 529900WBOTPBINBCF151 | Long             | EC               | CORP              | JP        |       6000 | NS      | $43867.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Torex Gold Resources Inc                                | Torex Gold Resources Inc                                | CUSIP: 891054603<br>LEI: 549300QL07027186GQ85 | Long             | EC               | CORP              | CA        |       4116 | NS      | $250783.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                        | Deutsche Post AG                                        | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      37783 | NS      | $2224856.72   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| MPC Container Ships ASA                                 | MPC Container Ships ASA                                 | CUSIP: 000000000<br>LEI: 213800MXS7CXYJ2Q1805 | Long             | EC               | CORP              | NO        |      57117 | NS      | $133913.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain PLC                                              | Entain PLC                                              | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Short            | EC               | CORP              | IM        |     -37884 | NS      | $-293523.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                   | Northrop Grumman Corp                                   | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       1770 | NS      | $1282152.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Telefonaktiebolaget LM Ericsson                         | Telefonaktiebolaget LM Ericsson                         | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     223957 | NS      | $2588938.60   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                        | Hartford Insurance Group Inc/The                        | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       6812 | NS      | $959333.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Galliford Try Holdings PLC                              | Galliford Try Holdings PLC                              | CUSIP: 000000000<br>LEI: 213800MR6DRHCJIV8113 | Long             | EC               | CORP              | GB        |       1604 | NS      | $11860.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokuyama Corp                                           | Tokuyama Corp                                           | CUSIP: 000000000<br>LEI: 529900MHGZKHNMNCQB62 | Long             | EC               | CORP              | JP        |       3200 | NS      | $91677.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                           | Banco BPM SpA                                           | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |      72070 | NS      | $1061601.64   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Indra Sistemas SA                                       | Indra Sistemas SA                                       | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |      12075 | NS      | $892178.49    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MCJ Co Ltd                                              | MCJ Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      26300 | NS      | $385737.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lottery Corp Ltd/The                                    | Lottery Corp Ltd/The                                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | AU        |    -123123 | NS      | $-482884.94   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Brother Industries Ltd                                  | Brother Industries Ltd                                  | CUSIP: 000000000<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |      81800 | NS      | $1689663.46   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                  | Regions Financial Corp                                  | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       7420 | NS      | $206498.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Humana Inc                                              | Humana Inc                                              | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       2333 | NS      | $444529.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| PVH Corp                                                | PVH Corp                                                | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |       2569 | NS      | $176233.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SMS Co Ltd                                              | SMS Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       7700 | NS      | $86404.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dogus Otomotiv Servis ve Ticaret AS                     | Dogus Otomotiv Servis ve Ticaret AS                     | CUSIP: 000000000<br>LEI: 789000PVDP82LTUNS694 | Long             | EC               | CORP              | TR        |       3772 | NS      | $18757.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kroger Co/The                                           | Kroger Co/The                                           | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       6625 | NS      | $452090.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeon Co Ltd                                             | Aeon Co Ltd                                             | CUSIP: 000000000<br>LEI: 5299009MXFL34SA71416 | Short            | EC               | CORP              | JP        |     -62400 | NS      | $-888352.11   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Pinterest Inc                                           | Pinterest Inc                                           | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |      74337 | NS      | $1273392.81   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Commercial Metals Co                                    | Commercial Metals Co                                    | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |       1640 | NS      | $120212.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                            | United Airlines Holdings Inc                            | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      12276 | NS      | $1304938.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Citibank NA                                             | PURCHASED BRL / SOLD USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $6011.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAX Global Technology Ltd                               | PAX Global Technology Ltd                               | CUSIP: 000000000<br>LEI: 5299008CRGPD1WZXCD36 | Long             | EC               | CORP              | BM        |     201000 | NS      | $124738.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                  | Cie de Saint-Gobain SA                                  | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |       7920 | NS      | $802626.71    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                       | IGM Financial Inc                                       | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Long             | EC               | CORP              | CA        |      26567 | NS      | $1321679.