# EDGAR Filing Document

**Accession Number:** 0001589756
**File Stem:** 0000940400-26-008392
**Filing Date:** 2026-2
**Character Count:** 309970
**Document Hash:** 481f4b4058f5951b133b1f40e5c27f16
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-008392.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000940400-26-008392

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VIRTUS ALTERNATIVE SOLUTIONS TRUST
- **CENTRAL INDEX KEY:** 0001589756

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22906
- **FILM NUMBER:** 26684147

**BUSINESS ADDRESS:**
- **STREET 1:** 101 MUNSON STREET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301
- **BUSINESS PHONE:** 860.263.4790

**MAIL ADDRESS:**
- **STREET 1:** ONE FINANCIAL PLAZA
- **STREET 2:** 26TH FLOOR
- **CITY:** HARTFORD
- **STATE:** CT
- **ZIP:** 06103

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VIRTUS ALTERNATIVE SOLUTIONS FUNDS
- **DATE OF NAME CHANGE:** 20140204

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VIRTUS ALTERNATIVES TRUST I
- **DATE OF NAME CHANGE:** 20131022

## Series and Classes Contracts Data

### Virtus AlphaSimplex Global Alternatives Fund (Series ID: S000079777)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000241131 | Class C      | GAFCX           |
| C000241132 | Class I      | GAFYX           |
| C000241133 | Class R6     | GAFNX           |
| C000241134 | Class A      | GAFAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Virtus Alternative Solutions Trust