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| InPost SA                                               | InPost SA                                               | CUSIP: 000000000<br>LEI: 2221003M23QLERR89585 | Short            | EC               | CORP              | LU        |     -31495 | NS      | $-565332.25   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| United Microelectronics Corp                            | United Microelectronics Corp                            | CUSIP: 000000000<br>LEI: 391200YJCAGH9LF96P73 | Long             | EC               | CORP              | TW        |     378000 | NS      | $782027.45    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                              | AbbVie Inc                                              | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Short            | EC               | CORP              | US        |      -6468 | NS      | $-1501093.44  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| B2Gold Corp                                             | B2Gold Corp                                             | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Long             | EC               | CORP              | CA        |       7580 | NS      | $46692.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TTY Biopharm Co Ltd                                     | TTY Biopharm Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      10000 | NS      | $26894.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XPeng Inc                                               | XPeng Inc                                               | CUSIP: 98422D105<br>LEI: 549300TZNMIREMWQU857 | Short            | EC               | CORP              | KY        |     -14634 | NS      | $-256973.04   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | BFF MORD SUPERVAL                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |   11329599 | OU      | $-166737.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bloom Energy Corp                                       | Bloom Energy Corp                                       | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Short            | EC               | CORP              | US        |      -5974 | NS      | $-929972.58   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Adecco Group AG                                         | Adecco Group AG                                         | CUSIP: 000000000<br>LEI: NI14Y5UMU60O7JE9P611 | Long             | EC               | CORP              | CH        |      12881 | NS      | $362130.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hosiden Corp                                            | Hosiden Corp                                            | CUSIP: 000000000<br>LEI: 353800IQGIGW1XT2JX97 | Long             | EC               | CORP              | JP        |       3300 | NS      | $62014.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash Inc                                            | DoorDash Inc                                            | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Short            | EC               | CORP              | US        |      -7988 | NS      | $-1409642.36  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| voestalpine AG                                          | voestalpine AG                                          | CUSIP: 000000000<br>LEI: 529900ZAXBMQDIWPNB72 | Long             | EC               | CORP              | AT        |       6839 | NS      | $391396.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Taiwan Semiconductor Manufacturing Co Ltd               | Taiwan Semiconductor Manufacturing Co Ltd               | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     311000 | NS      | $19405828.29  | 1.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Cyrela Brazil Realty SA Empreendimentos e Participacoes | Cyrela Brazil Realty SA Empreendimentos e Participacoes | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |      46163 | NS      | $262489.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corp                            | Wheaton Precious Metals Corp                            | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Short            | EC               | CORP              | CA        |      -4680 | NS      | $-765882.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                  | Chocoladefabriken Lindt & Spruengli AG                  | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Short            | EC               | CORP              | CH        |        -24 | NS      | $-396231.31   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc              | Fidelity National Information Services Inc              | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Short            | EC               | CORP              | US        |     -37423 | NS      | $-1907076.08  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp                                               | KDDI Corp                                               | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |      36400 | NS      | $625261.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonae SGPS SA                                           | Sonae SGPS SA                                           | CUSIP: 000000000<br>LEI: 549300847SOBT7HY7R50 | Long             | EC               | CORP              | PT        |     206269 | NS      | $491206.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinnihon Corp                                          | Shinnihon Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       3600 | NS      | $50701.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                           | Regeneron Pharmaceuticals Inc                           | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       2803 | NS      | $2191021.01   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Inc                     | Restaurant Brands International Inc                     | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Short            | EC               | CORP              | CA        |     -12066 | NS      | $-865252.86   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT JUN26                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         49 | NC      | $49686.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi National Bank/The                                 | Saudi National Bank/The                                 | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |     182592 | NS      | $2023094.48   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| TBC Bank Group PLC                                      | TBC Bank Group PLC                                      | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | EC               | CORP              | GB        |       2147 | NS      | $138860.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anritsu Corp                                            | Anritsu Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       4500 | NS      | $86626.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zenkoku Hosho Co Ltd                                    | Zenkoku Hosho Co Ltd                                    | CUSIP: 000000000<br>LEI: 353800VOQEKTSCSL9O03 | Long             | EC               | CORP              | JP        |      71000 | NS      | $1462071.24   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                | Builders FirstSource Inc                                | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      11962 | NS      | $1247516.98   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Vodafone Group PLC                                      | Vodafone Group PLC                                      | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |     129011 | NS      | $198654.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Shineway Pharmaceutical Group Ltd                 | China Shineway Pharmaceutical Group Ltd                 | CUSIP: 000000000<br>LEI: 5299001VVE1YDGPXXR74 | Long             | EC               | CORP              | KY        |      13000 | NS      | $15566.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Boshoku Corp                                     | Toyota Boshoku Corp                                     | CUSIP: 000000000<br>LEI: 529900KS87U6EY7PWG26 | Long             | EC               | CORP              | JP        |       7100 | NS      | $145198.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                                 | EXOR NV                                                 | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |      18336 | NS      | $1609151.03   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| H World Group Ltd                                       | H World Group Ltd                                       | CUSIP: 44332N106<br>LEI: 549300Y5ML31FVN83730 | Short            | EC               | CORP              | KY        |       -581 | NS      | $-31838.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bando Chemical Industries Ltd                           | Bando Chemical Industries Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       3600 | NS      | $55010.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co Ltd                                       | Shionogi & Co Ltd                                       | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |     183900 | NS      | $4342299.77   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Sofina SA                                               | Sofina SA                                               | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | Long             | EC               | CORP              | BE        |        206 | NS      | $61190.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Advantest Corp                                          | Advantest Corp                                          | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Short            | EC               | CORP              | JP        |      -6400 | NS      | $-1108284.10  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Create SD Holdings Co Ltd                               | Create SD Holdings Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       1000 | NS      | $21764.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruha Nichiro Corp                                     | Maruha Nichiro Corp                                     | CUSIP: 000000000<br>LEI: 529900HGXVKT576NWZ27 | Long             | EC               | CORP              | JP        |      83800 | NS      | $850678.23    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Land Co Ltd/Japan                              | Oriental Land Co Ltd/Japan                              | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Short            | EC               | CORP              | JP        |    -109900 | NS      | $-1979993.91  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| 361 Degrees International Ltd                           | 361 Degrees International Ltd                           | CUSIP: 000000000<br>LEI: 2138008WRC2652IBSX12 | Long             | EC               | CORP              | KY        |     396000 | NS      | $285497.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kunlun Energy Co Ltd                                    | Kunlun Energy Co Ltd                                    | CUSIP: 000000000<br>LEI: 5299007GRIKP15GM4927 | Long             | EC               | CORP              | BM        |      34000 | NS      | $36446.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dharma Satya Nusantara Tbk PT                           | Dharma Satya Nusantara Tbk PT                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |     322200 | NS      | $26515.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Drax Group PLC                                          | Drax Group PLC                                          | CUSIP: 000000000<br>LEI: 549300YPSNTXR4ZHSR98 | Long             | EC               | CORP              | GB        |      19709 | NS      | $235486.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Unifin Financiera SAB de CV                             | Unifin Financiera SAB de CV                             | CUSIP: 000000000<br>LEI: 5493007GRMPGDJG93Z17 | Long             | EC               | CORP              | MX        |        815 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Prudential Financial Inc                                | Prudential Financial Inc                                | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |        362 | NS      | $35613.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kyocera Corp                                            | Kyocera Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      38600 | NS      | $681739.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                 | Manulife Financial Corp                                 | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |      29500 | NS      | $1050412.37   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                        | ArcelorMittal SA                                        | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      22277 | NS      | $1459341.60   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Combined Group Contracting Co SAK                       | Combined Group Contracting Co SAK                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KW        |      32068 | NS      | $101528.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moscow Exchange MICEX-RTS PJSC                          | Moscow Exchange MICEX-RTS PJSC                          | CUSIP: 000000000<br>LEI: 253400M5M1222KPNWE87 | Long             | EC               | CORP              | RU        |     361420 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Melexis NV                                              | Melexis NV                                              | CUSIP: 000000000<br>LEI: 549300QRPSGOJRPUFO80 | Long             | EC               | CORP              | BE        |        422 | NS      | $28298.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Indian Oil Corp Ltd                                     | Indian Oil Corp Ltd                                     | CUSIP: 000000000<br>LEI: 335800J8OBWE4VFUDG88 | Long             | EC               | CORP              | IN        |     124252 | NS      | $255435.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Enova International Inc                                 | Enova International Inc                                 | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |       1304 | NS      | $181321.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Osaka Exchange                                          | TOPIX INDX FUTR MAR26                                   | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         -8 | NC      | $-70116.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cameco Corp                                             | Cameco Corp                                             | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Short            | EC               | CORP              | CA        |      -8551 | NS      | $-1012438.40  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED IDR / SOLD USD                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ID        |          1 | NC      | $-52.