- **b. Investment Company Act file number:** 811-22906

- **c. CIK number of Registrant:** 0001589756

- **d. LEI of Registrant:** 549300LL1U2Z63VKA167

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

  - **Street Address 1:** 101 Munson Street

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01301-9668

  - **Telephone number:** 800-243-1574

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

- **a. Name of Series:** Virtus AlphaSimplex Global Alternatives Fund

- **b. EDGAR series identifier (if any):** S000079777

- **c. LEI of Series:** 5493000L5JRHPCQVBL75

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $77893457.88

**Total Liabilities:** $2088536.04

**Net Assets:** $75804921.84

**Amount of Assets Invested in Other Investment Companies:** $1940672.64

**Cash Not Reported:** $12657011.58

**Currency Risk Metrics (dv01):**

- 

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

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

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000241131 | -0.79%               | 1.39%                | 0.00%                |
| Class ID C000241132 | -0.70%               | 1.41%                | 0.09%                |
| Class ID C000241133 | -0.70%               | 1.41%                | 0.17%                |
| Class ID C000241134 | -0.72%               | 1.45%                | 0.09%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $469429.82               | $-1597683.24                               |
| Month 2  | $24651.97                | $952251.80                                 |
| Month 3  | $421710.27               | $-686034.21                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| COMMODITY EXCHANGE, INC.                    | GOLD 100 OZ                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |         9 | NC      | $150709.76    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                   | LME NICKEL                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        -4 | NC      | $-45358.32    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS MASTERBRAND INC                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $24644.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS SAREPTA THERAPEUTICS INC                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2280.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS VEEVA SYSTEMS INC                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $4823.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS KEYCORP                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-5858.67     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS C3.AI INC                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $6680.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ACM RESEARCH INC                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-257.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ARCHROCK INC                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $1006.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ON HOLDING AG                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1140.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS CVR ENERGY INC                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $5702.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS BROWN-FORMAN CORP                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $1152.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | SUGAR #11 (WORLD)                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       -20 | NC      | $-10422.45    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS CSW INDUSTRIALS INC                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $2065.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS HUBSPOT INC                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1232.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS STRATEGY INC                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $9800.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS SSR MINING INC                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $2529.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS NORWEGIAN CRUISE LINE HOLDINGS LTD           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $2403.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS CULLEN/FROST BANKERS INC                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $872.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS TRIUMPH FINANCIAL INC                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-14140.48    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ARROWHEAD PHARMACEUTICALS INC                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-18978.68    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS FIRST SOLAR INC                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-259.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS GLAUKOS CORP                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-7161.91     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | SOYBEAN OIL                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       -20 | NC      | $18370.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS COEUR MINING INC                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-13840.69    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS THERMO FISHER SCIENTIFIC INC                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-8438.71     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS FERROGLOBE PLC                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $523.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS HF SINCLAIR CORP                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $2086.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS LOEWS CORP                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-821.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS NICOLET BANKSHARES INC                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2379.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS UNITED PARCEL SERVICE INC                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1245.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS MICROCHIP TECHNOLOGY INC                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $342.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS CHARTER COMMUNICATIONS INC                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $30069.86     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS PERIMETER SOLUTIONS INC                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-11252.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                   | LME NICKEL                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |         2 | NC      | $740.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS REALREAL INC/THE                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4294.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ZIMMER BIOMET HOLDINGS INC                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $3918.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS WESTLAKE CORP                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $2215.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS MARVELL TECHNOLOGY INC                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-513.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS SYNAPTICS INC                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1968.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS BRUKER CORP                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-13601.06    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS TRANSOCEAN LTD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $51.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS SM ENERGY CO                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $4724.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ALEXANDRIA REAL ESTATE EQUITIES INC          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-8111.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS APPLIED OPTOELECTRONICS INC                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-8157.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | LIVE CATTLE                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |         4 | NC      | $7060.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS FIDELIS INSURANCE HOLDINGS LTD               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4649.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS TIDEWATER INC                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $1977.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ATLASSIAN CORP                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-313.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS CLEARWATER ANALYTICS HOLDINGS INC            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-5844.13     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS PROLOGIS INC                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-15099.32    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS CVB FINANCIAL CORP                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $2054.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS FRESHPET INC                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3062.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS DELEK US HOLDINGS INC                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $6384.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS TWIST BIOSCIENCE CORP                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-11718.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS SCORPIO TANKERS INC                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $2609.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | CORN                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       -62 | NC      | $14485.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS HOST HOTELS & RESORTS INC                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3461.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS AVANTOR INC                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $2497.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS APARTMENT INVESTMENT AND MANAGEMENT CO       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $10266.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS TWO HARBORS INVESTMENT CORP                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $506.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS SENSATA TECHNOLOGIES HOLDING PLC             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2554.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ALASKA AIR GROUP INC                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-574.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS KRAFT HEINZ CO/THE                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $2453.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS NAVIENT CORP                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-5627.26     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS FEDEX CORP                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-8933.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS MATTEL INC                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-5228.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | WHEAT (CBT)                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       -17 | NC      | $18058.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS PVH CORP                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $9283.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS PATTERSON-UTI ENERGY INC                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-5271.83     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS NOBLE CORP PLC                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $62.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS J M SMUCKER CO/THE                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $2177.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS NNN REIT INC                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $948.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ACADIA REALTY TRUST                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1731.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS RXO INC                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $5198.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS RIOT PLATFORMS INC                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $30046.68     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ADAMAS TRUST INC                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-352.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS PENNYMAC MORTGAGE INVESTMENT TRUST           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $48.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | GASOLINE RBOB                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        -5 | NC      | $15855.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS INSPIRE MEDICAL SYSTEMS INC                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $7658.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS CYTOKINETICS INC                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $1703.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS AMEREN CORP                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $1499.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS DOXIMITY INC                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $6321.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS DRAFTKINGS INC                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $1866.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS STEPSTONE GROUP INC                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1371.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS VALARIS LTD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1180.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS WARBY PARKER INC                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $6706.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS QUIDELORTHO CORP                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1485.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ATMOS ENERGY CORP                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $492.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | COCOA                                            | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |        -5 | NC      | $-6861.93     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS SAIA INC                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $535.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS KEURIG DR PEPPER INC                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2445.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS AGREE REALTY CORP                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1179.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS BIOCRYST PHARMACEUTICALS INC                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2610.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS LINEAGE INC                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $679.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS FIDELITY NATIONAL FINANCIAL INC              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $1530.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS CHORD ENERGY CORP                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $2785.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS EQUINIX INC                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $1097.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS CBL & ASSOCIATES PROPERTIES INC              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-8958.54     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS INTERNATIONAL BUSINESS MACHINES CORP         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2186.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                          | BRENT CRUDE                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |         7 | NC      | $-13090.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS TELEFLEX INC                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $1557.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS BRAZE INC                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1052.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS NIKE INC                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1307.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS AIR PRODUCTS AND CHEMICALS INC               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $2149.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS CENTERPOINT ENERGY INC                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $718.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS LIBERTY GLOBAL LTD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1246.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS CHEMOURS CO/THE                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $5351.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS AMAZON.COM INC                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-376.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS GENIUS SPORTS LTD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $6263.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS PURSUIT ATTRACTIONS AND HOSPITALITY INC      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $4880.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                   | LME ZINC                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        12 | NC      | $33043.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                    | COPPER                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |         6 | NC      | $33453.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS AMICUS THERAPEUTICS INC                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-23943.06    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS TEREX CORP                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-27980.96    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS FIRSTSUN CAPITAL BANCORP                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1299.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS COLUMBIA FINANCIAL INC                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3114.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS GREEN PLAINS INC                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1541.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS UIPATH INC                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2870.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS AMERICOLD REALTY TRUST INC                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2501.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS MONTROSE ENVIRONMENTAL GROUP INC             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-44.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS LADDER CAPITAL CORP                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $36.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS DOW INC                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-722.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | NATURAL GAS                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |         3 | NC      | $-16785.99    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS MKS INC                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-7527.98     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS UMH PROPERTIES INC                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2030.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS COURSERA INC                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $3502.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS WILLIAMS COS INC/THE                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $2301.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS FULGENT GENETICS INC                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $1127.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS BECTON DICKINSON & CO                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2842.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS COHERENT CORP                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-40913.10    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS QXO INC                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3106.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS WAYFAIR INC                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1046.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ABERCROMBIE & FITCH CO                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-22978.94    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | COTTON NO.2                                      | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       -10 | NC      | $6350.82      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ELME COMMUNITIES                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3367.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS STONECO LTD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $9409.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS COOPER COS INC/THE                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $175.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS WP CAREY INC                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $1848.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS MONDELEZ INTERNATIONAL INC                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $19386.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS SHERWIN-WILLIAMS CO/THE                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $2315.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS IMMUNOVANT INC                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-5201.95     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS MARRIOTT INTERNATIONAL INC/MD                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-15231.74    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ENPHASE ENERGY INC                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $3767.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ARCHER AVIATION INC                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $5319.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | WTI CRUDE                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |         2 | NC      | $-2040.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS TUTOR PERINI CORP                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $224.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS FRANKLIN BSP REALTY TRUST INC                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $49.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS AMCOR PLC                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-837.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS AGNC INVESTMENT CORP                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-97.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS RYMAN HOSPITALITY PROPERTIES INC             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1655.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS HASBRO INC                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2917.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS IMPINJ INC                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $1330.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ECHOSTAR CORP                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-35680.90    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS UNIVERSAL HEALTH REALTY INCOME TRUST         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $1979.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS COINBASE GLOBAL INC                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $20828.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | SOYBEAN MEAL                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       -24 | NC      | $55727.93     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS MONDAY.COM LTD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $6812.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS HIPPO HOLDINGS INC                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $2313.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS HOVNANIAN ENTERPRISES INC                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $224.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS SCHOLAR ROCK HOLDING CORP                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $72.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ABBOTT LABORATORIES                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-389.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS PBF ENERGY INC                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $7798.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS CRINETICS PHARMACEUTICALS INC                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4191.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS COMCAST CORP                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $3726.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS TECNOGLASS INC                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $1504.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS AXCELIS TECHNOLOGIES INC                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $27636.89     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                          | USD/ZAR FORWARD                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $22953.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS TEXAS CAPITAL BANCSHARES INC                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1815.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ESSENTIAL PROPERTIES REALTY TRUST INC        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-465.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS PROPETRO HOLDING CORP                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1982.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS SIRIUS XM HOLDINGS INC                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $11151.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS NEXPOINT RESIDENTIAL TRUST INC               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-567.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS CONFLUENT INC                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-8198.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS AMERICAN WATER WORKS CO INC                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $3545.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ORMAT TECHNOLOGIES INC                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-11383.39    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS BLACKSKY TECHNOLOGY INC                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $693.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS HUNTINGTON BANCSHARES INC/OH                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-28832.66    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24      | AUST 10Y BOND                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |      -119 | NC      | $-32975.38    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS LANTHEUS HOLDINGS INC                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-5580.58     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS CHARLES RIVER LABORATORIES INTERNATIONAL INC | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-9590.37     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS VERTIV HOLDINGS CO                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1057.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ESTEE LAUDER COS INC/THE                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-11597.94    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS DOMINION ENERGY INC                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-130.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ALBEMARLE CORP                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-48727.77    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS REALTY INCOME CORP                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $1923.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS APTIV PLC                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $5859.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS PINNACLE FINANCIAL PARTNERS INC              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2313.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS OLIN CORP                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $7146.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | S&P MID 400 EMINI                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        10 | NC      | $-97321.72    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ONE LIBERTY PROPERTIES INC                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $163.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS AMERICAN EAGLE OUTFITTERS INC                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-15326.25    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS BAUSCH HEALTH COS INC                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4388.14     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ASANA INC                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-290.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS MAKEMYTRIP LTD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $1277.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ONTO INNOVATION INC                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-8220.51     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS GITLAB INC                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $3104.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS AFFIRM HOLDINGS INC                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1995.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ELF BEAUTY INC                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $20672.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ALIGN TECHNOLOGY INC                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4893.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                          | CHF/USD FORWARD                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2539.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ALLIANT ENERGY CORP                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $2590.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS KLAVIYO INC                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-216.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS TRANSUNION                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-8335.33     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS AMERICAN TOWER CORP                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $3495.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS CARRIER GLOBAL CORP                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $879.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS DIAMONDBACK ENERGY INC                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $3743.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS CTO REALTY GROWTH INC                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-688.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS OUSTER INC                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $12989.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS INVESCO MORTGAGE CAPITAL INC                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-147.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS INTUITIVE MACHINES INC                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-6911.07     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                  | MSCI SING IX ETS                                 | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DE               | CORP              | SG        |         5 | NC      | $-28.79       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS SNAP INC                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-127.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS DANAHER CORP                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-5480.35     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS DOVER CORP                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-13575.46    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS PALO ALTO NETWORKS INC                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $26941.12     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS WEATHERFORD INTERNATIONAL PLC                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-5137.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS LENNAR CORP                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $8401.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS EPAM SYSTEMS INC                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2919.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS CORNING INC                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $453.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ANNALY CAPITAL MANAGEMENT INC                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-6992.35     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS PAYCOM SOFTWARE INC                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $22197.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | COFFEE 'C'                                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |         3 | NC      | $-46711.88    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                          | USD/CHF FORWARD                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-54001.28    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS CANNAE HOLDINGS INC                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $8885.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS MOLSON COORS BEVERAGE CO                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-602.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS CLEVELAND-CLIFFS INC                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-15277.30    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS RAYONIER INC                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $22674.85     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS SITIME CORP                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-10345.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS STANLEY BLACK & DECKER INC                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1991.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS XOMETRY INC                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-6504.38     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS CARETRUST REIT INC                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-7418.06     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS EASTERN BANKSHARES INC                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-179.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS MURPHY OIL CORP                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3480.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                          | PLN/USD FORWARD                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6921.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS MECHANICS BANCORP                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4864.19     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS BILL HOLDINGS INC                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-48.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS AURORA INNOVATION INC                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $3260.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS BLACK HILLS CORP                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-33254.31    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS SEMTECH CORP                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-364.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS NORTHERN OIL & GAS INC                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $6508.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS KINDER MORGAN INC                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $940.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS BIOMARIN PHARMACEUTICAL INC                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $4816.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BorgWarner Inc                              | BorgWarner Inc                                   | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      1017 | NS      | $45826.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                       | ON Semiconductor Corp                            | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      2313 | NS      | $125248.95    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                  | HANG SENG IDX                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |        15 | NC      | $-29038.76    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                    | SLM Corp                                         | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1533 | NS      | $41482.98     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                | Newmont Corp                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       697 | NS      | $69595.45     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                | Alphabet Inc                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       305 | NS      | $95465.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                       | Spotify Technology SA                            | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | SE        |       115 | NS      | $66781.65     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                   | Intellia Therapeutics Inc                        | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      5202 | NS      | $46765.98     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                   | International Seaways Inc                        | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | US        |       840 | NS      | $40782.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                | Illumina Inc                                     | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       346 | NS      | $45381.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc                     | Axsome Therapeutics Inc                          | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |       293 | NS      | $53513.52     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ituran Location and Control Lt              | Ituran Location and Control Ltd                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1041 | NS      | $44773.41     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                   | Halozyme Therapeutics Inc                        | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |       723 | NS      | $48657.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MEFF RENTA VARIABLE (MADRID)                | IBEX 35 INDX                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | ES        |         1 | NC      | $3402.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half Inc                             | Robert Half Inc                                  | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       266 | NS      | $7224.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astria Therapeutics Inc                     | Astria Therapeutics Inc                          | CUSIP: 04635X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4966 | NS      | $65004.94     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains All American Pipeline L              | Plains All American Pipeline LP                  | CUSIP: 726503105<br>LEI: 5521FA2ITF25TVH63740 | Long             | EC               | CORP              | US        |     17817 | NS      | $319993.32    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties               | Gaming and Leisure Properties Inc                | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |       913 | NS      | $40801.97     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                 | Incyte Corp                                      | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       454 | NS      | $44841.58     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD                    | Kearny Financial Corp/MD                         | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4882 | NS      | $36175.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                                | Wingstop Inc                                     | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       148 | NS      | $35296.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                    | UGI Corp                                         | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      2334 | NS      | $87361.62     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                               | DTE Energy Co                                    | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       115 | NS      | $14832.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                      | Roper Technologies Inc                           | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       154 | NS      | $68550.02     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE,INC                          | TOPIX INDX                                       | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |        11 | NC      | $26455.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc               | Hilton Worldwide Holdings Inc                    | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       334 | NS      | $95941.50     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics Inc                      | Keros Therapeutics Inc                           | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       599 | NS      | $12195.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc              | National Presto Industries Inc                   | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       459 | NS      | $49002.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc                   | Ionis Pharmaceuticals Inc                        | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |       519 | NS      | $41058.09     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In              | Philip Morris International Inc                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       261 | NS      | $41864.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp                     | Texas Pacific Land Corp                          | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       483 | NS      | $138727.26    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                             | Match Group Inc                                  | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      3768 | NS      | $121668.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                            | Duke Energy Corp                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        93 | NS      | $10900.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc                        | First Foundation Inc                             | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |      9926 | NS      | $61144.16     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                      | IDEXX Laboratories Inc                           | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       204 | NS      | $138012.12    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE INC.                      | S&P/TSX 60 IX                                    | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DE               | CORP              | CA        |         1 | NC      | $1219.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                  | Fluor Corp                                       | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      1034 | NS      | $40977.42     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                         | JPMorgan Chase & Co                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       265 | NS      | $85388.30     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co                           | Erie Indemnity Co                                | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |       208 | NS      | $59623.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp              | Metropolitan Bank Holding Corp                   | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       657 | NS      | $50168.52     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                              | WisdomTree Inc                                   | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      3880 | NS      | $47297.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                    | Fabrinet                                         | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |        65 | NS      | $29593.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                          | Teladoc Health Inc                               | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |      7347 | NS      | $51429.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                 | Maximus Inc                                      | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       863 | NS      | $74494.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd                           | IBEX Holdings Ltd                                | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | US        |      1943 | NS      | $74183.74     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Build-A-Bear Workshop Inc                   | Build-A-Bear Workshop Inc                        | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |       292 | NS      | $17890.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | STOXX EUROPE 600                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |       106 | NC      | $59676.66     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc                                  | Corpay Inc                                       | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       192 | NS      | $57778.56     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Capital Inc                         | Trinity Capital Inc                              | CUSIP: 896442308<br>LEI: 549300YGT4SBRQYDVU48 | Long             | EC               | CORP              | US        |      2195 | NS      | $32156.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                         | Mercury Systems Inc                              | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |      1224 | NS      | $89364.24     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                            | Altria Group Inc                                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      1435 | NS      | $82742.10     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                   | Janus Henderson Group PLC                        | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | GB        |      1200 | NS      | $57084.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands              | NU Holdings Ltd/Cayman Islands                   | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | BR        |      2659 | NS      | $44511.66     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| USA Compression Partners LP                 | USA Compression Partners LP                      | CUSIP: 90290N109<br>LEI: 5493000B1PEOKXRZEO65 | Long             | EC               | CORP              | US        |      1553 | NS      | $35719.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                               | Dillard's Inc                                    | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |        59 | NS      | $35774.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                   | QIAGEN NV                                        | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |       879 | NS      | $39528.63     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                      | Progress Software Corp                           | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      3682 | NS      | $158178.72    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | MEXICAN PESO                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        96 | NC      | $38194.