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Global Advisors                            | State Street Institutional Treasury Money Market Fund   | CUSIP: 857492870<br>LEI: 549300Q3FHSMZ70NLT76 | Long             | STIV             | RF                | US        |   11057641 | NS      | $11057640.92  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Greatek Electronics Inc                                 | Greatek Electronics Inc                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      95000 | NS      | $289357.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropole Television SA                                 | Metropole Television SA                                 | CUSIP: 000000000<br>LEI: 96950018NOMJX5XRH047 | Long             | EC               | CORP              | FR        |       7536 | NS      | $102977.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Forestry Co Ltd                                | Sumitomo Forestry Co Ltd                                | CUSIP: 000000000<br>LEI: 549300FIIRGO6D5FWR19 | Long             | EC               | CORP              | JP        |     138300 | NS      | $1495467.39   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                      | Honda Motor Co Ltd                                      | CUSIP: 438128308<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |      40859 | NS      | $1232307.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                     | Fifth Third Bancorp                                     | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       1778 | NS      | $87957.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Sandoz Group AG                                         | Sandoz Group AG                                         | CUSIP: 799926100<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |       6200 | NS      | $545724.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zigup PLC                                               | Zigup PLC                                               | CUSIP: 000000000<br>LEI: 213800B3ZUTDOZYVJB41 | Long             | EC               | CORP              | GB        |      35451 | NS      | $196182.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                             | Novartis AG                                             | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      12640 | NS      | $2125311.63   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                     | Kimberly-Clark Corp                                     | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       2965 | NS      | $330419.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Investment Ltd/Singapore                     | CapitaLand Investment Ltd/Singapore                     | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Short            | EC               | CORP              | SG        |     -16400 | NS      | $-39631.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gap Inc/The                                             | Gap Inc/The                                             | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |       3127 | NS      | $87681.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dr Reddy's Laboratories Ltd                             | Dr Reddy's Laboratories Ltd                             | CUSIP: 256135203<br>LEI: 335800OVDPY3DVZR2798 | Long             | EC               | CORP              | IN        |      13860 | NS      | $199306.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Keyera Corp                                             | Keyera Corp                                             | CUSIP: 493271100<br>LEI: 254900LXI62FUHZGH122 | Short            | EC               | CORP              | CA        |     -11600 | NS      | $-442722.77   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Central Glass Co Ltd                                    | Central Glass Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       1400 | NS      | $39531.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Foods Ltd                                         | China Foods Ltd                                         | CUSIP: 000000000<br>LEI: 529900SKC2U9O25M2019 | Long             | EC               | CORP              | BM        |     106000 | NS      | $54513.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC PLC                                                 | DCC PLC                                                 | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |       5230 | NS      | $364698.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd                        | Sumitomo Electric Industries Ltd                        | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |      56000 | NS      | $3700434.07   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                   | Travelers Cos Inc/The                                   | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       1352 | NS      | $417281.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Deckers Outdoor Corp                                    | Deckers Outdoor Corp                                    | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       7581 | NS      | $889023.87    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bizlink Holding Inc                                     | Bizlink Holding Inc                                     | CUSIP: 000000000<br>LEI: 213800YAKRFVU5XOX138 | Long             | EC               | CORP              | KY        |         19 | NS      | $839.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp                                                | NEC Corp                                                | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |      71600 | NS      | $1984986.82   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                                      | Kraft Heinz Co/The                                      | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      59132 | NS      | $1455238.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd                                   | CK Asset Holdings Ltd                                   | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |     342000 | NS      | $2169913.72   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Thailand PCL                                         | AP Thailand PCL                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     111400 | NS      | $32959.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                             | Bayerische Motoren Werke AG                             | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |       7312 | NS      | $763078.73    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nittetsu Mining Co Ltd                                  | Nittetsu Mining Co Ltd                                  | CUSIP: 000000000<br>LEI: 213800HBRWZK44PCU381 | Long             | EC               | CORP              | JP        |       6500 | NS      | $173947.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co Ltd                       | Hon Hai Precision Industry Co Ltd                       | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |     224318 | NS      | $1715761.09   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED THB / SOLD USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |          1 | NC      | $-7245.