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT Inc                | American Healthcare REIT Inc                     | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |       839 | NS      | $39483.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                  | Capital One Financial Corp                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        93 | NS      | $22539.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaos Corp                                 | Danaos Corp                                      | CUSIP: 000000000<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | EC               | CORP              | GR        |       357 | NS      | $33622.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                          | Valero Energy Corp                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       440 | NS      | $71627.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies Inc                       | SoFi Technologies Inc                            | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |      1333 | NS      | $34897.94     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                          | United Rentals Inc                               | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       116 | NS      | $93881.12     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                               | TopBuild Corp                                    | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       127 | NS      | $52983.13     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc               | Advanced Drainage Systems Inc                    | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |       384 | NS      | $55614.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                          | LTC Properties Inc                               | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |      1216 | NS      | $41806.08     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                         | American Express Co                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       122 | NS      | $45133.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                  | INR/USD                                          | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DFE              | CORP              | SG        |      -180 | NC      | $-12506.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                    | Lennox International Inc                         | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |        74 | NS      | $35932.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                              | Cloudflare Inc                                   | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |        59 | NS      | $11631.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti Inc                                | Ubiquiti Inc                                     | CUSIP: 90353W103<br>LEI: 5299007MITA4DMQCU747 | Long             | EC               | CORP              | US        |       173 | NS      | $95729.55     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                      | CUSIP: 912797SE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2998848.33   | 3.96%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Plains GP Holdings LP                       | Plains GP Holdings LP                            | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             | EC               | CORP              | US        |     16714 | NS      | $319905.96    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc               | Martin Marietta Materials Inc                    | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       144 | NS      | $89663.04     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                | Monolithic Power Systems Inc                     | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        43 | NS      | $38973.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                       | Lincoln National Corp                            | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      1670 | NS      | $74365.10     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                     | Consolidated Edison Inc                          | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       124 | NS      | $12315.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GeneDx Holdings Corp                        | GeneDx Holdings Corp                             | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       466 | NS      | $60607.96     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                  | FTSE TAIWAN INDEX                                | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DE               | CORP              | SG        |         1 | NC      | $1900.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                 | Exelon Corp                                      | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       474 | NS      | $20661.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Holdings Inc                  | Howard Hughes Holdings Inc                       | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Long             | EC               | CORP              | US        |       555 | NS      | $44272.35     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave Inc                                    | Dave Inc                                         | CUSIP: 23834J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       133 | NS      | $29447.53     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                 | Deluxe Corp                                      | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      2660 | NS      | $59397.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubrik Inc                                  | Rubrik Inc                                       | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |       484 | NS      | $37016.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                          | Union Pacific Corp                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       709 | NS      | $164005.88    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                 | Asbury Automotive Group Inc                      | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       191 | NS      | $44413.23     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontline PLC                               | Frontline PLC                                    | CUSIP: 000000000<br>LEI: 5493004BCIKYU1YL3H63 | Long             | EC               | CORP              | NO        |      1694 | NS      | $36963.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                        | Kaiser Aluminum Corp                             | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       144 | NS      | $16539.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Stone Minerals LP                     | Black Stone Minerals LP                          | CUSIP: 09225M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5899 | NS      | $78397.71     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                   | LME PRI ALUM                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        -4 | NC      | $-8407.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                          | USD/NZD FORWARD                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16725.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kforce Inc                                  | Kforce Inc                                       | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      1558 | NS      | $48173.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Group Inc                            | Markel Group Inc                                 | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       120 | NS      | $257958.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                                | Evercore Inc                                     | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |       147 | NS      | $50016.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                        | Regency Centers Corp                             | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |       199 | NS      | $13736.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                       | Northrop Grumman Corp                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        50 | NS      | $28510.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                        | Bank of America Corp                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       535 | NS      | $29425.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                         | Vulcan Materials Co                              | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       132 | NS      | $37649.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                  | Intel Corp                                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       858 | NS      | $31660.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold.com Inc                                | Gold.com Inc                                     | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |       446 | NS      | $15186.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                   | Carpenter Technology Corp                        | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       137 | NS      | $43133.08     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | ULTRA U.S. TREASURY BOND                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-1312.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc                   | Mirum Pharmaceuticals Inc                        | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |      1278 | NS      | $100949.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                 | Paychex Inc                                      | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       587 | NS      | $65849.66     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                 | Neogen Corp                                      | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |      7284 | NS      | $50915.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corp                                    | VSE Corp                                         | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |       248 | NS      | $42846.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                         | Williams-Sonoma Inc                              | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       223 | NS      | $39825.57     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportradar Group AG                         | Sportradar Group AG                              | CUSIP: 000000000<br>LEI: 549300H1P33YOAT7Z533 | Long             | EC               | CORP              | CH        |      1619 | NS      | $38483.63     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc               | American Public Education Inc                    | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |       723 | NS      | $27329.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                  | Rapid7 Inc                                       | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |       555 | NS      | $8436.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                              | Dorian LPG Ltd                                   | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | US        |      1526 | NS      | $37142.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                  | Southwest Gas Holdings Inc                       | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |       558 | NS      | $44651.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                          | NOK/USD FORWARD                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $575.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                               | Accenture PLC                                    | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |        84 | NS      | $22537.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| California BanCorp                          | California BanCorp                               | CUSIP: 84252A106<br>LEI: 549300Z6CP542EI9L684 | Long             | EC               | CORP              | US        |      3705 | NS      | $69172.35     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                        | Ensign Group Inc/The                             | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |       427 | NS      | $74383.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                                  | Natera Inc                                       | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |       329 | NS      | $75370.61     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                         | Otis Worldwide Corp                              | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       838 | NS      | $73199.30     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovex International Inc                   | Innovex International Inc                        | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |      1352 | NS      | $29568.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                       | Applied Materials Inc                            | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       189 | NS      | $48571.11     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                           | Post Holdings Inc                                | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |       298 | NS      | $29516.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                        | TrustCo Bank Corp NY                             | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       869 | NS      | $35915.77     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                   | New Jersey Resources Corp                        | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |       318 | NS      | $14666.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24      | SPI 200                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | AU        |         2 | NC      | $-133.47      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                    | eBay Inc                                         | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       507 | NS      | $44159.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowman Consulting Group Ltd                 | Bowman Consulting Group Ltd                      | CUSIP: 103002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       596 | NS      | $19679.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc                      | Penn Entertainment Inc                           | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3073 | NS      | $45326.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                          | Walt Disney Co/The                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       683 | NS      | $77704.91     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/T              | Bank of New York Mellon Corp/The                 | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       318 | NS      | $36916.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                      | Church & Dwight Co Inc                           | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       352 | NS      | $29515.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                  | Qualys Inc                                       | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       255 | NS      | $33889.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TAT Technologies Ltd                        | TAT Technologies Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       661 | NS      | $29520.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corp/WA                   | Coastal Financial Corp/WA                        | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |       349 | NS      | $39991.91     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co                                    | WD-40 Co                                         | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |       215 | NS      | $42333.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-BUND                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -15 | NC      | $-1785.79     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The                   | Scotts Miracle-Gro Co/The                        | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      1353 | NS      | $78947.55     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                               | Clorox Co/The                                    | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      1168 | NS      | $117769.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                       | Robinhood Markets Inc                            | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       490 | NS      | $55419.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co                          | Crescent Energy Co                               | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7466 | NS      | $62639.74     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Remitly Global Inc                          | Remitly Global Inc                               | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2450 | NS      | $33810.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd                                     | SLB Ltd                                          | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |      1344 | NS      | $51582.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties In              | Equity LifeStyle Properties Inc                  | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |       238 | NS      | $14425.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Resource Partners LP                | Natural Resource Partners LP                     | CUSIP: 63900P608<br>LEI: 529900EECJ7CSX1S1S58 | Long             | EC               | CORP              | US        |       419 | NS      | $43743.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Corp                           | Talen Energy Corp                                | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       208 | NS      | $77966.72     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Corp                                 | Graham Corp                                      | CUSIP: 384556106<br>LEI: 254900EI9P4LTY524J77 | Long             | EC               | CORP              | US        |       377 | NS      | $24214.71     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-SCHATZ                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -3 | NC      | $352.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank First Corp                             | Bank First Corp                                  | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       829 | NS      | $100988.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                                  | Nelnet Inc                                       | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |       273 | NS      | $36298.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                    | Phillips Edison & Co Inc                         | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |       544 | NS      | $19350.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                            | PJT Partners Inc                                 | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |       308 | NS      | $51497.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc               | Old Dominion Freight Line Inc                    | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       563 | NS      | $88278.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc              | SS&C Technologies Holdings Inc                   | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |       359 | NS      | $31383.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corp                               | Seaboard Corp                                    | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |        53 | NS      | $235575.46    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                              | Lowe's Cos Inc                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       186 | NS      | $44855.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corp                          | CNA Financial Corp                               | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |      3416 | NS      | $163079.84    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                | Synopsys Inc                                     | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       185 | NS      | $86898.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE INC.                      | CAN 10YR BOND                                    | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |        75 | NC      | $-31496.13    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Bladex                                      | Banco Latinoamericano de Comercio Exterior SA    | CUSIP: 000000000<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | CORP              | PA        |      1690 | NS      | $75374.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                      | Heritage Commerce Corp                           | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      4256 | NS      | $51114.56     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                               | DR Horton Inc                                    | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       327 | NS      | $47097.81     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                      | American Woodmark Corp                           | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |      2217 | NS      | $119496.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                           | Tractor Supply Co                                | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       941 | NS      | $47059.41     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                   | Graco Inc                                        | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       445 | NS      | $36476.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                     | Aon PLC                                          | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | GB        |        94 | NS      | $33170.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions Hold              | CCC Intelligent Solutions Holdings Inc           | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12147 | NS      | $96568.65     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                             | Southern Co/The                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       244 | NS      | $21276.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                             | Caterpillar Inc                                  | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        91 | NS      | $52131.17     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-BUXL 30Y BND                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -1 | NC      | $-2397.41     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc                             | LendingTree Inc                                  | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |       219 | NS      | $11626.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc                     | Goosehead Insurance Inc                          | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |      3932 | NS      | $289591.80    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                           | Brown & Brown Inc                                | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |       181 | NS      | $14425.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                | Cadence Bank                                     | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      6150 | NS      | $263466.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                        | PTC Therapeutics Inc                             | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      1081 | NS      | $82112.76     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                          | Energy Transfer LP                               | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |      2282 | NS      | $37630.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                               | EverQuote Inc                                    | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       995 | NS      | $26865.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                     | Lululemon Athletica Inc                          | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |      1062 | NS      | $220694.22    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc               | Lincoln Electric Holdings Inc                    | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       196 | NS      | $46969.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Main Street Capital Corp                    | Main Street Capital Corp                         | CUSIP: 56035L104<br>LEI: 5493001FS9QJLJNF3E20 | Long             | EC               | CORP              | US        |       648 | NS      | $39132.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-BTP                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        10 | NC      | $-11.75       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                | AutoZone Inc                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        46 | NS      | $156009.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme Inc                            | Krispy Kreme Inc                                 | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11475 | NS      | $46129.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc              | Advanced Energy Industries Inc                   | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |       149 | NS      | $31196.13     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                   | Calix Inc                                        | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      2128 | NS      | $112635.04    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                            | Carlisle Cos Inc                                 | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       317 | NS      | $101395.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group Inc/T              | Hartford Insurance Group Inc/The                 | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       123 | NS      | $16949.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                    | Lyft Inc                                         | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |      4086 | NS      | $79145.82     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                              | Eaton Corp PLC                                   | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       132 | NS      | $42043.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                 | Netflix Inc                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      2219 | NS      | $208053.44    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                | United Airlines Holdings Inc                     | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       428 | NS      | $47858.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | 3MO EURO EURIBOR                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        -3 | NC      | $220.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                 | Sterling Infrastructure Inc                      | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |        71 | NS      | $21742.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                        | Deckers Outdoor Corp                             | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       355 | NS      | $36802.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                            | Clear Secure Inc                                 | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2477 | NS      | $86893.16     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                 | CorVel Corp                                      | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       787 | NS      | $53256.29     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc                                | Ameresco Inc                                     | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |       761 | NS      | $22289.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                            | Donaldson Co Inc                                 | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |       949 | NS      | $84138.34     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                     | Comfort Systems USA Inc                          | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |        28 | NS      | $26132.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                               | H&R Block Inc                                    | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |       876 | NS      | $38176.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                           | Getty Realty Corp                                | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |       671 | NS      | $18365.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellula              | Millicom International Cellular SA               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |       781 | NS      | $43298.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                   | LME PRI ALUM                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        12 | NC      | $39634.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | AUDUSD CRNCY                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |         4 | NC      | $2880.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwire Corp                                | Redwire Corp                                     | CUSIP: 75776W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6869 | NS      | $52204.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                    | PPL Corp                                         | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       545 | NS      | $19085.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group Inc              | MidWestOne Financial Group Inc                   | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1452 | NS      | $55902.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                | National Vision Holdings Inc                     | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      1418 | NS      | $36612.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                             | EMCOR Group Inc                                  | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       142 | NS      | $86874.18     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co                  | Preformed Line Products Co                       | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |       143 | NS      | $29559.53     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies In              | Napco Security Technologies Inc                  | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |      3389 | NS      | $141321.30    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                              | Globe Life Inc                                   | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       344 | NS      | $48111.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                    | Visa Inc                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       499 | NS      | $175004.29    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Inc                                | Ducommun Inc                                     | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |       416 | NS      | $39574.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | JAPAN YEN CURR                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        25 | NC      | $-15794.24    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                 | PepsiCo Inc                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       297 | NS      | $42625.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                              | Wendy's Co/The                                   | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     10629 | NS      | $88539.57     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Partners L              | Enterprise Products Partners LP                  | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |      1980 | NS      | $63478.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                         | Kimberly-Clark Corp                              | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       151 | NS      | $15234.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc                 | Iovance Biotherapeutics Inc                      | CUSIP: 462260100<br>LEI: 2549002L8WT2ACU5Q878 | Long             | EC               | CORP              | US        |     17233 | NS      | $47046.09     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Innodata Inc                                | Innodata Inc                                     | CUSIP: 457642205<br>LEI: L9O7MPYIT56T6KBE0R95 | Long             | EC               | CORP              | US        |      1104 | NS      | $56248.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                  | Deere & Co                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |        51 | NS      | $23744.07     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                 | Moelis & Co                                      | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      1357 | NS      | $93280.18     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                 | Progyny Inc                                      | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       930 | NS      | $23882.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                        | Progressive Corp/The                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       350 | NS      | $79702.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | NASDAQ 100 E-MINI                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        10 | NC      | $-99533.36    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                          | Enact Holdings Inc                               | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |       487 | NS      | $19304.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iRadimed Corp                               | iRadimed Corp                                    | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |       410 | NS      | $39884.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Cor              | Old Republic International Corp                  | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |       314 | NS      | $14330.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings Inc              | Esquire Financial Holdings Inc                   | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       391 | NS      | $39909.37     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                             | WW Grainger Inc                                  | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        78 | NS      | $78705.90     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                                | Exelixis Inc                                     | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      2073 | NS      | $90859.59     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                    | Constellation Brands Inc                         | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       415 | NS      | $57253.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                            | LendingClub Corp                                 | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      3046 | NS      | $57691.24     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                  | Zoetis Inc                                       | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       743 | NS      | $93484.26     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                      | Motorola Solutions Inc                           | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       171 | NS      | $65547.72     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | BRAZIL REAL                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        63 | NC      | $18585.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                        | Federated Hermes Inc                             | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      2099 | NS      | $109294.93    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                 | Fastenal Co                                      | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      1790 | NS      | $71832.70     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                          | Meta Platforms Inc                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       132 | NS      | $87131.88     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                  | Biogen Inc                                       | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      1145 | NS      | $201508.55    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                 | CDW Corp/DE                                      | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      1806 | NS      | $245977.20    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp                                 | TriMas Corp                                      | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      1091 | NS      | $38675.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                              | S&P Global Inc                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       131 | NS      | $68459.29     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                         | General Electric Co                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       281 | NS      | $86556.43     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio Inc                                | Appfolio Inc                                     | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |       221 | NS      | $51415.65     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                           | Newell Brands Inc                                | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     12994 | NS      | $48337.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | 3MTH SONIA                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |       -29 | NC      | $-287.68      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc                          | Calavo Growers Inc                               | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3852 | NS      | $83781.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                     | Essential Utilities Inc                          | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |      5556 | NS      | $213128.16    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc                     | Peloton Interactive Inc                          | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |      9451 | NS      | $58218.16     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                | VeriSign Inc                                     | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       472 | NS      | $114672.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals Inc              | Day One Biopharmaceuticals Inc                   | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5197 | NS      | $48436.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya Technologies Ltd                     | Pagaya Technologies Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       937 | NS      | $19583.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Inc                          | Cohen & Steers Inc                               | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |       635 | NS      | $39865.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                   | Linde PLC                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |        64 | NS      | $27288.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp                              | Solventum Corp                                   | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |       681 | NS      | $53962.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                         | PotlatchDeltic Corp                              | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |      5846 | NS      | $232553.88    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | E-MINI RUSS 2000                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       -28 | NC      | $67740.71     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources Inc                  | Core Natural Resources Inc                       | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |       498 | NS      | $44077.98     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group Inc               | Northwestern Energy Group Inc                    | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |      4641 | NS      | $299530.14    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions              | Broadridge Financial Solutions Inc               | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       319 | NS      | $71191.23     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares Inc              | First Community Bankshares Inc                   | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2238 | NS      | $75487.74     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc                     | Kimball Electronics Inc                          | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      1212 | NS      | $33717.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US               | Service Corp International/US                    | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |       423 | NS      | $32981.31     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                | Allegion plc                                     | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |       671 | NS      | $106836.62    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                | Tapestry Inc                                     | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       801 | NS      | $102343.77    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                          | Domino's Pizza Inc                               | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       171 | NS      | $71276.22     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                    | MarketAxess Holdings Inc                         | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       331 | NS      | $59993.75     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | 3 MONTH SOFR                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -31 | NC      | $-92.92       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                        | Colgate-Palmolive Co                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       738 | NS      | $58316.76     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                               | Ingredion Inc                                    | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       613 | NS      | $67589.38     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Perella Weinberg Partners                   | Perella Weinberg Partners                        | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2324 | NS      | $40205.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Churchill Direct Lendin              | Nuveen Churchill Direct Lending Corp             | CUSIP: 67090S108<br>LEI: 254900X3ULEP6XX7HG39 | Long             | EC               | CORP              | US        |      2594 | NS      | $34603.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                             | Scholastic Corp                                  | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       879 | NS      | $26044.77     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust In              | Four Corners Property Trust Inc                  | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |       666 | NS      | $15357.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                    | MSCI Inc                                         | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        73 | NS      | $41882.29     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries               | Huntington Ingalls Industries Inc                | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       144 | NS      | $48970.08     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp                        | Southern Copper Corp                             | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |       351 | NS      | $50357.97     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                               | Medtronic PLC                                    | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       422 | NS      | $40537.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                          | USD/NOK FORWARD                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10907.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NVR Inc                                     | NVR Inc                                          | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        32 | NS      | $233368.64    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                     | G-III Apparel Group Ltd                          | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      3356 | NS      | $97189.76     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil-Dri Corp of America                     | Oil-Dri Corp of America                          | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |       549 | NS      | $26868.06     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp                        | Gulfport Energy Corp                             | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |       453 | NS      | $94219.47     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                | Portland General Electric Co                     | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |       330 | NS      | $15836.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                | NiSource Inc                                     | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |       336 | NS      | $14031.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                               | Blackrock Inc                                    | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       179 | NS      | $191590.86    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                       | United Fire Group Inc                            | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       734 | NS      | $26680.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                    | Willis Towers Watson PLC                         | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | GB        |        62 | NS      | $20373.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                   | ePlus Inc                                        | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |       732 | NS      | $64196.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | EURO FX CURR                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        70 | NC      | $37080.21     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                     | Brandywine Realty Trust                          | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |     10682 | NS      | $31191.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                      | Synovus Financial Corp                           | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      4723 | NS      | $236386.15    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                         | Leidos Holdings Inc                              | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       373 | NS      | $67289.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                              | Proto Labs Inc                                   | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |       589 | NS      | $29797.51     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                             | Gen Digital Inc                                  | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      4451 | NS      | $121022.69    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rumble Inc                                  | Rumble Inc                                       | CUSIP: 78137L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7611 | NS      | $48101.