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                    | Tencent Holdings Ltd                                    | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      18800 | NS      | $1236923.93   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                     | Delta Air Lines Inc                                     | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      18626 | NS      | $1223728.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AcadeMedia AB                                           | AcadeMedia AB                                           | CUSIP: 000000000<br>LEI: 549300H47PGHY4JNKO68 | Long             | EC               | CORP              | SE        |      11423 | NS      | $126229.89    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Mizuno Corp                                             | Mizuno Corp                                             | CUSIP: 000000000<br>LEI: 353800HVH84K5YH37819 | Long             | EC               | CORP              | JP        |     111100 | NS      | $2885848.81   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Construction Machinery Co Ltd                   | Hitachi Construction Machinery Co Ltd                   | CUSIP: 000000000<br>LEI: 5493009B7C53PDH8W826 | Long             | EC               | CORP              | JP        |      30000 | NS      | $1347869.18   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                         | Antofagasta PLC                                         | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Short            | EC               | CORP              | GB        |     -10402 | NS      | $-597623.39   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                               | Partners Group Holding AG                               | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Short            | EC               | CORP              | CH        |      -1070 | NS      | $-1189038.64  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Cloudflare Inc                                          | Cloudflare Inc                                          | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |      -8415 | NS      | $-1448978.85  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                                 | O'Reilly Automotive Inc                                 | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Short            | EC               | CORP              | US        |     -10147 | NS      | $-952600.36   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIC Ltd                                               | CITIC Ltd                                               | CUSIP: 000000000<br>LEI: 2549006I3Q3M98KHOT11 | Long             | EC               | CORP              | HK        |     548000 | NS      | $873577.45    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Tempo Scan Pacific Tbk PT                               | Tempo Scan Pacific Tbk PT                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |     101000 | NS      | $16382.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phison Electronics Corp                                 | Phison Electronics Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      12000 | NS      | $708926.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Optex Group Co Ltd                                      | Optex Group Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      90900 | NS      | $1859560.74   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO USTF SEC LENDING                                    | GMO U.S. Treasury Fund                                  | CUSIP: 000000000<br>LEI: 0NIBQB0NDRTFX04R2J69 | Long             | EC               | RF                | US        |      27177 | NS      | $136158.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Scandinavian Tobacco Group A/S                          | Scandinavian Tobacco Group A/S                          | CUSIP: 000000000<br>LEI: 5299003KG4JS99TRML67 | Long             | EC               | CORP              | DK        |       2201 | NS      | $36065.35     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| T Rowe Price Group Inc                                  | T Rowe Price Group Inc                                  | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      17828 | NS      | $1687063.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Coloplast A/S                                           | Coloplast A/S                                           | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Short            | EC               | CORP              | DK        |     -15857 | NS      | $-1228644.31  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| VSTECS Holdings Ltd                                     | VSTECS Holdings Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     130000 | NS      | $131687.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                           | McKesson Corp                                           | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Short            | EC               | CORP              | US        |      -1508 | NS      | $-1488953.96  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                             | Novartis AG                                             | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |       9257 | NS      | $1560915.34   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                    | Keurig Dr Pepper Inc                                    | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       6050 | NS      | $183194.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                          | Merck & Co Inc                                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      29863 | NS      | $3697636.66   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Saigon Beer Alcohol Beverage Corp                       | Saigon Beer Alcohol Beverage Corp                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      19400 | NS      | $36051.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                      | Sixth Street Specialty Lending Inc                      | CUSIP: 83012A109<br>LEI: 549300TX61566GJWCN05 | Long             | EC               | CORP              | US        |       3181 | NS      | $55094.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhen Ding Technology Holding Ltd                        | Zhen Ding Technology Holding Ltd                        | CUSIP: 000000000<br>LEI: 549300H7R4K33675UP38 | Long             | EC               | CORP              | KY        |     178000 | NS      | $1176823.31   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Obara Group Inc                                         | Obara Group Inc                                         | CUSIP: 000000000<br>LEI: 3538003M0UGWDBTV2318 | Long             | EC               | CORP              | JP        |       1100 | NS      | $41440.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                           | Live Nation Entertainment Inc                           | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |     -13784 | NS      | $-2234937.76  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                               | Tesla Inc                                               | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Short            | EC               | CORP              | US        |      -3459 | NS      | $-1392282.09  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Corp Financiera Colombiana SA                           | Corp Financiera Colombiana SA                           | CUSIP: 000000000<br>LEI: 549300UTJ6LGMSTZYJ30 | Long             | EC               | CORP              | CO        |       3121 | NS      | $14307.