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                             | T-Mobile US Inc                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       358 | NS      | $72688.32     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                              | GE Vernova Inc                                   | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        84 | NS      | $54899.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                    | Marsh & McLennan Cos Inc                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       548 | NS      | $101664.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                 | Avista Corp                                      | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |       302 | NS      | $11639.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                  | HSCEI                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |        22 | NC      | $-10863.83    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                     | ATI Inc                                          | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |       360 | NS      | $41313.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                              | AptarGroup Inc                                   | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       490 | NS      | $59760.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                       | American Homes 4 Rent                            | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      1336 | NS      | $42885.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group Inc/The                       | Hackett Group Inc/The                            | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      2397 | NS      | $47053.11     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                           | AeroVironment Inc                                | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |        97 | NS      | $23463.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc                                | Reliance Inc                                     | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       122 | NS      | $35242.14     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group Inc                         | Replimune Group Inc                              | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |      4931 | NS      | $47929.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital Inc                           | Dynex Capital Inc                                | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |      4555 | NS      | $63815.55     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Mining Corp                         | Barrick Mining Corp                              | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       765 | NS      | $33315.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                          | nVent Electric PLC                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       707 | NS      | $72092.79     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | SOYBEAN                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        12 | NC      | $-24207.73    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US LONG BOND(CBT)                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         2 | NC      | $-1525.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                          | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Long             | EC               | CORP              | US        |       949 | NS      | $50648.13     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                             | Ulta Beauty Inc                                  | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       145 | NS      | $87726.45     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Energy Solutions Inc                  | Atlas Energy Solutions Inc                       | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5213 | NS      | $49106.46     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                  | DaVita Inc                                       | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |       412 | NS      | $46807.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                  | Matson Inc                                       | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |       228 | NS      | $28169.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream LP                           | Hess Midstream LP                                | CUSIP: 428103105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1528 | NS      | $52716.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                    | Manhattan Associates Inc                         | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       649 | NS      | $112478.19    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Partners LP                             | CVR Partners LP                                  | CUSIP: 126633205<br>LEI: 529900LE0OS06MYQRP11 | Long             | EC               | CORP              | US        |       375 | NS      | $38437.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc                            | IES Holdings Inc                                 | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |        62 | NS      | $24119.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc                  | Thermon Group Holdings Inc                       | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |       792 | NS      | $29430.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                  | FTSE CHINA A50                                   | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DE               | CORP              | SG        |       393 | NC      | $-45193.00    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| CyberArk Software Ltd                       | CyberArk Software Ltd                            | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |       629 | NS      | $280571.74    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                       | Texas Instruments Inc                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       268 | NS      | $46495.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                           | Johnson & Johnson                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       254 | NS      | $52565.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                              | TD SYNNEX Corp                                   | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      1069 | NS      | $160595.87    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                     | Illinois Tool Works Inc                          | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       334 | NS      | $82264.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Educational Services C              | Lincoln Educational Services Corp                | CUSIP: 533535100<br>LEI: 549300BJ55KUY6RG7L98 | Long             | EC               | CORP              | US        |      1102 | NS      | $26613.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                  | Apple Hospitality REIT Inc                       | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      9461 | NS      | $112112.85    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Wa              | Expeditors International of Washington Inc       | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       546 | NS      | $81359.46     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                  | AbbVie Inc                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       158 | NS      | $36101.42     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                  | Chipotle Mexican Grill Inc                       | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |      4420 | NS      | $163540.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | S&P500 EMINI                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |         4 | NC      | $-12558.33    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                      | Pacira BioSciences Inc                           | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1492 | NS      | $38612.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                              | Mastercard Inc                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       193 | NS      | $110179.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc              | American Electric Power Co Inc                   | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       190 | NS      | $21908.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                      | Louisiana-Pacific Corp                           | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      1433 | NS      | $115729.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                   | Kinsale Capital Group Inc                        | CUSIP: 49714P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       148 | NS      | $57885.76     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                          | Teekay Tankers Ltd                               | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | CA        |       563 | NS      | $30075.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                      | Primoris Services Corp                           | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |       971 | NS      | $120539.94    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Thomson Reuters Corp                        | Thomson Reuters Corp                             | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |       273 | NS      | $36005.97     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Managem              | Artisan Partners Asset Management Inc            | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |       894 | NS      | $36421.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc               | Interactive Brokers Group Inc                    | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       638 | NS      | $41029.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | LONG GILT                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        16 | NC      | $8272.89      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                            | InterDigital Inc                                 | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       280 | NS      | $89146.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                    | RTX Corp                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       373 | NS      | $68408.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                  | Pinnacle West Capital Corp                       | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       216 | NS      | $19159.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                          | Planet Fitness Inc                               | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |       468 | NS      | $50763.96     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                      | Boston Scientific Corp                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       332 | NS      | $31656.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                   | L3Harris Technologies Inc                        | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       112 | NS      | $32879.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                     | Insight Enterprises Inc                          | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       453 | NS      | $36905.91     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                            | FirstEnergy Corp                                 | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      1029 | NS      | $46068.33     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                   | AvalonBay Communities Inc                        | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |        69 | NS      | $12510.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                 | Honeywell International Inc                      | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       342 | NS      | $66720.78     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | MSCI EMGMKT                                      | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |        96 | NC      | $79728.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                             | Yum! Brands Inc                                  | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       484 | NS      | $73219.52     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc                      | Insteel Industries Inc                           | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |       935 | NS      | $29611.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings Inc                       | Alphatec Holdings Inc                            | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |      1289 | NS      | $27120.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                                 | Toro Co/The                                      | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      2224 | NS      | $175073.28    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                       | Monster Beverage Corp                            | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      2356 | NS      | $180634.52    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                 | Jack Henry & Associates Inc                      | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       477 | NS      | $87042.96     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                         | Eagle Materials Inc                              | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |       241 | NS      | $49809.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                        | Booking Holdings Inc                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        62 | NS      | $332030.46    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                    | American States Water Co                         | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |       369 | NS      | $26745.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                 | Invesco Ltd                                      | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |      4486 | NS      | $117847.22    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | MSCI EAFE                                        | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |        32 | NC      | $85584.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Violet Inc                              | Red Violet Inc                                   | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Long             | EC               | CORP              | US        |       762 | NS      | $43395.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent              | Frontier Communications Parent Inc               | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1683 | NS      | $64071.81     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Group SGHC Ltd                        | Super Group SGHC Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |      3249 | NS      | $38825.55     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                             | CMS Energy Corp                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       669 | NS      | $46783.17     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Clover Health Investments Corp              | Clover Health Investments Corp                   | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Long             | EC               | CORP              | US        |     19567 | NS      | $45982.45     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals Inc               | Recursion Pharmaceuticals Inc                    | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11556 | NS      | $47264.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM Grosvenor Inc                           | GCM Grosvenor Inc                                | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2722 | NS      | $30813.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                         | Axon Enterprise Inc                              | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       150 | NS      | $85189.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                  | Evergy Inc                                       | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       172 | NS      | $12468.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                     | UDR Inc                                          | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      2725 | NS      | $99953.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                          | USD/SGD FORWARD                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9241.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chewy Inc                                   | Chewy Inc                                        | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |      1173 | NS      | $38767.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                   | Warner Bros Discovery Inc                        | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      8257 | NS      | $237966.74    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion Inc                          | Garrett Motion Inc                               | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | CH        |      3482 | NS      | $60691.26     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                  | Ecolab Inc                                       | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       158 | NS      | $41478.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings Inc                        | Biglari Holdings Inc                             | CUSIP: 08986R309<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |       100 | NS      | $33243.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tsakos Energy Navigation Ltd                | Tsakos Energy Navigation Ltd                     | CUSIP: 000000000<br>LEI: 549300IFUTS62LRRCU54 | Long             | EC               | CORP              | GR        |      1326 | NS      | $29728.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery Inc                         | Energy Recovery Inc                              | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |      3127 | NS      | $42183.23     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                           | Cisco Systems Inc                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      1090 | NS      | $83962.70     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                        | Invitation Homes Inc                             | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       440 | NS      | $12227.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                                   | Ennis Inc                                        | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3771 | NS      | $67915.71     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR ULTRA                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        10 | NC      | $-4963.61     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Grou              | White Mountains Insurance Group Ltd              | CUSIP: 000000000<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | US        |        91 | NS      | $189100.73    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                        | Bridgebio Pharma Inc                             | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |       982 | NS      | $75113.18     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpring Health Services I              | BrightSpring Health Services Inc                 | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1026 | NS      | $38423.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co Inc                        | Sturm Ruger & Co Inc                             | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |      1722 | NS      | $56223.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunoco LP                                   | Sunoco LP                                        | CUSIP: 86765K109<br>LEI: 54930001NJU8E40NQ561 | Long             | EC               | CORP              | US        |       701 | NS      | $36739.41     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                       | Veeco Instruments Inc                            | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      6907 | NS      | $197402.06    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc               | Intercontinental Exchange Inc                    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       232 | NS      | $37574.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                     | Ellington Financial Inc                          | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |      5170 | NS      | $70208.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Therapeutics Inc                     | Summit Therapeutics Inc                          | CUSIP: 86627T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3037 | NS      | $53117.13     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc               | Automatic Data Processing Inc                    | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       176 | NS      | $45272.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 2YR NOTE (CBT)                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         8 | NC      | $856.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                           | Ralph Lauren Corp                                | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       157 | NS      | $55516.77     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                  | Stride Inc                                       | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |       496 | NS      | $32205.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                    | EastGroup Properties Inc                         | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |       195 | NS      | $34737.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                     | O'Reilly Automotive Inc                          | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      2643 | NS      | $241068.03    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                    | Etsy Inc                                         | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      1467 | NS      | $81330.48     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                   | Pool Corp                                        | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       162 | NS      | $37057.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                  | Sysco Corp                                       | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      1299 | NS      | $95723.31     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                    | Elanco Animal Health Inc                         | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |       212 | NS      | $4797.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                  | Insmed Inc                                       | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |       662 | NS      | $115214.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health Inc                            | Oscar Health Inc                                 | CUSIP: 687793109<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | EC               | CORP              | US        |      2136 | NS      | $30694.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | BP CURRENCY                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -9 | NC      | $2917.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                        | Lamar Advertising Co                             | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       605 | NS      | $76580.90     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group Inc                               | REV Group Inc                                    | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |      4308 | NS      | $261969.48    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                 | Trimble Inc                                      | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       632 | NS      | $49517.