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banque Saudi Fransi                                     | Banque Saudi Fransi                                     | CUSIP: 000000000<br>LEI: 558600N07EDF4ATYR106 | Long             | EC               | CORP              | SA        |      11400 | NS      | $60210.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTRA RESOLUTE FOREST                                  | CONTRA RESOLUTE FOREST                                  | CUSIP: 761CVR042<br>LEI: N/A                  | N/A              | DE               |  | US        |       7900 | NS      | $11850.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ciena Corp                                              | Ciena Corp                                              | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Short            | EC               | CORP              | US        |       -208 | NS      | $-72529.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                    | Colgate-Palmolive Co                                    | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       1672 | NS      | $165762.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cemex SAB de CV                                         | Cemex SAB de CV                                         | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |     202072 | NS      | $2527920.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED PHP / SOLD USD                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PH        |          1 | NC      | $71090.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD BRL                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-42044.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                             | AltaGas Ltd                                             | CUSIP: 021361100<br>LEI: 2549008X5V70MOS4HM10 | Short            | EC               | CORP              | CA        |     -24400 | NS      | $-829283.38   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| GMO Alternative Allocation Fund                         | GMO Alternative Allocation Fund                         | CUSIP: 362014466<br>LEI: 549300NEZ72NVUM4S865 | Long             | EC               | RF                | US        |    8595545 | NS      | $163831084.86 | 12.65%            |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                                   | Rivian Automotive Inc                                   | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Short            | EC               | CORP              | US        |     -94670 | NS      | $-1451291.10  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Glory Ltd                                               | Glory Ltd                                               | CUSIP: 000000000<br>LEI: 3538003FKID28TGG5U64 | Long             | EC               | CORP              | JP        |      20500 | NS      | $545625.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Oshkosh Corp                                            | Oshkosh Corp                                            | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       1971 | NS      | $335109.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Israel Discount Bank Ltd                                | Israel Discount Bank Ltd                                | CUSIP: 000000000<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |      79267 | NS      | $959365.85    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                | Unipol Assicurazioni SpA                                | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |     124195 | NS      | $3089784.68   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                                | Tryg A/S                                                | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Short            | EC               | CORP              | DK        |     -37892 | NS      | $-938269.40   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                   | NOMURA REPO                                             | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Long             | RA               | CORP              | US        |  189999862 | PA      | $189999862.09 | 14.67%            |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                                            | Brambles Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      11005 | NS      | $196264.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| iA Financial Corp Inc                                   | iA Financial Corp Inc                                   | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |       3400 | NS      | $386673.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Longwell Co                                             | Longwell Co                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      19000 | NS      | $135683.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                     | JPMorgan Chase & Co                                     | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       3587 | NS      | $1077176.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Halliburton Co                                          | Halliburton Co                                          | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       3798 | NS      | $136728.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Amazon.com Inc                                          | Amazon.com Inc                                          | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       1141 | NS      | $239610.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Schneider Electric SE                                   | Schneider Electric SE                                   | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |         65 | NS      | $21242.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HP Inc                                                  | HP Inc                                                  | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      83107 | NS      | $1578201.93   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| China Lesso Group Holdings Ltd                          | China Lesso Group Holdings Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     308000 | NS      | $268780.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Keller Group PLC                                        | Keller Group PLC                                        | CUSIP: 000000000<br>LEI: 549300QO4MBL43UHSN10 | Long             | EC               | CORP              | GB        |       6333 | NS      | $172589.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                             | Equinor ASA                                             | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     146232 | NS      | $4381719.25   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| YungShin Global Holding Corp                            | YungShin Global Holding Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      68000 | NS      | $118957.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yara International ASA                                  | Yara International ASA                                  | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |       3267 | NS      | $165382.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Corp Ltd                                        | Venture Corp Ltd                                        | CUSIP: 000000000<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |      18500 | NS      | $228432.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Interfor Corp                                           | Interfor Corp                                           | CUSIP: 45868C109<br>LEI: 549300P4G5UZ3AMJE056 | Long             | EC               | CORP              | CA        |       5783 | NS      | $42226.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                               | Toronto-Dominion Bank/The                               | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |       5044 | NS      | $491083.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                          | Starbucks Corp                                          | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Short            | EC               | CORP              | US        |      -7752 | NS      | $-759851.04   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Yusen KK                                         | Nippon Yusen KK                                         | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |     119200 | NS      | $4092886.49   | 0.32%             |  |  |  | No            |                  2 | On Loan: —       |
| Disco Corp                                              | Disco Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | JP        |      -4200 | NS      | $-2019382.71  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Raito Kogyo Co Ltd                                      | Raito Kogyo Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       3900 | NS      | $108794.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NMDC Ltd                                                | NMDC Ltd                                                | CUSIP: 000000000<br>LEI: 335800IXHXOHQ7B2HP66 | Long             | EC               | CORP              | IN        |     670513 | NS      | $601166.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsumura & Co                                            | Tsumura & Co                                            | CUSIP: 000000000<br>LEI: 3538005RS3M1OVJLC663 | Long             | EC               | CORP              | JP        |        100 | NS      | $2690.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M/I Homes Inc                                           | M/I Homes Inc                                           | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |        346 | NS      | $49187.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shriram Finance Ltd                                     | Shriram Finance Ltd                                     | CUSIP: 000000000<br>LEI: 335800TM2YO24B76XL26 | Long             | EC               | CORP              | IN        |      56969 | NS      | $677405.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMABIKO Corp                                           | YAMABIKO Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      32700 | NS      | $803020.08    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruzen Showa Unyu Co Ltd                               | Maruzen Showa Unyu Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       1000 | NS      | $58698.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORLEN SA                                                | ORLEN SA                                                | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |      54694 | NS      | $1761649.25   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris CR AS                                     | Philip Morris CR AS                                     | CUSIP: 000000000<br>LEI: 315700LNPHNXCMNLQC73 | Long             | EC               | CORP              | CZ        |          9 | NS      | $8778.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ComfortDelGro Corp Ltd                                  | ComfortDelGro Corp Ltd                                  | CUSIP: 000000000<br>LEI: 2549005O5PVA2JCH6Q33 | Long             | EC               | CORP              | SG        |     171800 | NS      | $210323.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx AG                                               | Talanx AG                                               | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Short            | EC               | CORP              | DE        |      -7285 | NS      | $-916310.74   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corp                                              | Denso Corp                                              | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |      29200 | NS      | $418959.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                              | Samsung Electronics Co Ltd                              | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |      18916 | NS      | $1899913.14   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe BIC SA                                          | Societe BIC SA                                          | CUSIP: 000000000<br>LEI: 969500UR00DF63I0VH67 | Long             | EC               | CORP              | FR        |        703 | NS      | $45205.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                 | Bristol-Myers Squibb Co                                 | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      46772 | NS      | $2917169.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                 | KB Home                                                 | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |       4561 | NS      | $289988.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Muthoot Finance Ltd                                     | Muthoot Finance Ltd                                     | CUSIP: 000000000<br>LEI: 335800HAMJMBFL4RRF02 | Long             | EC               | CORP              | IN        |      28549 | NS      | $1051605.55   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Genpact Ltd                                             | Genpact Ltd                                             | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |       2552 | NS      | $101365.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                     | American Express Co                                     | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        819 | NS      | $252989.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Teleperformance SE                                      | Teleperformance SE                                      | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |       5052 | NS      | $305468.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Asustek Computer Inc                                    | Asustek Computer Inc                                    | CUSIP: 000000000<br>LEI: 254900B3WB4OGRB7HM13 | Long             | EC               | CORP              | TW        |      27000 | NS      | $456248.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| E-Commodities Holdings Ltd                              | E-Commodities Holdings Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      66000 | NS      | $7157.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNTRADE.CH GREENFRESH                                   | UNTRADE.CH GREENFRESH                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    1058000 | NS      | $0.14         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mercedes-Benz Group AG                                  | Mercedes-Benz Group AG                                  | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      39743 | NS      | $2749763.37   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                              | Capital One Financial Corp                              | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       9885 | NS      | $1933901.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mapfre SA                                               | Mapfre SA                                               | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | EC               | CORP              | ES        |     335339 | NS      | $1558684.64   | 0.12%             |  |  |  | No            |                  2 | On Loan: —       |
| American International Group Inc                        | American International Group Inc                        | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       1583 | NS      | $127415.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Arrow Electronics Inc                                   | Arrow Electronics Inc                                   | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |       1113 | NS      | $169354.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Krung Thai Bank PCL                                     | Krung Thai Bank PCL                                     | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | EC               | CORP              | TH        |    4191400 | NS      | $4615516.69   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                             | Investor AB                                             | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |      44557 | NS      | $1858541.47   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecolab Inc                                              | Ecolab Inc                                              | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Short            | EC               | CORP              | US        |      -3541 | NS      | $-1091867.35  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                           | Annaly Capital Management Inc                           | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |       7848 | NS      | $182387.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dowa Holdings Co Ltd                                    | Dowa Holdings Co Ltd                                    | CUSIP: 000000000<br>LEI: 353800ZSQZKFE140A689 | Long             | EC               | CORP              | JP        |       1600 | NS      | $118182.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                                     | TransDigm Group Inc                                     | CUSIP: 893641100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -570 | NS      | $-742590.30   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| POSCO Holdings Inc                                      | POSCO Holdings Inc                                      | CUSIP: 693483109<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |       3552 | NS      | $247183.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                      | Banco Bilbao Vizcaya Argentaria SA                      | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     300957 | NS      | $6970645.76   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Regional Container Lines PCL                            | Regional Container Lines PCL                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |      60600 | NS      | $59911.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOS SGPS SA                                             | NOS SGPS SA                                             | CUSIP: 000000000<br>LEI: 5493004DM8FGIY6QKF37 | Long             | EC               | CORP              | PT        |       7645 | NS      | $46538.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                   | Kirin Holdings Co Ltd                                   | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     107000 | NS      | $1857275.79   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                     | Gilead Sciences Inc                                     | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       3421 | NS      | $509557.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Timken Co/The                                           | Timken Co/The                                           | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |        807 | NS      | $87462.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Quadient SA                                             | Quadient SA                                             | CUSIP: 000000000<br>LEI: 549300K4W3A5ITOPTK67 | Long             | EC               | CORP              | FR        |       6239 | NS      | $99547.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosenergo PJSC                                          | Mosenergo PJSC                                          | CUSIP: 000000000<br>LEI: 529900HWROSNW89Z7C14 | Long             | EC               | CORP              | RU        |    3294000 | NS      | $0.04         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Synergy Grid & Development Phils Inc                    | Synergy Grid & Development Phils Inc                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |      19200 | NS      | $6651.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zscaler Inc                                             | Zscaler Inc                                             | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Short            | EC               | CORP              | US        |      -8711 | NS      | $-1280429.89  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| China Construction Bank Corp                            | China Construction Bank Corp                            | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |     376000 | NS      | $382540.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Polyus PJSC                                             | Polyus PJSC                                             | CUSIP: 000000000<br>LEI: 549300FUXVT7TF6ZKV71 | Long             | EC               | CORP              | RU        |          1 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ConocoPhillips                                          | ConocoPhillips                                          | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       5969 | NS      | $677242.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC Holdings PLC                                       | HSBC Holdings PLC                                       | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |      48065 | NS      | $898383.56    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Valeo SE                                                | Valeo SE                                                | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | EC               | CORP              | FR        |      46482 | NS      | $670317.39    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-26

**Name of Applicant:** GMO TRUST

**Signature:** Betty Maganzini

**Name of Signer:** Betty Maganzini

**Title:** Treasurer