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                    | Lamb Weston Holdings Inc                         | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      1040 | NS      | $43565.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                   | Palantir Technologies Inc                        | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       242 | NS      | $43015.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                    | RLI Corp                                         | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |       199 | NS      | $12732.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings I              | Universal Insurance Holdings Inc                 | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |       914 | NS      | $30893.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                       | World Acceptance Corp                            | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       180 | NS      | $25270.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners              | Coca-Cola Europacific Partners PLC               | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |       387 | NS      | $35100.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings               | Allison Transmission Holdings Inc                | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |       539 | NS      | $52768.10     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | LOW SU GASOIL G                                  | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |         8 | NC      | $-20674.30    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS SA                           | CAC40 10 EURO                                    | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DE               | CORP              | FR        |         1 | NC      | $152.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                           | Andersons Inc/The                                | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |       557 | NS      | $29615.69     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                            | HealthStream Inc                                 | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      1332 | NS      | $30729.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Co              | Booz Allen Hamilton Holding Corp                 | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |        80 | NS      | $6748.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                | Chevron Corp                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       226 | NS      | $34444.66     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                               | AppLovin Corp                                    | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        50 | NS      | $33691.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                | Madrigal Pharmaceuticals Inc                     | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |        92 | NS      | $53575.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technolog              | Check Point Software Technologies Ltd            | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |       221 | NS      | $41008.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                   | Aflac Inc                                        | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       107 | NS      | $11798.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allient Inc                                 | Allient Inc                                      | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |       518 | NS      | $27842.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                         | TransDigm Group Inc                              | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       137 | NS      | $182189.45    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO STOXX 50                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |        22 | NC      | $6722.14      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Ship Lease Inc                       | Global Ship Lease Inc                            | CUSIP: 000000000<br>LEI: 254900GLZ0J5N8UZM071 | Long             | EC               | CORP              | GB        |        32 | NS      | $1121.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                            | NMI Holdings Inc                                 | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      1456 | NS      | $59390.24     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                   | Archer-Daniels-Midland Co                        | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      1451 | NS      | $83417.99     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                    | Green Brick Partners Inc                         | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |       684 | NS      | $42859.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                | Organon & Co                                     | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      6914 | NS      | $49573.38     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                       | Micron Technology Inc                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       111 | NS      | $31680.51     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc                | Collegium Pharmaceutical Inc                     | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |       331 | NS      | $15325.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Water Co Ltd                   | Consolidated Water Co Ltd                        | CUSIP: 000000000<br>LEI: 5299001BMEW8X9VIJA73 | Long             | EC               | CORP              | KY        |      1099 | NS      | $38783.71     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International              | Johnson Controls International plc               | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |       289 | NS      | $34607.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                                 | ROBLOX Corp                                      | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |      1328 | NS      | $107607.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-OAT                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        38 | NC      | $-4010.04     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                    | Travere Therapeutics Inc                         | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       706 | NS      | $26976.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CECO Environmental Corp                     | CECO Environmental Corp                          | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |       465 | NS      | $27830.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                               | Amphenol Corp                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      1076 | NS      | $145410.64    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                    | Northwest Bancshares Inc                         | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3021 | NS      | $36252.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                              | CBRE Group Inc                                   | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       486 | NS      | $78143.94     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solu              | Kratos Defense & Security Solutions Inc          | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |       553 | NS      | $41978.23     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Birkenstock Holding Plc                     | Birkenstock Holding Plc                          | CUSIP: 000000000<br>LEI: 529900CQ8LQKQ7LIT631 | Long             | EC               | CORP              | GB        |      2501 | NS      | $102290.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                     | WEX Inc                                          | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |       281 | NS      | $41863.38     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempus AI Inc                               | Tempus AI Inc                                    | CUSIP: 88023B103<br>LEI: 2549009LA0KWRAGQBX50 | Long             | EC               | CORP              | US        |       364 | NS      | $21494.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                      | eXp World Holdings Inc                           | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |      4284 | NS      | $38770.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | FTSE 100 IDX                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               | CORP              | GB        |         2 | NC      | $4677.39      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp                          | Rithm Capital Corp                               | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |      2952 | NS      | $32176.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kayne Anderson BDC Inc                      | Kayne Anderson BDC Inc                           | CUSIP: 48662X105<br>LEI: 213800L27Z3YODNCUQ03 | Long             | EC               | CORP              | US        |      3348 | NS      | $47943.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging SA                   | Ardagh Metal Packaging SA                        | CUSIP: 000000000<br>LEI: 5493009WKQTU4FN9G032 | Long             | EC               | CORP              | LU        |      7436 | NS      | $30487.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                  | Amdocs Ltd                                       | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | US        |       858 | NS      | $69077.58     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nathan's Famous Inc                         | Nathan's Famous Inc                              | CUSIP: 632347100<br>LEI: 54930034SKNSF1JIE673 | Long             | EC               | CORP              | US        |       460 | NS      | $43042.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc              | Community Healthcare Trust Inc                   | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |      2286 | NS      | $37536.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp                  | InvenTrust Properties Corp                       | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |      1064 | NS      | $30015.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                            | Genuine Parts Co                                 | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       270 | NS      | $33199.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc                                   | Udemy Inc                                        | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |     16961 | NS      | $99221.85     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                | Cargurus Inc                                     | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |      3280 | NS      | $125788.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 5YR NOTE (CBT)                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        11 | NC      | $-1271.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                       | Costco Wholesale Corp                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       185 | NS      | $159532.90    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                        | Kyndryl Holdings Inc                             | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |      1884 | NS      | $50039.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                               | Pinterest Inc                                    | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |      4764 | NS      | $123339.96    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                  | ACADIA Pharmaceuticals Inc                       | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |      1908 | NS      | $50962.68     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                         | Clearway Energy Inc                              | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      1132 | NS      | $35567.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                         | BellRing Brands Inc                              | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      3928 | NS      | $104995.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                  | Standex International Corp                       | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       325 | NS      | $70616.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                  | STERIS PLC                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       294 | NS      | $74534.88     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                         | Avery Dennison Corp                              | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       107 | NS      | $19461.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp                 | REX American Resources Corp                      | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1196 | NS      | $38654.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                          | USD/SEK FORWARD                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-47282.28    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Pharvaris NV                                | Pharvaris NV                                     | CUSIP: 000000000<br>LEI: 9845003BE146D3B75D32 | Long             | EC               | CORP              | NL        |       494 | NS      | $13708.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                   | Adobe Inc                                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       837 | NS      | $292941.63    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                           | Lam Research Corp                                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       482 | NS      | $82508.76     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Inmode Ltd                                  | Inmode Ltd                                       | CUSIP: 000000000<br>LEI: 984500DD95A35E9BD358 | Long             | EC               | CORP              | IL        |      3165 | NS      | $46493.85     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                             | Weyerhaeuser Co                                  | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      3360 | NS      | $79598.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                              | A O Smith Corp                                   | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       656 | NS      | $43873.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                            | Boyd Gaming Corp                                 | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |       769 | NS      | $65549.56     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES Inc                         | GLOBALFOUNDRIES Inc                              | CUSIP: 000000000<br>LEI: 549300BA76VK784VMX48 | Long             | EC               | CORP              | US        |      5166 | NS      | $180396.72    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                        | Dycom Industries Inc                             | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |       114 | NS      | $38520.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                      | Trane Technologies PLC                           | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       214 | NS      | $83288.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OMX NORDIC EXCHANGE STOCKHOLM               | OMXS30 IND                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | SE        |         5 | NC      | $3111.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Insurance Group Ltd                | Hamilton Insurance Group Ltd                     | CUSIP: 000000000<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | BM        |      1063 | NS      | $29657.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Corp                             | Brookfield Corp                                  | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |      1007 | NS      | $46211.23     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos Inc                              | Rocket Cos Inc                                   | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2573 | NS      | $49813.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                 | Chemed Corp                                      | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       100 | NS      | $42786.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Midstream Partners LP               | Western Midstream Partners LP                    | CUSIP: 958669103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1191 | NS      | $47044.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                             | Concentrix Corp                                  | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |      4581 | NS      | $190477.98    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                             | TJX Cos Inc/The                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       797 | NS      | $122427.17    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hallador Energy Co                          | Hallador Energy Co                               | CUSIP: 40609P105<br>LEI: 254900GKEQRHOI2SSC19 | Long             | EC               | CORP              | US        |       577 | NS      | $10986.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                   | MGM Resorts International                        | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      1251 | NS      | $45648.99     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                         | VICI Properties Inc                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |       462 | NS      | $12991.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24      | AUST 3YR BOND                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |         4 | NC      | $651.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc                  | Sprouts Farmers Market Inc                       | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      1204 | NS      | $95922.68     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tower Semiconductor Ltd                     | Tower Semiconductor Ltd                          | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |       213 | NS      | $25010.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Golub Capital BDC Inc                       | Golub Capital BDC Inc                            | CUSIP: 38173M102<br>LEI: 2549005WE0QLGK9APF78 | Long             | EC               | CORP              | US        |      4969 | NS      | $67429.33     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                         | Arista Networks Inc                              | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       237 | NS      | $31054.11     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                       | Uber Technologies Inc                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       522 | NS      | $42652.62     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                                  | Viasat Inc                                       | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |       708 | NS      | $24397.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International              | Compass Minerals International Inc               | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |      1239 | NS      | $24333.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                 | Vistra Corp                                      | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       467 | NS      | $75341.11     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                      | Digi International Inc                           | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      2490 | NS      | $107792.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                             | Ross Stores Inc                                  | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       312 | NS      | $56203.68     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | SHORT EURO-BTP                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         7 | NC      | $-928.41      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                       | AECOM                                            | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |       365 | NS      | $34795.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                    | Corcept Therapeutics Inc                         | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      1812 | NS      | $63057.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                    | Coty Inc                                         | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |      8353 | NS      | $25727.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                   | Spire Inc                                        | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       185 | NS      | $15299.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc                                  | EZCORP Inc                                       | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      1430 | NS      | $27770.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stevanato Group SpA                         | Stevanato Group SpA                              | CUSIP: 000000000<br>LEI: 81560033F7E1CD477507 | Long             | EC               | CORP              | IT        |       990 | NS      | $19918.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                 | Goldman Sachs Group Inc/The                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        60 | NS      | $52740.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextpower Inc                               | Nextpower Inc                                    | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       378 | NS      | $32927.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                        | Waste Management Inc                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       328 | NS      | $72064.88     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                    | Dana Inc                                         | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      1615 | NS      | $38372.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | C$ CURRENCY                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        68 | NC      | $26966.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Intern              | Kiniksa Pharmaceuticals International Plc        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       917 | NS      | $37826.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                 | IDACORP Inc                                      | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |       137 | NS      | $17338.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorchester Minerals LP                      | Dorchester Minerals LP                           | CUSIP: 25820R105<br>LEI: 529900J537JTEZOMXG05 | Long             | EC               | CORP              | US        |      2090 | NS      | $46732.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                              | Hershey Co/The                                   | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       275 | NS      | $50044.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                     | COPT Defense Properties                          | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      2195 | NS      | $61021.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                       | New York Times Co/The                            | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      1573 | NS      | $109197.66    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 Verticals Inc                            | I3 Verticals Inc                                 | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |      1173 | NS      | $29547.87     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp                              | Blue Bird Corp                                   | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |       690 | NS      | $32430.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight Inc                                  | nLight Inc                                       | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1564 | NS      | $58665.64     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co Inc                    | CommScope Holding Co Inc                         | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |      1636 | NS      | $29660.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | NY HARB ULSD                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |         8 | NC      | $-37928.83    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICAN FUTURES EXCHANGE              | FTSE/JSE TOP 40                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | ZA        |         2 | NC      | $1711.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc                    | Turning Point Brands Inc                         | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |       503 | NS      | $54525.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                 | Cintas Corp                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       819 | NS      | $154029.33    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                             | OGE Energy Corp                                  | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |       492 | NS      | $21008.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                        | Howmet Aerospace Inc                             | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       423 | NS      | $86723.46     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                   | Chubb Ltd                                        | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       180 | NS      | $56181.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                       | Republic Services Inc                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       230 | NS      | $48743.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                                    | ICON PLC                                         | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |       306 | NS      | $55759.32     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                        | Verisk Analytics Inc                             | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       198 | NS      | $44290.62     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                 | Gentex Corp                                      | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      3238 | NS      | $75348.26     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                 | Alnylam Pharmaceuticals Inc                      | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |        92 | NS      | $36583.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS BORGWARNER INC                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-895.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                  | Verizon Communications Inc                       | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      2757 | NS      | $112292.61    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                              | Buckle Inc/The                                   | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |       730 | NS      | $38996.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                   | CH Robinson Worldwide Inc                        | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       335 | NS      | $53854.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Cor              | Zurn Elkay Water Solutions Corp                  | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |      1571 | NS      | $73035.79     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Webull Corp                                 | Webull Corp                                      | CUSIP: 000000000<br>LEI: 213800YKAMJ8BY75D995 | Long             | EC               | CORP              | US        |      7278 | NS      | $56550.06     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                       | Civitas Resources Inc                            | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      8404 | NS      | $227664.36    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                              | TechnipFMC PLC                                   | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |      1428 | NS      | $63631.68     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                 | NVIDIA Corp                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       309 | NS      | $57628.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                            | Coca-Cola Co/The                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |        21 | NS      | $1468.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp                                | Winmark Corp                                     | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       106 | NS      | $42923.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS HEALTHCARE REALTY TRUST INC                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $936.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morningstar Inc                             | Morningstar Inc                                  | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       242 | NS      | $52589.02     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                            | MercadoLibre Inc                                 | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | UY        |        91 | NS      | $183297.66    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                 | Dropbox Inc                                      | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      1497 | NS      | $41616.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate PLC                               | Clarivate PLC                                    | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | GB        |     13271 | NS      | $44325.14     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                   | Apple Inc                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       251 | NS      | $68236.86     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                             | Fair Isaac Corp                                  | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       154 | NS      | $260355.48    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp                           | Kinross Gold Corp                                | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |      2469 | NS      | $69527.04     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                  | AMETEK Inc                                       | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       340 | NS      | $69805.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                  | Ligand Pharmaceuticals Inc                       | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |       186 | NS      | $35167.02     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                        | Freeport-McMoRan Inc                             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       755 | NS      | $38346.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS URANIUM ENERGY CORP                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $3756.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                       | Southwest Airlines Co                            | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      1148 | NS      | $47446.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc                      | Arbor Realty Trust Inc                           | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |     10215 | NS      | $79268.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide C              | Marriott Vacations Worldwide Corp                | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |       198 | NS      | $11422.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                 | Walmart Inc                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       789 | NS      | $87902.49     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                   | Phibro Animal Health Corp                        | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      2380 | NS      | $88916.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals Inc                  | Rhythm Pharmaceuticals Inc                       | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |       598 | NS      | $64009.92     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc                    | iRhythm Technologies Inc                         | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |       250 | NS      | $44360.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                  | Ciena Corp                                       | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       128 | NS      | $29935.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA Holdings Inc                           | MARA Holdings Inc                                | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |      5121 | NS      | $45986.58     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Novavax Inc                                 | Novavax Inc                                      | CUSIP: 670002401<br>LEI: 529900J4GJHPEPQ23205 | Long             | EC               | CORP              | US        |      9875 | NS      | $66360.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ADVANCED MICRO DEVICES INC                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-14397.81    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MongoDB Inc                                 | MongoDB Inc                                      | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |        83 | NS      | $34834.27     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International I              | Mettler-Toledo International Inc                 | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       194 | NS      | $270472.86    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                 | Cencora Inc                                      | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       167 | NS      | $56404.25     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                        | Medpace Holdings Inc                             | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       273 | NS      | $153330.45    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                        | Ryerson Holding Corp                             | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      1516 | NS      | $38142.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                          | Trade Desk Inc/The                               | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      5488 | NS      | $208324.48    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Chemical Partners LP               | Westlake Chemical Partners LP                    | CUSIP: 960417103<br>LEI: 5493001UJXZP4TJUQM76 | Long             | EC               | CORP              | US        |      5006 | NS      | $95114.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                 | NETGEAR Inc                                      | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |       790 | NS      | $19378.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                        | Las Vegas Sands Corp                             | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       892 | NS      | $58060.28     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                         | Emerson Electric Co                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       186 | NS      | $24685.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ADVANCE AUTO PARTS INC                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $23020.85     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                 | Phillips 66                                      | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       375 | NS      | $48390.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| China Yuchai International Ltd              | China Yuchai International Ltd                   | CUSIP: 000000000<br>LEI: 529900DHISUGAY2ARU76 | Long             | EC               | CORP              | SG        |       348 | NS      | $12354.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                                  | Cabot Corp                                       | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      2076 | NS      | $137597.28    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/              | First Citizens BancShares Inc/NC                 | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |        94 | NS      | $201740.92    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group Inc                           | Willdan Group Inc                                | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |       136 | NS      | $14097.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management Inc                | Acadian Asset Management Inc                     | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |       756 | NS      | $35532.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                    | Moog Inc                                         | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       302 | NS      | $73552.10     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co                                    | Crane Co                                         | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |       395 | NS      | $72849.85     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc                               | Costamare Inc                                    | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MC        |      4742 | NS      | $74876.18     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                             | CVS Health Corp                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       582 | NS      | $46187.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS IVANHOE ELECTRIC INC / US                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-10489.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ImmunityBio Inc                             | ImmunityBio Inc                                  | CUSIP: 45256X103<br>LEI: 529900J9XLBR4HFL4B83 | Long             | EC               | CORP              | US        |     23398 | NS      | $46328.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                             | Baker Hughes Co                                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       884 | NS      | $40257.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc                       | TransMedics Group Inc                            | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |       183 | NS      | $22261.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc                  | Grand Canyon Education Inc                       | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       253 | NS      | $42076.43     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd                      | Agnico Eagle Mines Ltd                           | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |       411 | NS      | $69676.83     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                        | JetBlue Airways Corp                             | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |     14901 | NS      | $67799.55     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions Inc                            | ACV Auctions Inc                                 | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5946 | NS      | $47686.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                | Xylem Inc/NY                                     | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       541 | NS      | $73673.38     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                       | General Dynamics Corp                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       199 | NS      | $66995.34     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Government Cash Management          | Dreyfus Government Cash Management               | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |  25005821 | NS      | $25005820.62  | 32.99%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS IDEAYA BIOSCIENCES INC                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-9907.05     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                             | Xcel Energy Inc                                  | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       223 | NS      | $16470.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                | Broadcom Inc                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       247 | NS      | $85486.70     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                    | Yelp Inc                                         | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      1316 | NS      | $39993.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                            | Under Armour Inc                                 | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     18818 | NS      | $93525.46     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute               | Universal Technical Institute Inc                | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |       556 | NS      | $14528.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp                              | Astronics Corp                                   | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |       495 | NS      | $26848.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                | Autodesk Inc                                     | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       140 | NS      | $41441.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                               | Huntsman Corp                                    | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |      6201 | NS      | $62010.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc                             | Pegasystems Inc                                  | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      1396 | NS      | $83369.12     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                | Stryker Corp                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        80 | NS      | $28117.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS EXPAND ENERGY CORP                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-361.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                        | Lockheed Martin Corp                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       138 | NS      | $66746.46     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                     | Procter & Gamble Co/The                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       662 | NS      | $94871.22     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                        | WEC Energy Group Inc                             | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       205 | NS      | $21619.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                               | CME Group Inc                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       134 | NS      | $36592.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                  | Masco Corp                                       | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       777 | NS      | $49308.42     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                             | McDonald's Corp                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       205 | NS      | $62654.15     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                 | Rollins Inc                                      | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       812 | NS      | $48736.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                   | Teledyne Technologies Inc                        | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |        62 | NS      | $31665.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amer Sports Inc                             | Amer Sports Inc                                  | CUSIP: 000000000<br>LEI: 391200YCSWTRD1J21867 | Long             | EC               | CORP              | FI        |      1116 | NS      | $41682.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                            | Exxon Mobil Corp                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       389 | NS      | $46812.26     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS BAXTER INTERNATIONAL INC                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3616.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kirby Corp                                  | Kirby Corp                                       | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |       408 | NS      | $44953.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                    | KLA Corp                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        31 | NS      | $37667.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc                               | HCI Group Inc                                    | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |       200 | NS      | $38338.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                   | Brinker International Inc                        | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |       841 | NS      | $120700.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products In              | Installed Building Products Inc                  | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |       240 | NS      | $62253.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                        | Astec Industries Inc                             | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |       864 | NS      | $37428.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                  | Coca-Cola Consolidated Inc                       | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       296 | NS      | $45376.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                                   | Argan Inc                                        | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |       234 | NS      | $73316.88     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                   | LME ZINC                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        -2 | NC      | $-4514.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS DIGITALBRIDGE GROUP INC                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-8439.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS CHURCHILL DOWNS INC                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-10052.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS BLACKSTONE MORTGAGE TRUST INC                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2236.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ENTEGRIS INC                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $3451.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS NEBIUS GROUP NV                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $4237.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS PORCH GROUP INC                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $26230.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS SALESFORCE INC                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $235.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS GLOBAL NET LEASE INC                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3605.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS FORMFACTOR INC                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-10874.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS ICHOR HOLDINGS LTD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2272.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** Virtus Alternative Solutions Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer