# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0001752724-25-195302
**Filing Date:** 2025-8
**Character Count:** 723046
**Document Hash:** 375873bdb023a7111d3c65d8ae1f3965
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-195302.hdr.sgml**: 20250820

**ACCESSION NUMBER**: 0001752724-25-195302

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250820

**DATE AS OF CHANGE**: 20250820

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AQR Funds
- **CENTRAL INDEX KEY:** 0001444822

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22235
- **FILM NUMBER:** 251236665

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

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

## Series and Classes Contracts Data

### AQR MS Fusion HV Fund (Series ID: S000093174)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000261318 | Class R6     | QHFRX           |
| C000261319 | Class N      | QHFNX           |
| C000261320 | Class I      | QHFIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Greenwich

  - **State:** CT

  - **Foreign country:** US

  - **Zip / Postal Code:** 06830

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

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

- **a. Name of Series:** AQR MS Fusion HV Fund

- **b. EDGAR series identifier (if any):** S000093174

- **c. LEI of Series:** 254900WNHUIAQPXB3186

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

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

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $36543815.00

**Total Liabilities:** $26433187.27

**Net Assets:** $10110627.73

**Cash Not Reported:** $4251322.82

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.71526437 | **5-Year:** 9.71768053 | **10-Year:** -467.64342021 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** -0.38260609 | **5-Year:** -54.35188831 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000261320 |  |  | 1.10%                |
| Class ID C000261319 |  |  | 1.10%                |
| Class ID C000261318 |  |  | 1.10%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $0.00                                      |
| Month 2  | $0.00                    | $0.00                                      |
| Month 3  | $-5435.56                | $-12295.34                                 |

**Designated Index Information**

- **Index Name:** S&P 500 TR INDEX

- **Index Identifier:** AQR1316817

### Schedule of Portfolio Investments

| Name                                                      | Title                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7765.99     | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                       | Clean Harbors, Inc.                                                    | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Short            | EC               | CORP              | US        |       -12 | NS      | $-2774.16     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts, Inc.                               | Host Hotels & Resorts, Inc.                                            | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |       660 | NS      | $10137.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   2000000 | PA      | $457.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic plc                                             | Medtronic plc                                                          | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Short            | EC               | CORP              | IE        |      -388 | NS      | $-33821.96    | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                                   | Micron Technology, Inc.                                                | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Short            | EC               | CORP              | US        |       -29 | NS      | $-3574.25     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp.                                               | Fluor Corp.                                                            | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Short            | EC               | CORP              | US        |      -764 | NS      | $-39170.28    | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | 3 Month SARON                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         1 | NC      | $7.30         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Square Enix Holdings Co. Ltd.                             | Square Enix Holdings Co. Ltd.                                          | CUSIP: N/A<br>LEI: 529900KCRNRDF8DIA489       | Long             | EC               | CORP              | JP        |       800 | NS      | $59839.38     | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| WillScot Holdings Corp.                                   | WillScot Holdings Corp.                                                | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Short            | EC               | CORP              | US        |      -452 | NS      | $-12384.80    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp.                                        | Suzuki Motor Corp.                                                     | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Short            | EC               | CORP              | JP        |     -3700 | NS      | $-44608.06    | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Worley Ltd.                                               | Worley Ltd.                                                            | CUSIP: N/A<br>LEI: 549300XDR86FY8OLGP97       | Short            | EC               | CORP              | AU        |      -529 | NS      | $-4555.24     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Agree Realty Corp.                                        | Agree Realty Corp.                                                     | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        54 | NS      | $3945.24      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineral Resources Ltd.                                    | Mineral Resources Ltd.                                                 | CUSIP: N/A<br>LEI: 5299007V1ACKFFX2P066       | Long             | EC               | CORP              | AU        |      1198 | NS      | $17020.66     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| EastGroup Properties, Inc.                                | EastGroup Properties, Inc.                                             | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Short            | EC               | CORP              | US        |      -360 | NS      | $-60163.20    | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $57.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBRE Group, Inc.                                          | CBRE Group, Inc., Class A                                              | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Short            | EC               | CORP              | US        |       -19 | NS      | $-2662.28     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                              | Oracle Corp.                                                           | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        40 | NS      | $8745.20      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5945.01     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Belden, Inc.                                              | Belden, Inc.                                                           | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Short            | EC               | CORP              | US        |       -85 | NS      | $-9843.00     | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $90.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | NDIRS                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 250000000 | PA      | $-12.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOTO Ltd.                                                 | TOTO Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       300 | NS      | $7554.29      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Ltd.                         | Canadian Pacific Kansas City Ltd.                                      | CUSIP: 13646K108<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |      -188 | NS      | $-14935.08    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                              | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |      4309 | NS      | $65618.27     | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                   | Element Solutions, Inc.                                                | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Short            | EC               | CORP              | US        |     -1398 | NS      | $-31664.70    | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group, Inc.                              | Mizuho Financial Group, Inc.                                           | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |      2400 | NS      | $66623.83     | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp.                                    | Monster Beverage Corp.                                                 | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      1978 | NS      | $123901.92    | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanrio Co. Ltd.                                           | Sanrio Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 3538002Q5JQLOMSPH125       | Long             | EC               | CORP              | JP        |       200 | NS      | $9671.12      | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Wine Estates Ltd.                                | Treasury Wine Estates Ltd.                                             | CUSIP: N/A<br>LEI: 529900LVOPJGAX6ILK66       | Short            | EC               | CORP              | AU        |    -10205 | NS      | $-52506.27    | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | 3 Month SARON                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         1 | NC      | $-39.96       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co.                                         | Genuine Parts Co.                                                      | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Short            | EC               | CORP              | US        |       -22 | NS      | $-2668.82     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $412.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                     | Elevance Health, Inc.                                                  | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Short            | EC               | CORP              | US        |       -65 | NS      | $-25282.40    | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                                    | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       379 | NS      | $25294.46     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp.                                      | SoftBank Group Corp.                                                   | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Short            | EC               | CORP              | JP        |      -200 | NS      | $-14541.20    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                       | Cisco Systems, Inc.                                                    | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Short            | EC               | CORP              | US        |      -614 | NS      | $-42599.32    | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| ARC Resources Ltd.                                        | ARC Resources Ltd.                                                     | CUSIP: 00208D408<br>LEI: 5493000OCGNQZEVTDT08 | Long             | EC               | CORP              | CA        |       962 | NS      | $20282.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's, Inc.                                            | Carter's, Inc.                                                         | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      1016 | NS      | $30612.08     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories, Inc.                                  | Dolby Laboratories, Inc., Class A                                      | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |       372 | NS      | $27624.72     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide, Inc.                               | CH Robinson Worldwide, Inc.                                            | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Short            | EC               | CORP              | US        |       -29 | NS      | $-2782.55     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7.43         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Bank                                              | Cadence Bank                                                           | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Short            | EC               | CORP              | US        |     -1208 | NS      | $-38631.84    | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings, Inc.                                  | FirstCash Holdings, Inc.                                               | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       105 | NS      | $14189.70     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Total Return Swap                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |    433450 | PA      | $-718.20      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | FTSE/JSE Top 40 Index                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZA        |         1 | NC      | $445.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $227.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corp.                  | Pan Pacific International Holdings Corp.                               | CUSIP: N/A<br>LEI: 529900QLHJM2E18A5763       | Short            | EC               | CORP              | JP        |     -1200 | NS      | $-41274.09    | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Australia 3 Year Bond                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         1 | NC      | $-47.19       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                                      | Vulcan Materials Co.                                                   | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |        96 | NS      | $25038.72     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                                    | Home Depot, Inc. (The)                                                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Short            | EC               | CORP              | US        |      -165 | NS      | $-60495.60    | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                                   | Louisiana-Pacific Corp.                                                | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |       229 | NS      | $19691.71     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1415.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Co.                                   | International Paper Co.                                                | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Short            | EC               | CORP              | US        |     -1029 | NS      | $-48188.07    | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| SGH Ltd.                                                  | SGH Ltd.                                                               | CUSIP: N/A<br>LEI: 254900DME8O9GCK94794       | Short            | EC               | CORP              | AU        |      -385 | NS      | $-13711.44    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| United Therapeutics Corp.                                 | United Therapeutics Corp.                                              | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       157 | NS      | $45113.95     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                                             | Walmart, Inc.                                                          | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       270 | NS      | $26400.60     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                                           | CME Group, Inc.                                                        | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        52 | NS      | $14332.24     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                                           | Ingredion, Inc.                                                        | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |        57 | NS      | $7730.34      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JFE Holdings, Inc.                                        | JFE Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 3538002Y11Y03NA9B530       | Short            | EC               | CORP              | JP        |     -4400 | NS      | $-51183.72    | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2100000 | PA      | $363.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                      | Ally Financial, Inc.                                                   | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Short            | EC               | CORP              | US        |      -822 | NS      | $-32016.90    | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp.                                          | Bio-Techne Corp.                                                       | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Short            | EC               | CORP              | US        |      -768 | NS      | $-39513.60    | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Evonik Industries AG                                      | Evonik Industries AG                                                   | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |      1028 | NS      | $21237.02     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   8000000 | PA      | $6.52         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MP Materials Corp.                                        | MP Materials Corp.                                                     | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Short            | EC               | CORP              | US        |      -940 | NS      | $-31273.80    | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| CRH plc                                                   | CRH plc                                                                | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |       759 | NS      | $69676.20     | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv, Inc.                                             | Autoliv, Inc.                                                          | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |        42 | NS      | $4699.80      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                                          | OGE Energy Corp.                                                       | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Short            | EC               | CORP              | US        |      -221 | NS      | $-9807.98     | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings, Inc.                                     | PayPal Holdings, Inc.                                                  | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       297 | NS      | $22073.04     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings, Inc.                                | Crowdstrike Holdings, Inc., Class A                                    | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        31 | NS      | $15788.61     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Qube Holdings Ltd.                                        | Qube Holdings Ltd.                                                     | CUSIP: N/A<br>LEI: 391200RT2MUFEO3RFW25       | Long             | EC               | CORP              | AU        |       952 | NS      | $2683.53      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                                 | H & M Hennes & Mauritz AB, Class B                                     | CUSIP: N/A<br>LEI: 529900O5RR7R39FRDM42       | Short            | EC               | CORP              | SE        |     -4554 | NS      | $-64139.14    | -0.63%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                           | Canadian Natural Resources Ltd.                                        | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |      1452 | NS      | $45636.57     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup, Inc.                                          | PulteGroup, Inc.                                                       | CUSIP: 745867101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -242 | NS      | $-25521.32    | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Oji Holdings Corp.                                        | Oji Holdings Corp.                                                     | CUSIP: N/A<br>LEI: 529900LVC9GIIYUGE243       | Long             | EC               | CORP              | JP        |      1600 | NS      | $8054.69      | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Ltd.                                        | Origin Energy Ltd.                                                     | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Short            | EC               | CORP              | AU        |     -4685 | NS      | $-33300.67    | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7929.78     | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                              | Evolution AB                                                           | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |      1494 | NS      | $118658.11    | 1.17%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $54.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK, Inc.                                              | AMETEK, Inc.                                                           | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        15 | NS      | $2714.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | 3 Month SONIA                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         8 | NC      | $1480.17      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                       | EssilorLuxottica SA                                                    | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Short            | EC               | CORP              | FR        |      -632 | NS      | $-173542.50   | -1.72%            |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                                | Chubb Ltd.                                                             | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       247 | NS      | $71560.84     | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Tourmaline Oil Corp.                                      | Tourmaline Oil Corp.                                                   | CUSIP: 89156V106<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |       886 | NS      | $42746.61     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp.                                  | Wintrust Financial Corp.                                               | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Short            | EC               | CORP              | US        |      -319 | NS      | $-39549.62    | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1400000 | PA      | $-2210.11     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Registered) | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |        30 | NS      | $19480.03     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                             | Volkswagen AG (Preference)                                             | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Short            | EP               | CORP              | DE        |      -224 | NS      | $-23679.81    | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    800000 | PA      | $880.70       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                    | Verisk Analytics, Inc., Class A                                        | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Short            | EC               | CORP              | US        |       -79 | NS      | $-24608.50    | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-20.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Repligen Corp.                                            | Repligen Corp.                                                         | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Short            | EC               | CORP              | US        |      -334 | NS      | $-41542.92    | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Polaris, Inc.                                             | Polaris, Inc.                                                          | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |       345 | NS      | $14024.25     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.                               | Huntington Bancshares, Inc.                                            | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       676 | NS      | $11329.76     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Healthineers AG                                   | Siemens Healthineers AG                                                | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               | CORP              | DE        |        89 | NS      | $4940.78      | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CoStar Group, Inc.                                        | CoStar Group, Inc.                                                     | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |       180 | NS      | $14472.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital, Inc.                                         | Gen Digital, Inc.                                                      | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Short            | EC               | CORP              | US        |     -2861 | NS      | $-84113.40    | -0.83%            |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets, Inc.                                 | Cboe Global Markets, Inc.                                              | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Short            | EC               | CORP              | US        |       -76 | NS      | $-17723.96    | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                              | NVIDIA Corp.                                                           | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |        60 | NS      | $9479.40      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyence Corp.                                             | Keyence Corp.                                                          | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Short            | EC               | CORP              | JP        |      -100 | NS      | $-39982.83    | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Kyoto Financial Group, Inc.                               | Kyoto Financial Group, Inc.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2000 | NS      | $35757.97     | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                               | Telenor ASA                                                            | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |      2878 | NS      | $44816.78     | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                           | Starbucks Corp.                                                        | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Short            | EC               | CORP              | US        |     -1409 | NS      | $-129106.67   | -1.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Aviva plc                                                 | Aviva plc                                                              | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Short            | EC               | CORP              | GB        |     -2829 | NS      | $-24051.39    | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                                | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Short            | EC               | CORP              | US        |      -729 | NS      | $-12699.18    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Informa plc                                               | Informa plc                                                            | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Short            | EC               | CORP              | GB        |      -720 | NS      | $-7971.27     | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                | PG&E Corp.                                                             | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      8193 | NS      | $114210.42    | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MEG Energy Corp.                                          | MEG Energy Corp.                                                       | CUSIP: 552704108<br>LEI: 5493002WXPTG5ZC1T326 | Short            | EC               | CORP              | CA        |      -756 | NS      | $-14284.47    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Keisei Electric Railway Co. Ltd.                          | Keisei Electric Railway Co. Ltd.                                       | CUSIP: N/A<br>LEI: 529900VNP95IIHXPCY17       | Long             | EC               | CORP              | JP        |      3900 | NS      | $36464.72     | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Enterprises Ltd.                           | Domino's Pizza Enterprises Ltd.                                        | CUSIP: N/A<br>LEI: 54930034RFI409JZ3179       | Short            | EC               | CORP              | AU        |     -1442 | NS      | $-18298.00    | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Umicore SA                                                | Umicore SA                                                             | CUSIP: N/A<br>LEI: 529900F3AIQECS8ZSV61       | Long             | EC               | CORP              | BE        |      1266 | NS      | $18683.28     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Middleby Corp. (The)                                      | Middleby Corp. (The)                                                   | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Short            | EC               | CORP              | US        |      -141 | NS      | $-20304.00    | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                                     | Las Vegas Sands Corp.                                                  | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Short            | EC               | CORP              | US        |      -550 | NS      | $-23930.50    | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Revvity, Inc.                                             | Revvity, Inc.                                                          | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Short            | EC               | CORP              | US        |      -872 | NS      | $-84339.84    | -0.83%            |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                             | BioMarin Pharmaceutical, Inc.                                          | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      1360 | NS      | $74759.20     | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                              | Fiserv, Inc.                                                           | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Short            | EC               | CORP              | US        |       -63 | NS      | $-10861.83    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Viking Therapeutics, Inc.                                 | Viking Therapeutics, Inc.                                              | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Short            | EC               | CORP              | US        |     -1615 | NS      | $-42797.50    | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7.72         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                             | Ovintiv, Inc.                                                          | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |       471 | NS      | $17921.55     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                                 | NVR, Inc.                                                              | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Short            | EC               | CORP              | US        |        -3 | NS      | $-22156.98    | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties, Inc.                         | Equity LifeStyle Properties, Inc.                                      | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |        42 | NS      | $2590.14      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd.                                                  | Sea Ltd.                                                               | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |        56 | NS      | $8956.64      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Makita Corp.                                              | Makita Corp.                                                           | CUSIP: N/A<br>LEI: 529900CDR9E94BCM6294       | Short            | EC               | CORP              | JP        |      -200 | NS      | $-6159.59     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-30.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Total Return Swap                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |   -119010 | PA      | $183.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haemonetics Corp.                                         | Haemonetics Corp.                                                      | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |       261 | NS      | $19473.21     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ALS Ltd.                                                  | ALS Ltd.                                                               | CUSIP: N/A<br>LEI: 549300RYCQ8DMIO2J661       | Short            | EC               | CORP              | AU        |     -1107 | NS      | $-12469.80    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Air Products and Chemicals, Inc.                          | Air Products and Chemicals, Inc.                                       | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Short            | EC               | CORP              | US        |      -419 | NS      | $-118183.14   | -1.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Group, Inc.                                       | Rakuten Group, Inc.                                                    | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Short            | EC               | CORP              | JP        |     -2300 | NS      | $-12673.42    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                            | NiSource, Inc.                                                         | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Short            | EC               | CORP              | US        |     -1754 | NS      | $-70756.36    | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                      | American Tower Corp.                                                   | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Short            | EC               | CORP              | US        |       -19 | NS      | $-4199.38     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Skylark Holdings Co. Ltd.                                 | Skylark Holdings Co. Ltd.                                              | CUSIP: N/A<br>LEI: 353800P64XSC0Q9CEB70       | Short            | EC               | CORP              | JP        |     -1200 | NS      | $-25123.86    | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | 3 Month CORRA                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         1 | NC      | $94.61        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem, Inc.                                               | Xylem, Inc.                                                            | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       196 | NS      | $25354.56     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajinomoto Co., Inc.                                       | Ajinomoto Co., Inc.                                                    | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |       800 | NS      | $21698.54     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Burlington Stores, Inc.                                   | Burlington Stores, Inc.                                                | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Short            | EC               | CORP              | US        |       -35 | NS      | $-8142.40     | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                           | Fairfax Financial Holdings Ltd.                                        | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |        14 | NS      | $25270.42     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX Group Ltd.                                            | TMX Group Ltd.                                                         | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Short            | EC               | CORP              | CA        |       -92 | NS      | $-3899.57     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Rexel SA                                                  | Rexel SA                                                               | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Short            | EC               | CORP              | FR        |     -1078 | NS      | $-33248.42    | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Indutrade AB                                              | Indutrade AB                                                           | CUSIP: N/A<br>LEI: 549300FISLQ6CEFP1867       | Long             | EC               | CORP              | SE        |       104 | NS      | $2839.73      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                       | Newell Brands, Inc.                                                    | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Short            | EC               | CORP              | US        |      -978 | NS      | $-5281.20     | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $7.82         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magna International, Inc.                                 | Magna International, Inc.                                              | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |       124 | NS      | $4793.36      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                                 | Consolidated Edison, Inc.                                              | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Short            | EC               | CORP              | US        |      -529 | NS      | $-53085.15    | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                                             | IDACORP, Inc.                                                          | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Short            | EC               | CORP              | US        |      -758 | NS      | $-87511.10    | -0.87%            |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                           | Hilton Worldwide Holdings, Inc.                                        | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       231 | NS      | $61524.54     | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp.                               | Lattice Semiconductor Corp.                                            | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Short            | EC               | CORP              | US        |     -1105 | NS      | $-54133.95    | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | 3 Month SONIA                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        12 | NC      | $1559.58      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                                        | Henry Schein, Inc.                                                     | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Short            | EC               | CORP              | US        |      -723 | NS      | $-52815.15    | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co. Ltd.                                        | Osaka Gas Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Short            | EC               | CORP              | JP        |     -1700 | NS      | $-43604.87    | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                    | Northrop Grumman Corp.                                                 | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        55 | NS      | $27498.90     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                               | NN Group NV                                                            | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |       449 | NS      | $29876.05     | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                 | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |      1555 | NS      | $64980.65     | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $407.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                                                | Zalando SE                                                             | CUSIP: N/A<br>LEI: 529900YRFFGH5AXU4S86       | Long             | EC               | CORP              | DE        |       843 | NS      | $27816.76     | 0.28%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Curtiss-Wright Corp.                                      | Curtiss-Wright Corp.                                                   | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |        69 | NS      | $33709.95     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncorp Group Ltd.                                        | Suncorp Group Ltd.                                                     | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | EC               | CORP              | AU        |      2020 | NS      | $28788.32     | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                      | ENEOS Holdings, Inc.                                                   | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |      2500 | NS      | $12392.08     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Jazz Pharmaceuticals plc                                  | Jazz Pharmaceuticals plc                                               | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |       206 | NS      | $21860.72     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma, Inc.                                     | Williams-Sonoma, Inc.                                                  | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Short            | EC               | CORP              | US        |      -250 | NS      | $-40842.50    | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp.                                              | Subaru Corp.                                                           | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |       300 | NS      | $5200.92      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.                        | BJ's Wholesale Club Holdings, Inc.                                     | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |       284 | NS      | $30623.72     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-109.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ormat Technologies, Inc.                                  | Ormat Technologies, Inc.                                               | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Short            | EC               | CORP              | US        |      -606 | NS      | $-50758.56    | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank (The)                               | Toronto-Dominion Bank (The)                                            | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |       183 | NS      | $13460.09     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity plc                                       | TE Connectivity plc                                                    | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Short            | EC               | CORP              | IE        |       -53 | NS      | $-8939.51     | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5944.30     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                   | Vestas Wind Systems A/S                                                | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |      2551 | NS      | $38318.48     | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | 3 Month SOFR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         8 | NC      | $1631.18      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 735000000 | PA      | $-2585.21     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Freenet AG                                                | Freenet AG                                                             | CUSIP: N/A<br>LEI: 5299003GLDODCVP8DO20       | Long             | EC               | CORP              | DE        |        83 | NS      | $2705.75      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                  | Bristol-Myers Squibb Co.                                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      1478 | NS      | $68416.62     | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo OYJ                                                 | Sampo OYJ, Class A                                                     | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |      2581 | NS      | $27778.03     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| TechnipFMC plc                                            | TechnipFMC plc                                                         | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |      2152 | NS      | $74114.88     | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Shiseido Co. Ltd.                                         | Shiseido Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 5299008QCD0YDT5OF506       | Short            | EC               | CORP              | JP        |     -2900 | NS      | $-51795.90    | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | 3 Month Euro Euribor                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         1 | NC      | $-59.49       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp.                                              | Waters Corp.                                                           | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       116 | NS      | $40488.64     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp.                                              | Masimo Corp.                                                           | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Short            | EC               | CORP              | US        |      -294 | NS      | $-49456.68    | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Halma plc                                                 | Halma plc                                                              | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Short            | EC               | CORP              | GB        |     -1146 | NS      | $-50371.42    | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| TOMRA Systems ASA                                         | TOMRA Systems ASA                                                      | CUSIP: N/A<br>LEI: 549300J726JCFJU3VT89       | Long             | EC               | CORP              | NO        |       385 | NS      | $6009.29      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                    | Standard Chartered plc                                                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Short            | EC               | CORP              | GB        |     -2982 | NS      | $-49347.77    | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp.                                             | Danaher Corp.                                                          | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        94 | NS      | $18568.76     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Toray Industries, Inc.                                    | Toray Industries, Inc.                                                 | CUSIP: N/A<br>LEI: 35380099TCYR5FHT0A11       | Long             | EC               | CORP              | JP        |      4300 | NS      | $29434.58     | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Elastic NV                                                | Elastic NV                                                             | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | NL        |       262 | NS      | $22094.46     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Iida Group Holdings Co. Ltd.                              | Iida Group Holdings Co. Ltd.                                           | CUSIP: N/A<br>LEI: 35380051BV8PV1I4S949       | Long             | EC               | CORP              | JP        |       900 | NS      | $12677.62     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp.                                     | Deckers Outdoor Corp.                                                  | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       229 | NS      | $23603.03     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Euro-Buxl                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         1 | NC      | $-1237.34     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3462.41      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  12500000 | PA      | $2298.46      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1647.73      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $108.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                     | J M Smucker Co. (The)                                                  | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       166 | NS      | $16301.20     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                    | Cleveland-Cliffs, Inc.                                                 | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Short            | EC               | CORP              | US        |     -1301 | NS      | $-9887.60     | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  80000000 | PA      | $-4310.83     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| D'ieteren Group                                           | D'ieteren Group                                                        | CUSIP: N/A<br>LEI: 549300DV5KJ23OKVTW34       | Short            | EC               | CORP              | BE        |       -67 | NS      | $-14428.40    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | U.S. Treasury 2 Year Note                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        11 | NC      | $532.52       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ypsomed Holding AG                                        | Ypsomed Holding AG (Registered)                                        | CUSIP: N/A<br>LEI: 391200QLIOTTBNPNSI14       | Short            | EC               | CORP              | CH        |       -34 | NS      | $-18151.10    | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $226.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                           | Eaton Corp. plc                                                        | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Short            | EC               | CORP              | IE        |       -18 | NS      | $-6425.82     | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings, Inc.                              | Floor & Decor Holdings, Inc., Class A                                  | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |       141 | NS      | $10710.36     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings, Inc.                                    | Celsius Holdings, Inc.                                                 | CUSIP: 15118V207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -524 | NS      | $-24308.36    | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2700000 | PA      | $17319.95     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                            | Commonwealth Bank of Australia                                         | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |        88 | NS      | $10710.33     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Medpace Holdings, Inc.                                    | Medpace Holdings, Inc.                                                 | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |        94 | NS      | $29502.84     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Rohm Co. Ltd.                                             | Rohm Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 5493009V2FGDEP7JFE59       | Short            | EC               | CORP              | JP        |     -3700 | NS      | $-47103.48    | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                          | Weyerhaeuser Co.                                                       | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Short            | EC               | CORP              | US        |      -635 | NS      | $-16313.15    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                       | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Short            | EC               | CORP              | CA        |      -167 | NS      | $-18507.05    | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                                         | Xcel Energy, Inc.                                                      | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Short            | EC               | CORP              | US        |      -517 | NS      | $-35207.70    | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.                              | Neurocrine Biosciences, Inc.                                           | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       364 | NS      | $45751.16     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                                             | Cummins, Inc.                                                          | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        97 | NS      | $31767.50     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | 3 Month Euro Euribor                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         4 | NC      | $32.98        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                | Bio-Rad Laboratories, Inc., Class A                                    | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Short            | EC               | CORP              | US        |       -54 | NS      | $-13031.28    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                               | Intel Corp.                                                            | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      2503 | NS      | $56067.20     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp.                                   | Boston Scientific Corp.                                                | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       496 | NS      | $53275.36     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                         | Eversource Energy                                                      | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Short            | EC               | CORP              | US        |      -853 | NS      | $-54267.86    | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                              | Intuit, Inc.                                                           | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        31 | NS      | $24416.53     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                             | Owens Corning                                                          | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       287 | NS      | $39468.24     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.                     | International Business Machines Corp.                                  | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |        27 | NS      | $7959.06      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems, Inc.                                | Allegro MicroSystems, Inc.                                             | CUSIP: 01749D105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -113 | NS      | $-3863.47     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                                     | Regency Centers Corp.                                                  | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Short            | EC               | CORP              | US        |      -935 | NS      | $-66600.05    | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-115.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | FTSE/MIB Index                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |         1 | NC      | $1983.74      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1634.53     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLETE, Inc.                                              | ALLETE, Inc.                                                           | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Short            | EC               | CORP              | US        |      -437 | NS      | $-27998.59    | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co. Ltd.                                         | Mitsui & Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Short            | EC               | CORP              | JP        |     -2600 | NS      | $-52987.94    | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | CDI                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     50000 | PA      | $-78.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Madison Square Garden Sports Corp.                        | Madison Square Garden Sports Corp., Class A                            | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        38 | NS      | $7940.10      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                 | Airbus SE                                                              | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Short            | EC               | CORP              | NL        |       -72 | NS      | $-15062.46    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                       | Brown & Brown, Inc.                                                    | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Short            | EC               | CORP              | US        |      -234 | NS      | $-25943.58    | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Telegraph & Telephone Corp.                        | Nippon Telegraph & Telephone Corp.                                     | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Short            | EC               | CORP              | JP        |    -21600 | NS      | $-23092.79    | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Old National Bancorp                                      | Old National Bancorp                                                   | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |       124 | NS      | $2646.16      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen, Inc.                                              | Biogen, Inc.                                                           | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       268 | NS      | $33658.12     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                                     | Quanta Services, Inc.                                                  | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Short            | EC               | CORP              | US        |      -102 | NS      | $-38564.16    | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                                    | Howmet Aerospace, Inc.                                                 | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Short            | EC               | CORP              | US        |       -57 | NS      | $-10609.41    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                               | Phillips 66                                                            | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        22 | NS      | $2624.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co.                                   | Abercrombie & Fitch Co., Class A                                       | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       588 | NS      | $48715.80     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd.                                       | Teck Resources Ltd., Class B                                           | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Short            | EC               | CORP              | CA        |      -578 | NS      | $-23374.67    | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| CyberAgent, Inc.                                          | CyberAgent, Inc.                                                       | CUSIP: N/A<br>LEI: 3538006T5KZABPGS8Q08       | Short            | EC               | CORP              | JP        |      -900 | NS      | $-10282.96    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                         | Fidelity National Financial, Inc.                                      | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      1373 | NS      | $76970.38     | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake, Inc.                                           | Snowflake, Inc., Class A                                               | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       444 | NS      | $99353.88     | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp.                                         | Asahi Kasei Corp.                                                      | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |      8600 | NS      | $61221.39     | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                | Legrand SA                                                             | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Short            | EC               | CORP              | FR        |      -369 | NS      | $-49456.53    | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Corp.                                              | Vistra Corp.                                                           | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Short            | EC               | CORP              | US        |      -192 | NS      | $-37211.52    | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Ebara Corp.                                               | Ebara Corp.                                                            | CUSIP: N/A<br>LEI: 353800UV8U3SOMCDTI49       | Short            | EC               | CORP              | JP        |     -3100 | NS      | $-59450.80    | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-109.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                 | Sanofi SA                                                              | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       638 | NS      | $61767.15     | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-86.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GE Vernova, Inc.                                          | GE Vernova, Inc.                                                       | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        52 | NS      | $27515.80     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG (Registered)                                              | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Short            | EC               | CORP              | CH        |      -251 | NS      | $-8521.90     | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                | Microchip Technology, Inc.                                             | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Short            | EC               | CORP              | US        |      -307 | NS      | $-21603.59    | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Next plc                                                  | Next plc                                                               | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |       148 | NS      | $25277.51     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co. Ltd.                                  | Japan Post Bank Co. Ltd.                                               | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |      2300 | NS      | $24795.22     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-115.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Securitas AB                                              | Securitas AB, Class B                                                  | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Short            | EC               | CORP              | SE        |      -578 | NS      | $-8654.01     | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp.                                                 | RTX Corp.                                                              | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Short            | EC               | CORP              | US        |      -304 | NS      | $-44390.08    | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd.                                            | Fortescue Ltd.                                                         | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |      2119 | NS      | $21300.68     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                 | Repsol SA                                                              | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Short            | EC               | CORP              | ES        |     -1534 | NS      | $-22436.90    | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                                   | GSK plc                                                                | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |      2714 | NS      | $51746.39     | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                   | Republic Services, Inc., Class A                                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       120 | NS      | $29593.20     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd.                                        | Everest Group Ltd.                                                     | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |       317 | NS      | $107732.45    | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                              | Allegion plc                                                           | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Short            | EC               | CORP              | IE        |       -45 | NS      | $-6485.40     | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Intermediate Capital Group plc                            | Intermediate Capital Group plc                                         | CUSIP: N/A<br>LEI: 549300OGASR5WRKJ8R68       | Long             | EC               | CORP              | GB        |       493 | NS      | $13077.26     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp.                                            | Sumitomo Corp.                                                         | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |      1600 | NS      | $41290.75     | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airlines Co. Ltd.                                   | Japan Airlines Co. Ltd.                                                | CUSIP: N/A<br>LEI: 3538002MH5L1QZZ93477       | Long             | EC               | CORP              | JP        |      1200 | NS      | $24475.09     | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Elekta AB                                                 | Elekta AB, Class B                                                     | CUSIP: N/A<br>LEI: 54930044O54BK617EP80       | Long             | EC               | CORP              | SE        |      1070 | NS      | $5519.80      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $54.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenaris SA                                                | Tenaris SA                                                             | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Short            | EC               | CORP              | LU        |      -487 | NS      | $-9128.66     | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Intecc Co. Ltd.                                     | Asahi Intecc Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 353800J3AV2SCNIO8L39       | Short            | EC               | CORP              | JP        |      -400 | NS      | $-6328.00     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                 | Logitech International SA (Registered)                                 | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |       206 | NS      | $18681.00     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Freshpet, Inc.                                            | Freshpet, Inc.                                                         | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |       245 | NS      | $16650.20     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest, Inc.                                           | Pinterest, Inc., Class A                                               | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       291 | NS      | $10435.26     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Jyske Bank A/S                                            | Jyske Bank A/S (Registered)                                            | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | EC               | CORP              | DK        |       205 | NS      | $20744.19     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Canada 10 Year Bond                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        -1 | NC      | $-438.48      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd.                           | Isetan Mitsukoshi Holdings Ltd.                                        | CUSIP: N/A<br>LEI: 529900SY5RZO92EFG035       | Long             | EC               | CORP              | JP        |      5800 | NS      | $88313.08     | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Temenos AG                                                | Temenos AG (Registered)                                                | CUSIP: N/A<br>LEI: 5067007NW6550481FH64       | Short            | EC               | CORP              | CH        |       -57 | NS      | $-4094.60     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| FTI Consulting, Inc.                                      | FTI Consulting, Inc.                                                   | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Short            | EC               | CORP              | US        |      -229 | NS      | $-36983.50    | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | 3 Month SOFR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         4 | NC      | $1113.21      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                               | Swedbank AB, Class A                                                   | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |      1292 | NS      | $34220.34     | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                            | DoorDash, Inc., Class A                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       289 | NS      | $71241.39     | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck KGaA                                                | Merck KGaA                                                             | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Short            | EC               | CORP              | DE        |      -339 | NS      | $-43954.18    | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                          | GE HealthCare Technologies, Inc.                                       | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |        62 | NS      | $4592.34      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                                        | Devon Energy Corp.                                                     | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      1190 | NS      | $37853.90     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                                      | NextEra Energy, Inc.                                                   | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |        62 | NS      | $4304.04      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    500000 | PA      | $-7.63        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Silgan Holdings, Inc.                                     | Silgan Holdings, Inc.                                                  | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Short            | EC               | CORP              | US        |      -310 | NS      | $-16795.80    | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co. Ltd.                                 | Recruit Holdings Co. Ltd.                                              | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |      1000 | NS      | $58806.64     | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                              | Komatsu Ltd.                                                           | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |      2100 | NS      | $69286.43     | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Shift4 Payments, Inc.                                     | Shift4 Payments, Inc., Class A                                         | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1159 | NS      | $-114868.49   | -1.14%            |  |  |  | No            |                  1 | On Loan: No      |
| adidas AG                                                 | adidas AG                                                              | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |        12 | NS      | $2801.15      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain plc                                                | Entain plc                                                             | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | IM        |      1729 | NS      | $21414.75     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| VAT Group AG                                              | VAT Group AG                                                           | CUSIP: N/A<br>LEI: 529900MVFK7NVALR7Y83       | Short            | EC               | CORP              | CH        |      -136 | NS      | $-57627.58    | -0.57%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Technology One Ltd.                                       | Technology One Ltd.                                                    | CUSIP: N/A<br>LEI: 875500YEWBJIM91P9N12       | Long             | EC               | CORP              | AU        |      1679 | NS      | $45258.55     | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| NewMarket Corp.                                           | NewMarket Corp.                                                        | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Short            | EC               | CORP              | US        |       -35 | NS      | $-24180.10    | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius AG                                              | Sartorius AG (Preference)                                              | CUSIP: N/A<br>LEI: 529900EQV2DY4FOAMU38       | Long             | EP               | CORP              | DE        |        30 | NS      | $7640.94      | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust, Inc.                             | Healthcare Realty Trust, Inc.                                          | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Short            | EC               | CORP              | US        |      -236 | NS      | $-3742.96     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                                       | Toll Brothers, Inc.                                                    | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       451 | NS      | $51472.63     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                              | Dai-ichi Life Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |      7000 | NS      | $53218.25     | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Hi-Fi Ltd.                                             | JB Hi-Fi Ltd.                                                          | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |       465 | NS      | $33789.84     | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| FDJ UNITED                                                | FDJ UNITED                                                             | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |        70 | NS      | $2746.83      | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                       | 3 Month SONIA                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -6 | NC      | $-1039.37     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Healthcare Ltd.                                     | Sonic Healthcare Ltd.                                                  | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |       894 | NS      | $15780.17     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamilton Lane, Inc.                                       | Hamilton Lane, Inc., Class A                                           | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Short            | EC               | CORP              | US        |      -442 | NS      | $-62817.04    | -0.62%            |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                                    | Stifel Financial Corp.                                                 | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |        58 | NS      | $6019.24      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                         | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Short            | EC               | CORP              | US        |      -690 | NS      | $-97193.40    | -0.96%            |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group plc                                         | Compass Group plc                                                      | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |      2869 | NS      | $97178.79     | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1416.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FMC Corp.                                                 | FMC Corp.                                                              | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Short            | EC               | CORP              | US        |      -205 | NS      | $-8558.75     | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare, Inc.                                          | Cloudflare, Inc., Class A                                              | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |       -85 | NS      | $-16645.55    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3685.36      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                                | Digital Realty Trust, Inc.                                             | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Short            | EC               | CORP              | US        |      -198 | NS      | $-34517.34    | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software, Inc.                                      | Unity Software, Inc.                                                   | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |     -1873 | NS      | $-45326.60    | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group plc                                        | Vodafone Group plc                                                     | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |     72789 | NS      | $77917.12     | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Match Group, Inc.                                         | Match Group, Inc.                                                      | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Short            | EC               | CORP              | US        |      -410 | NS      | $-12664.90    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp.                                          | Sony Group Corp.                                                       | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Short            | EC               | CORP              | JP        |     -1100 | NS      | $-28600.36    | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                          | Fair Isaac Corp.                                                       | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |         7 | NS      | $12795.72     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                                 | Orkla ASA                                                              | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Short            | EC               | CORP              | NO        |     -2463 | NS      | $-26825.75    | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                             | Gartner, Inc.                                                          | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       316 | NS      | $127733.52    | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Tosoh Corp.                                               | Tosoh Corp.                                                            | CUSIP: N/A<br>LEI: 529900YSLFVJF2MDBX02       | Long             | EC               | CORP              | JP        |       200 | NS      | $2926.74      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                            | Chugai Pharmaceutical Co. Ltd.                                         | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Short            | EC               | CORP              | JP        |     -2700 | NS      | $-140988.13   | -1.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                              | Marriott International, Inc., Class A                                  | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Short            | EC               | CORP              | US        |      -170 | NS      | $-46445.70    | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | Skandinaviska Enskilda Banken AB, Class A                              | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Short            | EC               | CORP              | SE        |     -2097 | NS      | $-36551.83    | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Clariant AG                                               | Clariant AG (Registered)                                               | CUSIP: N/A<br>LEI: 529900VSEKBY7TMPP349       | Long             | EC               | CORP              | CH        |       618 | NS      | $6583.07      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | 3 Month Euro Euribor                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         3 | NC      | $-296.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  80000000 | PA      | $-820.64      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Saputo, Inc.                                              | Saputo, Inc.                                                           | CUSIP: 802912105<br>LEI: 549300HH4U1DPY0TBT90 | Long             | EC               | CORP              | CA        |       134 | NS      | $2742.49      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy, Inc.                                     | Cheniere Energy, Inc.                                                  | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        11 | NS      | $2678.72      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                    | AP Moller - Maersk A/S, Class B                                        | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |        19 | NS      | $35334.27     | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                    | Mercedes-Benz Group AG                                                 | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |       997 | NS      | $58085.37     | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTDC Ltd.                                               | NEXTDC Ltd.                                                            | CUSIP: N/A<br>LEI: 529900RTERU3X7G3D672       | Short            | EC               | CORP              | AU        |     -3649 | NS      | $-34831.04    | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $-22.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AAON, Inc.                                                | AAON, Inc.                                                             | CUSIP: 000360206<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -685 | NS      | $-50518.75    | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                                         | Ross Stores, Inc.                                                      | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        72 | NS      | $9185.76      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Elisa OYJ                                                 | Elisa OYJ                                                              | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |       588 | NS      | $32681.90     | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Veralto Corp.                                             | Veralto Corp.                                                          | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       381 | NS      | $38461.95     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell, Inc.                                             | Hubbell, Inc., Class B                                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Short            | EC               | CORP              | US        |      -155 | NS      | $-63303.55    | -0.63%            |  |  |  | No            |                  1 | On Loan: No      |
| Adecco Group AG                                           | Adecco Group AG (Registered)                                           | CUSIP: N/A<br>LEI: NI14Y5UMU60O7JE9P611       | Long             | EC               | CORP              | CH        |      1280 | NS      | $38141.38     | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Unibrew A/S                                         | Royal Unibrew A/S                                                      | CUSIP: N/A<br>LEI: 529900D69KFL8IAP8Q63       | Long             | EC               | CORP              | DK        |       155 | NS      | $12664.30     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                            | M&T Bank Corp.                                                         | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Short            | EC               | CORP              | US        |      -334 | NS      | $-64792.66    | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | U.S. Treasury 5 Year Note                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        10 | NC      | $1198.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TBS Holdings, Inc.                                        | TBS Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       400 | NS      | $14024.26     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Valeo SE                                                  | Valeo SE                                                               | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | EC               | CORP              | FR        |      2320 | NS      | $25466.17     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co. Ltd.                                     | Yamaha Motor Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Short            | EC               | CORP              | JP        |    -10800 | NS      | $-80817.21    | -0.80%            |  |  |  | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                          | Kroger Co. (The)                                                       | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       158 | NS      | $11333.34     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                  | Svenska Handelsbanken AB, Class A                                      | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |      5093 | NS      | $68181.45     | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Franco-Nevada Corp.                                       | Franco-Nevada Corp.                                                    | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |        20 | NS      | $3283.57      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                 | Argenx SE                                                              | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |        29 | NS      | $16053.90     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Capstone Copper Corp.                                     | Capstone Copper Corp.                                                  | CUSIP: 14071L108<br>LEI: 549300III6KGKKC42W63 | Long             | EC               | CORP              | CA        |       507 | NS      | $3112.55      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp.                                              | Cameco Corp.                                                           | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Short            | EC               | CORP              | CA        |      -431 | NS      | $-32008.10    | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National, Inc.                                  | Schneider National, Inc., Class B                                      | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Short            | EC               | CORP              | US        |      -215 | NS      | $-5192.25     | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                                     | Camden Property Trust                                                  | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       200 | NS      | $22538.00     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                      | Edison International                                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      1320 | NS      | $68112.00     | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                                     | MGIC Investment Corp.                                                  | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |       655 | NS      | $18235.20     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       614 | NS      | $93788.50     | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | S&P 500 Micro E-Mini Index                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       329 | NC      | $180319.27    | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co. Ltd.                                        | Tokyo Gas Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |      1000 | NS      | $33262.10     | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                         | Merck & Co., Inc.                                                      | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1264 | NS      | $100058.24    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Disco Corp.                                               | Disco Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -200 | NS      | $-59248.69    | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd.                         | Singapore Telecommunications Ltd.                                      | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Short            | EC               | CORP              | SG        |      -900 | NS      | $-2713.31     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Tyler Technologies, Inc.                                  | Tyler Technologies, Inc.                                               | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Short            | EC               | CORP              | US        |       -96 | NS      | $-56912.64    | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment plc                                 | Flutter Entertainment plc                                              | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |       136 | NS      | $38863.36     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                              | Barclays plc                                                           | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |      7070 | NS      | $32668.85     | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                  | Lloyds Banking Group plc                                               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |     39323 | NS      | $41348.84     | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                            | DTE Energy Co.                                                         | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        98 | NS      | $12981.08     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                          | Mitsubishi Heavy Industries Ltd.                                       | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Short            | EC               | CORP              | JP        |     -4000 | NS      | $-100097.55   | -0.99%            |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                          | Novo Nordisk A/S, Class B                                              | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Short            | EC               | CORP              | DK        |     -1439 | NS      | $-99714.14    | -0.99%            |  |  |  | No            |                  2 | On Loan: No      |
| Graco, Inc.                                               | Graco, Inc.                                                            | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Short            | EC               | CORP              | US        |      -126 | NS      | $-10832.22    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Forestry Co. Ltd.                                | Sumitomo Forestry Co. Ltd.                                             | CUSIP: N/A<br>LEI: 549300FIIRGO6D5FWR19       | Short            | EC               | CORP              | JP        |     -6000 | NS      | $-60589.99    | -0.60%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Group, Inc.                                     | TransDigm Group, Inc.                                                  | CUSIP: 893641100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -45 | NS      | $-68428.80    | -0.68%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    500000 | PA      | $-17.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                          | Delivery Hero SE                                                       | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Long             | EC               | CORP              | DE        |       837 | NS      | $22718.04     | 0.22%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Cochlear Ltd.                                             | Cochlear Ltd.                                                          | CUSIP: N/A<br>LEI: 5493001OLLWY8KV5UC08       | Short            | EC               | CORP              | AU        |      -359 | NS      | $-71001.59    | -0.70%            |  |  |  | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                  | Equitable Holdings, Inc.                                               | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |       170 | NS      | $9537.00      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Keppel Ltd.                                               | Keppel Ltd.                                                            | CUSIP: N/A<br>LEI: 254900SQ7IPDOY6IDW33       | Short            | EC               | CORP              | SG        |     -7600 | NS      | $-44380.77    | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                                   | Kite Realty Group Trust                                                | CUSIP: 49803T300<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -888 | NS      | $-20113.20    | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                              | Pfizer, Inc.                                                           | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       451 | NS      | $10932.24     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      1128 | NS      | $101183.53    | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $166.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zscaler, Inc.                                             | Zscaler, Inc.                                                          | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       145 | NS      | $45521.30     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanwa Holdings Corp.                                      | Sanwa Holdings Corp.                                                   | CUSIP: N/A<br>LEI: 5299003X6BCA4ROO5A70       | Long             | EC               | CORP              | JP        |      1200 | NS      | $39798.78     | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Paycom Software, Inc.                                     | Paycom Software, Inc.                                                  | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Short            | EC               | CORP              | US        |      -288 | NS      | $-66643.20    | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear, Inc.                                   | Gildan Activewear, Inc.                                                | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Short            | EC               | CORP              | CA        |      -656 | NS      | $-32324.29    | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.                              | Grand Canyon Education, Inc.                                           | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Short            | EC               | CORP              | US        |       -49 | NS      | $-9261.00     | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Air Canada                                                | Air Canada                                                             | CUSIP: 008911877<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Short            | EC               | CORP              | CA        |     -4677 | NS      | $-72365.99    | -0.72%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | ETRSI                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   1161470 | PA      | $-1479.14     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | U.S. Treasury Long Bond                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -1 | NC      | $-501.34      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                                 | O'Reilly Automotive, Inc.                                              | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Short            | EC               | CORP              | US        |     -1204 | NS      | $-108516.52   | -1.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                                  | Skyworks Solutions, Inc.                                               | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Short            | EC               | CORP              | US        |      -660 | NS      | $-49183.20    | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions, Inc.                    | Bright Horizons Family Solutions, Inc.                                 | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        89 | NS      | $10999.51     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair plc                                               | Pentair plc                                                            | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |       231 | NS      | $23714.46     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Sanso Holdings Corp.                               | Nippon Sanso Holdings Corp.                                            | CUSIP: N/A<br>LEI: 353800F1K6653B4VPY57       | Short            | EC               | CORP              | JP        |     -1200 | NS      | $-45409.81    | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| Insperity, Inc.                                           | Insperity, Inc.                                                        | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Short            | EC               | CORP              | US        |      -233 | NS      | $-14007.96    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Holdings Co. Japan Ltd.                        | McDonald's Holdings Co. Japan Ltd.                                     | CUSIP: N/A<br>LEI: 529900FY9FV0AYNRC729       | Short            | EC               | CORP              | JP        |      -200 | NS      | $-8272.41     | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    700000 | PA      | $-1443.35     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group, Inc.                              | Daiwa Securities Group, Inc.                                           | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Short            | EC               | CORP              | JP        |     -8100 | NS      | $-57526.43    | -0.57%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                            | Ford Motor Co.                                                         | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Short            | EC               | CORP              | US        |     -4862 | NS      | $-52752.70    | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                             | Netflix, Inc.                                                          | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Short            | EC               | CORP              | US        |       -52 | NS      | $-69634.76    | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management, Inc.                            | Apollo Global Management, Inc.                                         | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Short            | EC               | CORP              | US        |      -300 | NS      | $-42561.00    | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                                | TransUnion                                                             | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Short            | EC               | CORP              | US        |      -120 | NS      | $-10560.00    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                             | Industria de Diseno Textil SA                                          | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |       450 | NS      | $23475.04     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleflex, Inc.                                            | Teleflex, Inc.                                                         | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       161 | NS      | $19055.96     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JDE Peet's NV                                             | JDE Peet's NV                                                          | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Short            | EC               | CORP              | NL        |      -614 | NS      | $-17538.65    | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Bachem Holding AG                                         | Bachem Holding AG, Class B                                             | CUSIP: N/A<br>LEI: 506700S81111XI7TG884       | Short            | EC               | CORP              | CH        |      -333 | NS      | $-24425.82    | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd.                            | Nomura Research Institute Ltd.                                         | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Short            | EC               | CORP              | JP        |     -2600 | NS      | $-103993.28   | -1.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Morrison Home Corp.                                | Taylor Morrison Home Corp., Class A                                    | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       292 | NS      | $17934.64     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.                         | Sumitomo Mitsui Trust Group, Inc.                                      | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |      1000 | NS      | $26597.43     | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                      | Ingersoll Rand, Inc.                                                   | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Short            | EC               | CORP              | US        |      -779 | NS      | $-64797.22    | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp.                                     | Parker-Hannifin Corp.                                                  | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Short            | EC               | CORP              | US        |       -84 | NS      | $-58671.48    | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| Pandora A/S                                               | Pandora A/S                                                            | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |       328 | NS      | $57792.09     | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                         | Belimo Holding AG (Registered)                                         | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Short            | EC               | CORP              | CH        |       -13 | NS      | $-13250.93    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $-5.63        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ensign Group, Inc. (The)                                  | Ensign Group, Inc. (The)                                               | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Short            | EC               | CORP              | US        |      -231 | NS      | $-35634.06    | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                    | Chocoladefabriken Lindt & Spruengli AG                                 | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Short            | EC               | CORP              | CH        |        -3 | NS      | $-50560.80    | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| Mueller Industries, Inc.                                  | Mueller Industries, Inc.                                               | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |       418 | NS      | $33218.46     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                            | Autodesk, Inc.                                                         | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Short            | EC               | CORP              | US        |       -31 | NS      | $-9596.67     | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| TDK Corp.                                                 | TDK Corp.                                                              | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Short            | EC               | CORP              | JP        |     -1200 | NS      | $-14007.07    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                                  | Mowi ASA                                                               | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Short            | EC               | CORP              | NO        |     -1990 | NS      | $-38433.70    | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Lumentum Holdings, Inc.                                   | Lumentum Holdings, Inc.                                                | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |      -369 | NS      | $-35077.14    | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Holdings, Inc.                              | Howard Hughes Holdings, Inc.                                           | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Short            | EC               | CORP              | US        |      -154 | NS      | $-10395.00    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies, Inc.                            | Watts Water Technologies, Inc., Class A                                | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |        87 | NS      | $21392.43     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.                              | Casey's General Stores, Inc.                                           | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Short            | EC               | CORP              | US        |      -105 | NS      | $-53578.35    | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                   | KB Home                                                                | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |       714 | NS      | $37820.58     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties, Inc.                       | Gaming and Leisure Properties, Inc.                                    | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Short            | EC               | CORP              | US        |      -228 | NS      | $-10643.04    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                       | Banca Monte dei Paschi di Siena SpA                                    | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               | CORP              | IT        |      1176 | NS      | $9974.32      | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Lululemon Athletica, Inc.                                 | Lululemon Athletica, Inc.                                              | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |        85 | NS      | $20194.30     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimizu Corp.                                             | Shimizu Corp.                                                          | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |      3100 | NS      | $34626.27     | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Utilities Ltd.                                   | Canadian Utilities Ltd., Class A                                       | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Short            | EC               | CORP              | CA        |      -349 | NS      | $-9656.93     | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                                  | Ipsen SA                                                               | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |        97 | NS      | $11554.43     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | NDIRS                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  20000000 | PA      | $-152.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp.                                              | Otsuka Corp.                                                           | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Short            | EC               | CORP              | JP        |      -200 | NS      | $-4074.28     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                                | Ferrari NV                                                             | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Short            | EC               | CORP              | NL        |       -57 | NS      | $-27924.92    | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                    | Becton Dickinson & Co.                                                 | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |        89 | NS      | $15330.25     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety, Inc.                                          | MSA Safety, Inc.                                                       | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Short            | EC               | CORP              | US        |      -254 | NS      | $-42552.62    | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                            | Alimentation Couche-Tard, Inc.                                         | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |        59 | NS      | $2932.78      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                                               | Nucor Corp.                                                            | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        37 | NS      | $4792.98      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3700000 | PA      | $3290.62      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Arista Networks, Inc.                                     | Arista Networks, Inc.                                                  | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       881 | NS      | $90135.11     | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies, Inc.                                    | BWX Technologies, Inc.                                                 | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Short            | EC               | CORP              | US        |      -359 | NS      | $-51717.54    | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Honda Motor Co. Ltd.                                      | Honda Motor Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |      3900 | NS      | $37607.13     | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| CAR Group Ltd.                                            | CAR Group Ltd.                                                         | CUSIP: N/A<br>LEI: 5299009TFWZGH2AN7D11       | Long             | EC               | CORP              | AU        |       132 | NS      | $3250.80      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co. Ltd.                              | Dai Nippon Printing Co. Ltd.                                           | CUSIP: N/A<br>LEI: 529900S7NFNQ4FT6OP83       | Long             | EC               | CORP              | JP        |      2100 | NS      | $31877.66     | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                               | Ageas SA/NV                                                            | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |       387 | NS      | $26179.62     | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                              | Twilio, Inc., Class A                                                  | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Short            | EC               | CORP              | US        |      -397 | NS      | $-49370.92    | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                                | Prudential Financial, Inc.                                             | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       154 | NS      | $16545.76     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Life Holding AG                                     | Swiss Life Holding AG (Registered)                                     | CUSIP: N/A<br>LEI: 5493000KUC3Z24U77V93       | Short            | EC               | CORP              | CH        |       -36 | NS      | $-36445.12    | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $54.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortrea Holdings, Inc.                                    | Fortrea Holdings, Inc.                                                 | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               | CORP              | US        |      1405 | NS      | $6940.70      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp.                                                 | LKQ Corp.                                                              | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |       383 | NS      | $14174.83     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp.                                    | Playtika Holding Corp.                                                 | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |      3042 | NS      | $14388.66     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                               | United Parcel Service, Inc., Class B                                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       546 | NS      | $55113.24     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2100000 | PA      | $249.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                     | Colgate-Palmolive Co.                                                  | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Short            | EC               | CORP              | US        |      -716 | NS      | $-65084.40    | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                                                 | Thales SA                                                              | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |       174 | NS      | $51377.77     | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                                  | Tryg A/S                                                               | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Short            | EC               | CORP              | DK        |     -1260 | NS      | $-32572.52    | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Kirby Corp.                                               | Kirby Corp.                                                            | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |       158 | NS      | $17918.78     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group, Inc.                           | Jefferies Financial Group, Inc.                                        | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Short            | EC               | CORP              | US        |      -297 | NS      | $-16242.93    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                                     | Western Digital Corp.                                                  | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               | CORP              | US        |      -191 | NS      | $-12222.09    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                                       | EOG Resources, Inc.                                                    | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Short            | EC               | CORP              | US        |       -35 | NS      | $-4186.35     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Lasertec Corp.                                            | Lasertec Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -400 | NS      | $-53624.27    | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| Morningstar, Inc.                                         | Morningstar, Inc.                                                      | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       106 | NS      | $33276.58     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexagon AB                                                | Hexagon AB, Class B                                                    | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Short            | EC               | CORP              | SE        |     -9687 | NS      | $-97641.07    | -0.97%            |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co.                                      | American Express Co.                                                   | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Short            | EC               | CORP              | US        |        -9 | NS      | $-2870.82     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings, Inc.                | Knight-Swift Transportation Holdings, Inc., Class A                    | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       720 | NS      | $31845.60     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy, Inc.                                      | Coterra Energy, Inc.                                                   | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Short            | EC               | CORP              | US        |     -1316 | NS      | $-33400.08    | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                                      | Steel Dynamics, Inc.                                                   | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       272 | NS      | $34818.72     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.                          | Omega Healthcare Investors, Inc.                                       | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |       583 | NS      | $21366.95     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp.                            | First American Financial Corp.                                         | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Short            | EC               | CORP              | US        |       -48 | NS      | $-2946.72     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Ryohin Keikaku Co. Ltd.                                   | Ryohin Keikaku Co. Ltd.                                                | CUSIP: N/A<br>LEI: 549300PMNF56J66BY371       | Short            | EC               | CORP              | JP        |      -700 | NS      | $-33571.13    | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Banque Cantonale Vaudoise                                 | Banque Cantonale Vaudoise (Registered)                                 | CUSIP: N/A<br>LEI: K1MOBB3OPSBBQO554R76       | Short            | EC               | CORP              | CH        |       -52 | NS      | $-5997.30     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                        | Chord Energy Corp.                                                     | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |       133 | NS      | $12881.05     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3461.73      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    500000 | PA      | $-17.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                  | Vinci SA                                                               | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |       905 | NS      | $133460.70    | 1.32%             |  |  |  | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                    | WEC Energy Group, Inc.                                                 | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Short            | EC               | CORP              | US        |      -273 | NS      | $-28446.60    | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    500000 | PA      | $8431.82      | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| APA Group                                                 | APA Group                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | AU        |     -1454 | NS      | $-7817.82     | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Aramark                                                   | Aramark                                                                | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |       115 | NS      | $4815.05      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                        | Johnson Controls International plc                                     | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |       147 | NS      | $15526.14     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2500000 | PA      | $1054.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bruker Corp.                                              | Bruker Corp.                                                           | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |        66 | NS      | $2719.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                                   | Molina Healthcare, Inc.                                                | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       234 | NS      | $69708.60     | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikari Tsushin, Inc.                                      | Hikari Tsushin, Inc.                                                   | CUSIP: N/A<br>LEI: 3538001SOIIV8U3OXH94       | Short            | EC               | CORP              | JP        |      -100 | NS      | $-29526.64    | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| DraftKings, Inc.                                          | DraftKings, Inc., Class A                                              | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |       833 | NS      | $35727.37     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-155.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                         | Brink's Co. (The)                                                      | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |       295 | NS      | $26340.55     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3616.14     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                       | LVMH Moet Hennessy Louis Vuitton SE                                    | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |        98 | NS      | $51291.24     | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Pegasystems, Inc.                                         | Pegasystems, Inc.                                                      | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |       787 | NS      | $42600.31     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life, Inc.                                          | Globe Life, Inc.                                                       | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       359 | NS      | $44620.11     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                                            | Amphenol Corp., Class A                                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Short            | EC               | CORP              | US        |      -143 | NS      | $-14121.25    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp.                                  | Panasonic Holdings Corp.                                               | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |      7400 | NS      | $79174.99     | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp.                                                 | CDW Corp.                                                              | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Short            | EC               | CORP              | US        |       -40 | NS      | $-7143.60     | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co., Inc.                                           | KKR & Co., Inc.                                                        | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |       136 | NS      | $18092.08     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleperformance SE                                        | Teleperformance SE                                                     | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |       185 | NS      | $17968.56     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                   | Veolia Environnement SA                                                | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Short            | EC               | CORP              | FR        |      -170 | NS      | $-6069.32     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                      | Hartford Insurance Group, Inc. (The)                                   | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       286 | NS      | $36284.82     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd.                                              | Nutrien Ltd.                                                           | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Short            | EC               | CORP              | CA        |      -428 | NS      | $-24939.82    | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    200000 | PA      | $-1382.86     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                        | Markel Group, Inc.                                                     | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Short            | EC               | CORP              | US        |        -6 | NS      | $-11984.16    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                                   | Progressive Corp. (The)                                                | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       146 | NS      | $38961.56     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian plc                                              | Experian plc                                                           | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Short            | EC               | CORP              | JE        |      -316 | NS      | $-16294.93    | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Essex Property Trust, Inc.                                | Essex Property Trust, Inc.                                             | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Short            | EC               | CORP              | US        |      -110 | NS      | $-31174.00    | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Azbil Corp.                                               | Azbil Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -300 | NS      | $-2844.79     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd.                                          | Pro Medicus Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       374 | NS      | $69988.38     | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media Group, Inc.                                 | Nexstar Media Group, Inc., Class A                                     | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       169 | NS      | $29228.55     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp.                                         | QuidelOrtho Corp.                                                      | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |        92 | NS      | $2651.44      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva, Inc.                                             | Corteva, Inc.                                                          | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Short            | EC               | CORP              | US        |       -49 | NS      | $-3651.97     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp.                                   | Paylocity Holding Corp.                                                | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       195 | NS      | $35332.05     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International, Inc.                         | Choice Hotels International, Inc.                                      | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Short            | EC               | CORP              | US        |      -745 | NS      | $-94525.60    | -0.93%            |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk, Inc. (The)                                    | Trade Desk, Inc. (The), Class A                                        | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |       231 | NS      | $16629.69     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                               | Block, Inc., Class A                                                   | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Short            | EC               | CORP              | US        |      -666 | NS      | $-45241.38    | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                                  | Bayer AG (Registered)                                                  | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |       774 | NS      | $23318.52     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-29.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | NDIRS                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   5000000 | PA      | $-8.08        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-624.30      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp. Japan                                        | Oracle Corp. Japan                                                     | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |       100 | NS      | $11919.06     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                                  | QBE Insurance Group Ltd.                                               | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |      4336 | NS      | $66770.61     | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| iA Financial Corp., Inc.                                  | iA Financial Corp., Inc.                                               | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |       130 | NS      | $14252.03     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                                | AT&T, Inc.                                                             | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Short            | EC               | CORP              | US        |      -612 | NS      | $-17711.28    | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | NDIRS                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   9000000 | PA      | $-206.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Parsons Corp.                                             | Parsons Corp.                                                          | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Short            | EC               | CORP              | US        |      -367 | NS      | $-26339.59    | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                                   | Daiichi Sankyo Co. Ltd.                                                | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |      5400 | NS      | $125107.77    | 1.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                            | Illumina, Inc.                                                         | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       267 | NS      | $25474.47     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    500000 | PA      | $1.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                      | Eastman Chemical Co.                                                   | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Short            | EC               | CORP              | US        |      -601 | NS      | $-44870.66    | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                                        | Vail Resorts, Inc.                                                     | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Short            | EC               | CORP              | US        |      -421 | NS      | $-66151.73    | -0.65%            |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems, Inc.                            | FactSet Research Systems, Inc.                                         | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Short            | EC               | CORP              | US        |       -29 | NS      | $-12971.12    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp.                                        | Ralph Lauren Corp., Class A                                            | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Short            | EC               | CORP              | US        |       -35 | NS      | $-9599.80     | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                                            | Exelixis, Inc.                                                         | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      1446 | NS      | $63732.45     | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations, Inc.                                  | Power Integrations, Inc.                                               | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |       187 | NS      | $10453.30     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Helvetia Holding AG                                       | Helvetia Holding AG (Registered)                                       | CUSIP: N/A<br>LEI: 529900SUJBXTORH0LT80       | Long             | EC               | CORP              | CH        |        14 | NS      | $3286.87      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| M&G plc                                                   | M&G plc                                                                | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Short            | EC               | CORP              | GB        |     -3873 | NS      | $-13689.97    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                               | Rogers Communications, Inc., Class B                                   | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Short            | EC               | CORP              | CA        |     -2808 | NS      | $-83286.30    | -0.82%            |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial, Inc.                                | Corebridge Financial, Inc.                                             | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |        80 | NS      | $2840.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                                        | HealthEquity, Inc.                                                     | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |       687 | NS      | $71970.12     | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                               | Greif, Inc., Class A                                                   | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       228 | NS      | $14817.72     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                                       | Flowers Foods, Inc.                                                    | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Short            | EC               | CORP              | US        |      -654 | NS      | $-10450.92    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc.            | Charles River Laboratories International, Inc.                         | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Short            | EC               | CORP              | US        |      -147 | NS      | $-22304.31    | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | NDIRS                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  20000000 | PA      | $-152.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd.                                       | Tokyo Electron Ltd.                                                    | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |       800 | NS      | $153207.57    | 1.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Popular, Inc.                                             | Popular, Inc.                                                          | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       273 | NS      | $30087.33     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd.                                        | Telstra Group Ltd.                                                     | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |     21162 | NS      | $67477.63     | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Maplebear, Inc.                                           | Maplebear, Inc.                                                        | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        60 | NS      | $2714.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                                    | Trane Technologies plc                                                 | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |        82 | NS      | $35867.62     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Ampol Ltd.                                                | Ampol Ltd.                                                             | CUSIP: N/A<br>LEI: 5493009TD1CGVRZ27U11       | Short            | EC               | CORP              | AU        |     -2250 | NS      | $-38132.91    | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA, Inc.                                     | DENTSPLY SIRONA, Inc.                                                  | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      2840 | NS      | $45099.20     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Euro-BTP                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         3 | NC      | $-490.44      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co.                                               | Deere & Co.                                                            | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Short            | EC               | CORP              | US        |      -138 | NS      | $-70171.62    | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                              | Target Corp.                                                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Short            | EC               | CORP              | US        |      -200 | NS      | $-19730.00    | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos., Inc. (The)                                 | Williams Cos., Inc. (The)                                              | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       586 | NS      | $36806.66     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES, Inc.                                     | GLOBALFOUNDRIES, Inc.                                                  | CUSIP: N/A<br>LEI: 549300BA76VK784VMX48       | Long             | EC               | CORP              | KY        |       361 | NS      | $13790.20     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources, Inc.                                  | Franklin Resources, Inc.                                               | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Short            | EC               | CORP              | US        |      -307 | NS      | $-7321.95     | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                            | Rheinmetall AG                                                         | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |        37 | NS      | $78354.85     | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods plc                              | Associated British Foods plc                                           | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Short            | EC               | CORP              | GB        |     -1977 | NS      | $-55858.87    | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners, Inc.                         | Pinnacle Financial Partners, Inc.                                      | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Short            | EC               | CORP              | US        |       -75 | NS      | $-8280.75     | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   9900000 | PA      | $-18656.90    | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | NDIRS                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   8000000 | PA      | $70.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                             | Comcast Corp., Class A                                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Short            | EC               | CORP              | US        |     -1181 | NS      | $-42149.89    | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Scout24 SE                                                | Scout24 SE                                                             | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |       154 | NS      | $21259.52     | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| EMS-Chemie Holding AG                                     | EMS-Chemie Holding AG (Registered)                                     | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Short            | EC               | CORP              | CH        |       -18 | NS      | $-13608.07    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                            | VeriSign, Inc.                                                         | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       528 | NS      | $152486.40    | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                             | Hologic, Inc.                                                          | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       225 | NS      | $14661.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries plc                               | James Hardie Industries plc                                            | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Short            | EC               | CORP              | IE        |     -2497 | NS      | $-67052.75    | -0.66%            |  |  |  | No            |                  2 | On Loan: No      |
| Enphase Energy, Inc.                                      | Enphase Energy, Inc.                                                   | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       471 | NS      | $18675.15     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp.                          | Old Republic International Corp.                                       | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      2185 | NS      | $83991.40     | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                  | PNC Financial Services Group, Inc. (The)                               | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       543 | NS      | $101226.06    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                  | Hermes International SCA                                               | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |        13 | NS      | $35241.26     | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Euro-Schatz                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -5 | NC      | $364.13       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew plc                                        | Smith & Nephew plc                                                     | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Short            | EC               | CORP              | GB        |     -2377 | NS      | $-36401.96    | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp.                                | Cincinnati Financial Corp.                                             | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |        22 | NS      | $3276.24      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                           | Telefonaktiebolaget LM Ericsson, Class B                               | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |     11556 | NS      | $98749.76     | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings, Inc.                                     | Resona Holdings, Inc.                                                  | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |      8400 | NS      | $77580.90     | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon plc                                                   | Aon plc, Class A                                                       | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Short            | EC               | CORP              | IE        |       -79 | NS      | $-28184.04    | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| CarMax, Inc.                                              | CarMax, Inc.                                                           | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1761 | NS      | $118356.81    | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Amundi SA                                                 | Amundi SA                                                              | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |       192 | NS      | $15562.71     | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hitachi Ltd.                                              | Hitachi Ltd.                                                           | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |      1000 | NS      | $29064.35     | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                              | Advanced Micro Devices, Inc.                                           | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Short            | EC               | CORP              | US        |      -211 | NS      | $-29940.90    | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia (The)                                 | Bank of Nova Scotia (The)                                              | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |      1778 | NS      | $98317.17     | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                     | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |      1067 | NS      | $8835.70      | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                | Travelers Cos., Inc. (The)                                             | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       223 | NS      | $59661.42     | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                              | Fastenal Co.                                                           | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Short            | EC               | CORP              | US        |     -2371 | NS      | $-99582.00    | -0.98%            |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                  | Enel SpA                                                               | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |       708 | NS      | $6719.42      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1100000 | PA      | $-4287.98     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | MSCI Singapore Index                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         2 | NC      | $890.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolta AG                                                 | Avolta AG                                                              | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Short            | EC               | CORP              | CH        |      -112 | NS      | $-6100.76     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Genpact Ltd.                                              | Genpact Ltd.                                                           | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |       749 | NS      | $32963.49     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi HC Capital, Inc.                               | Mitsubishi HC Capital, Inc.                                            | CUSIP: N/A<br>LEI: 353800MZ3QX9RLMH7B09       | Long             | EC               | CORP              | JP        |       500 | NS      | $3681.37      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Glacier Bancorp, Inc.                                     | Glacier Bancorp, Inc.                                                  | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Short            | EC               | CORP              | US        |      -848 | NS      | $-36531.84    | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                    | Sempra                                                                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Short            | EC               | CORP              | US        |      -113 | NS      | $-8562.01     | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                                 | MDU Resources Group, Inc.                                              | CUSIP: 552690109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1948 | NS      | $-32473.16    | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                                  | Western Alliance Bancorp                                               | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Short            | EC               | CORP              | US        |      -181 | NS      | $-14114.38    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                                | Eiffage SA                                                             | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |       383 | NS      | $53816.59     | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                        | Southern Co. (The)                                                     | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Short            | EC               | CORP              | US        |     -1152 | NS      | $-105788.16   | -1.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                              | Chipotle Mexican Grill, Inc., Class A                                  | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       176 | NS      | $9882.40      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                               | Adobe, Inc.                                                            | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       243 | NS      | $94011.84     | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity, Inc.                                              | Acuity, Inc.                                                           | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        40 | NS      | $11933.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $868.35       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toei Animation Co. Ltd.                                   | Toei Animation Co. Ltd.                                                | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -200 | NS      | $-4560.61     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| PPL Corp.                                                 | PPL Corp.                                                              | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Short            | EC               | CORP              | US        |      -737 | NS      | $-24976.93    | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd.                                | Woodside Energy Group Ltd.                                             | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Short            | EC               | CORP              | AU        |     -8451 | NS      | $-130541.84   | -1.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Northwestern Energy Group, Inc.                           | Northwestern Energy Group, Inc.                                        | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |       492 | NS      | $25239.60     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestis Corp.                                              | Vestis Corp.                                                           | CUSIP: 29430C102<br>LEI: 254900QDW0TA2TMFAP59 | Long             | EC               | CORP              | US        |      1177 | NS      | $6744.21      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp.                                     | Pilgrim's Pride Corp.                                                  | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |       803 | NS      | $36118.94     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Industries Corp.                                   | Toyota Industries Corp.                                                | CUSIP: N/A<br>LEI: 35380000WKGEAHEMW830       | Short            | EC               | CORP              | JP        |     -1100 | NS      | $-124149.00   | -1.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Ultragenyx Pharmaceutical, Inc.                           | Ultragenyx Pharmaceutical, Inc.                                        | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |       149 | NS      | $5417.64      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | NDIRS                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 390000000 | PA      | $-151.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                        | Altria Group, Inc.                                                     | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       927 | NS      | $54350.01     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| NIDEC Corp.                                               | NIDEC Corp.                                                            | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |       300 | NS      | $5829.93      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $9.96         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo plc                                                | Diageo plc                                                             | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Short            | EC               | CORP              | GB        |      -706 | NS      | $-17802.57    | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Spire, Inc.                                               | Spire, Inc.                                                            | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Short            | EC               | CORP              | US        |       -72 | NS      | $-5255.28     | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies, Inc.                               | Teledyne Technologies, Inc.                                            | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Short            | EC               | CORP              | US        |       -68 | NS      | $-34837.08    | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co.                             | Canadian National Railway Co.                                          | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |       552 | NS      | $57516.64     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac, Inc.                                               | Aflac, Inc.                                                            | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Short            | EC               | CORP              | US        |      -205 | NS      | $-21619.30    | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Kawasaki Heavy Industries Ltd.                            | Kawasaki Heavy Industries Ltd.                                         | CUSIP: N/A<br>LEI: 5493008FFSI8SQ74AT93       | Long             | EC               | CORP              | JP        |       300 | NS      | $22679.28     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                                | Cullen/Frost Bankers, Inc.                                             | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Short            | EC               | CORP              | US        |      -285 | NS      | $-36633.90    | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Qualys, Inc.                                              | Qualys, Inc.                                                           | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       246 | NS      | $35146.02     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                          | Paramount Global, Class B                                              | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Short            | EC               | CORP              | US        |     -2536 | NS      | $-32714.40    | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Demant A/S                                                | Demant A/S                                                             | CUSIP: N/A<br>LEI: 213800RM6L9LN78BVA56       | Short            | EC               | CORP              | DK        |      -220 | NS      | $-9191.94     | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Veeva Systems, Inc.                                       | Veeva Systems, Inc., Class A                                           | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |        60 | NS      | $17278.80     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co.                                       | Vertiv Holdings Co., Class A                                           | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       190 | NS      | $24397.90     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $9.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOK Financial Corp.                                       | BOK Financial Corp.                                                    | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Short            | EC               | CORP              | US        |       -60 | NS      | $-5857.80     | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies, Inc.                               | ZoomInfo Technologies, Inc., Class A                                   | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               | CORP              | US        |       509 | NS      | $5151.08      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Campbell's Co.                                        | The Campbell's Co.                                                     | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Short            | EC               | CORP              | US        |      -827 | NS      | $-25347.55    | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Gjensidige Forsikring ASA                                 | Gjensidige Forsikring ASA                                              | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               | CORP              | NO        |       340 | NS      | $8618.98      | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ROBLOX Corp.                                              | ROBLOX Corp., Class A                                                  | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1226 | NS      | $128975.20    | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Aristocrat Leisure Ltd.                                   | Aristocrat Leisure Ltd.                                                | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |      1163 | NS      | $49828.50     | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                         | Wolters Kluwer NV                                                      | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |       487 | NS      | $81444.96     | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Suisan Kaisha Ltd.                                   | Toyo Suisan Kaisha Ltd.                                                | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $13293.42     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                    | General Dynamics Corp.                                                 | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       225 | NS      | $65623.50     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Shionogi & Co. Ltd.                                       | Shionogi & Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |       900 | NS      | $16202.06     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Cytokinetics, Inc.                                        | Cytokinetics, Inc.                                                     | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Short            | EC               | CORP              | US        |       -79 | NS      | $-2610.16     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp.                                      | Dollar General Corp.                                                   | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       294 | NS      | $33627.72     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group AG                                              | GEA Group AG                                                           | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |       441 | NS      | $30914.14     | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysmex Corp.                                              | Sysmex Corp.                                                           | CUSIP: N/A<br>LEI: 5299001ZO4CKWACMZI55       | Short            | EC               | CORP              | JP        |      -300 | NS      | $-5222.17     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                               | L3Harris Technologies, Inc.                                            | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Short            | EC               | CORP              | US        |      -199 | NS      | $-49917.16    | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| KION Group AG                                             | KION Group AG                                                          | CUSIP: N/A<br>LEI: 5299005KY91C4C6U9H17       | Short            | EC               | CORP              | DE        |      -469 | NS      | $-26197.29    | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Lancaster Colony Corp.                                    | Lancaster Colony Corp.                                                 | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Short            | EC               | CORP              | US        |       -49 | NS      | $-8465.73     | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings, Inc.                                | MarketAxess Holdings, Inc.                                             | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       179 | NS      | $39977.86     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp.                                            | Huntsman Corp.                                                         | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |      3554 | NS      | $37032.68     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| RS GROUP plc                                              | RS GROUP plc                                                           | CUSIP: N/A<br>LEI: 549300KVXDURRKVW7R37       | Long             | EC               | CORP              | GB        |      1092 | NS      | $8620.21      | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3617.23     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                           | Universal Health Services, Inc., Class B                               | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       146 | NS      | $26447.90     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                                | Builders FirstSource, Inc.                                             | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |        74 | NS      | $8635.06      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $116.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lear Corp.                                                | Lear Corp.                                                             | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Short            | EC               | CORP              | US        |      -168 | NS      | $-15956.64    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Swissquote Group Holding SA                               | Swissquote Group Holding SA (Registered)                               | CUSIP: N/A<br>LEI: 549300O3WME82RDPEN66       | Long             | EC               | CORP              | CH        |        21 | NS      | $11935.14     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimano, Inc.                                             | Shimano, Inc.                                                          | CUSIP: N/A<br>LEI: 529900L32YT3P9DECR10       | Short            | EC               | CORP              | JP        |      -300 | NS      | $-43494.14    | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| Lyft, Inc.                                                | Lyft, Inc., Class A                                                    | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |      4201 | NS      | $66207.76     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd.                                         | Wynn Resorts Ltd.                                                      | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Short            | EC               | CORP              | US        |      -692 | NS      | $-64819.64    | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corp.                                   | Credit Acceptance Corp.                                                | CUSIP: 225310101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -42 | NS      | $-21396.06    | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Alfa Laval AB                                             | Alfa Laval AB                                                          | CUSIP: N/A<br>LEI: 549300UCKT2UK88AG251       | Long             | EC               | CORP              | SE        |      1088 | NS      | $45825.07     | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventas, Inc.                                              | Ventas, Inc.                                                           | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       587 | NS      | $37069.05     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV                                     | STMicroelectronics NV                                                  | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Short            | EC               | CORP              | NL        |      -746 | NS      | $-22873.85    | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Tesco plc                                                 | Tesco plc                                                              | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |      9488 | NS      | $52312.31     | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd.                                | Axis Capital Holdings Ltd.                                             | CUSIP: N/A<br>LEI: 635400VD2NQBYAHMEM55       | Long             | EC               | CORP              | BM        |       838 | NS      | $87001.16     | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland, Inc.                                             | Ashland, Inc.                                                          | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      1144 | NS      | $57520.32     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| FANUC Corp.                                               | FANUC Corp.                                                            | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |      1100 | NS      | $29862.02     | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                              | Prysmian SpA                                                           | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Short            | EC               | CORP              | IT        |      -590 | NS      | $-41771.54    | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $321.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M3, Inc.                                                  | M3, Inc.                                                               | CUSIP: N/A<br>LEI: 3538001UOKRWIODYM055       | Short            | EC               | CORP              | JP        |     -5900 | NS      | $-81046.60    | -0.80%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | 3 Month CORRA                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        10 | NC      | $946.06       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings, Inc.                           | Lincoln Electric Holdings, Inc.                                        | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |        76 | NS      | $15756.32     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                               | Dick's Sporting Goods, Inc.                                            | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Short            | EC               | CORP              | US        |       -76 | NS      | $-15033.56    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corp.                                       | CNA Financial Corp.                                                    | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |       820 | NS      | $38154.60     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Knorr-Bremse AG                                           | Knorr-Bremse AG                                                        | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               | CORP              | DE        |        94 | NS      | $9117.71      | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $-259.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCSK Corp.                                                | SCSK Corp.                                                             | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Short            | EC               | CORP              | JP        |      -500 | NS      | $-15063.85    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                    | Freeport-McMoRan, Inc.                                                 | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       733 | NS      | $31775.55     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                                        | Chemours Co. (The)                                                     | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Short            | EC               | CORP              | US        |     -2388 | NS      | $-27342.60    | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Natera, Inc.                                              | Natera, Inc.                                                           | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       289 | NS      | $48823.66     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| New Hope Corp. Ltd.                                       | New Hope Corp. Ltd.                                                    | CUSIP: N/A<br>LEI: 254900DHRUGXZSLSNZ83       | Short            | EC               | CORP              | AU        |     -3196 | NS      | $-7782.94     | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Tractor Supply Co.                                        | Tractor Supply Co.                                                     | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Short            | EC               | CORP              | US        |     -1060 | NS      | $-55936.20    | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| MSCI, Inc.                                                | MSCI, Inc., Class A                                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       108 | NS      | $62287.92     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp.                                        | Kimco Realty Corp.                                                     | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |       319 | NS      | $6705.38      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd.                       | Norwegian Cruise Line Holdings Ltd.                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | BM        |      -717 | NS      | $-14540.76    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                              | Mattel, Inc.                                                           | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |       832 | NS      | $16407.04     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2500000 | PA      | $1054.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever plc                                              | Unilever plc                                                           | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Short            | EC               | CORP              | GB        |     -1261 | NS      | $-76954.11    | -0.76%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                           | Citigroup, Inc.                                                        | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       133 | NS      | $11320.96     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-241.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $173.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | MSCI Emerging Markets Index                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3 | NC      | $338.03       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group, Inc.                               | Kinsale Capital Group, Inc.                                            | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Short            | EC               | CORP              | US        |       -39 | NS      | $-18872.10    | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| BP plc                                                    | BP plc                                                                 | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |      5132 | NS      | $25569.15     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  80000000 | PA      | $-4310.83     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                | Archer-Daniels-Midland Co.                                             | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Short            | EC               | CORP              | US        |     -1365 | NS      | $-72044.70    | -0.71%            |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb, Inc.                                              | Airbnb, Inc., Class A                                                  | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       369 | NS      | $48833.46     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                              | DNB Bank ASA                                                           | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Short            | EC               | CORP              | NO        |      -416 | NS      | $-11504.30    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| AddTech AB                                                | AddTech AB, Class B                                                    | CUSIP: N/A<br>LEI: 549300QZ5U2IDRHPWL60       | Short            | EC               | CORP              | SE        |      -300 | NS      | $-10227.47    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | 3 Month Euro Euribor                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         2 | NC      | $-296.45      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    200000 | PA      | $353.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Euro-Bund                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         9 | NC      | $-3684.21     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp.                                              | Cognex Corp.                                                           | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |       670 | NS      | $21252.40     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                                     | Axon Enterprise, Inc.                                                  | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |        24 | NS      | $19870.56     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | 3 Month SARON                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         1 | NC      | $-8.46        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    500000 | PA      | $88.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                   | Texas Instruments, Inc.                                                | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Short            | EC               | CORP              | US        |      -241 | NS      | $-50036.42    | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2326.36     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                | Baxter International, Inc.                                             | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Short            | EC               | CORP              | US        |      -764 | NS      | $-23133.92    | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.                   | Mid-America Apartment Communities, Inc.                                | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Short            | EC               | CORP              | US        |      -259 | NS      | $-38334.59    | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares, Inc.                                 | Commerce Bancshares, Inc.                                              | CUSIP: 200525103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -131 | NS      | $-8144.27     | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $7.18         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                        | Ryder System, Inc.                                                     | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |        80 | NS      | $12720.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lynas Rare Earths Ltd.                                    | Lynas Rare Earths Ltd.                                                 | CUSIP: N/A<br>LEI: 529900SGT9M1FJPXXI35       | Short            | EC               | CORP              | AU        |      -856 | NS      | $-4879.39     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Zensho Holdings Co. Ltd.                                  | Zensho Holdings Co. Ltd.                                               | CUSIP: N/A<br>LEI: 353800DYF3UDM49ITT03       | Long             | EC               | CORP              | JP        |       200 | NS      | $12105.27     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                      | Cenovus Energy, Inc.                                                   | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |      1751 | NS      | $23826.72     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                                          | Royal Gold, Inc.                                                       | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       195 | NS      | $34678.80     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International, Inc.                     | Restaurant Brands International, Inc.                                  | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Short            | EC               | CORP              | CA        |     -1539 | NS      | $-102087.66   | -1.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                               | Amgen, Inc.                                                            | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Short            | EC               | CORP              | US        |       -15 | NS      | $-4188.15     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $166.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Renault SA                                                | Renault SA                                                             | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |       885 | NS      | $40838.33     | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| ISS A/S                                                   | ISS A/S                                                                | CUSIP: N/A<br>LEI: 213800LEZA58SZNCBN19       | Long             | EC               | CORP              | DK        |       952 | NS      | $26571.09     | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP SA                                                    | EDP SA                                                                 | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |      5146 | NS      | $22355.65     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-20.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                                      | ASM International NV                                                   | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |        35 | NS      | $22451.72     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                              | LyondellBasell Industries NV, Class A                                  | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |       211 | NS      | $12208.46     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Enagas SA                                                 | Enagas SA                                                              | CUSIP: N/A<br>LEI: 213800OU3FQKGM4M2U23       | Long             | EC               | CORP              | ES        |       801 | NS      | $13486.79     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | U.S. Treasury 10 Year Note                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -15 | NC      | $-4952.89     | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp.                                      | Exact Sciences Corp.                                                   | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |       578 | NS      | $30714.92     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                                | News Corp., Class A                                                    | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      2075 | NS      | $61669.00     | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co. Ltd.                                  | Otsuka Holdings Co. Ltd.                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -700 | NS      | $-34705.51    | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Hiscox Ltd.                                               | Hiscox Ltd.                                                            | CUSIP: N/A<br>LEI: 5493007JXOLJ0QCY2D70       | Long             | EC               | CORP              | BM        |      2535 | NS      | $43755.61     | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                     | Walt Disney Co. (The)                                                  | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Short            | EC               | CORP              | US        |      -135 | NS      | $-16741.35    | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                         | Duke Energy Corp.                                                      | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Short            | EC               | CORP              | US        |      -103 | NS      | $-12154.00    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Arteria Ltd.                                        | Atlas Arteria Ltd.                                                     | CUSIP: N/A<br>LEI: 254900SGF4ZQDBH2YC59       | Short            | EC               | CORP              | AU        |     -4130 | NS      | $-13841.57    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| East Japan Railway Co.                                    | East Japan Railway Co.                                                 | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Short            | EC               | CORP              | JP        |     -1800 | NS      | $-38719.68    | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| ExlService Holdings, Inc.                                 | ExlService Holdings, Inc.                                              | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |       187 | NS      | $8188.73      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp.                                             | Sandisk Corp.                                                          | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       365 | NS      | $16552.75     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MS&AD Insurance Group Holdings, Inc.                      | MS&AD Insurance Group Holdings, Inc.                                   | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Short            | EC               | CORP              | JP        |     -1500 | NS      | $-33533.41    | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                          | S&P Global, Inc.                                                       | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Short            | EC               | CORP              | US        |       -96 | NS      | $-50619.84    | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Telia Co. AB                                              | Telia Co. AB                                                           | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |     15437 | NS      | $55524.19     | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                  | Marvell Technology, Inc.                                               | CUSIP: 573874104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -189 | NS      | $-14628.60    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American plc                                        | Anglo American plc                                                     | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Short            | EC               | CORP              | GB        |      -672 | NS      | $-19809.15    | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                                 | Sodexo SA                                                              | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |        96 | NS      | $5908.46      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp.                                               | HEICO Corp.                                                            | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Short            | EC               | CORP              | US        |      -102 | NS      | $-33456.00    | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Computershare Ltd.                                        | Computershare Ltd.                                                     | CUSIP: N/A<br>LEI: 21380085HOKTMGLV9G93       | Long             | EC               | CORP              | AU        |      2837 | NS      | $74426.10     | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $180.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Japan 10 Year Bond Mini                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | SG        |        -8 | NC      | $1248.03      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co., Inc.                            | American Water Works Co., Inc.                                         | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Short            | EC               | CORP              | US        |      -139 | NS      | $-19336.29    | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health, Inc.                                | Elanco Animal Health, Inc.                                             | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Short            | EC               | CORP              | US        |     -1839 | NS      | $-26260.92    | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                                         | Exxon Mobil Corp.                                                      | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Short            | EC               | CORP              | US        |      -597 | NS      | $-64356.60    | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates, Inc.                             | Jack Henry & Associates, Inc.                                          | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Short            | EC               | CORP              | US        |      -448 | NS      | $-80716.16    | -0.80%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4814.29      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3500000 | PA      | $-287.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ramsay Health Care Ltd.                                   | Ramsay Health Care Ltd.                                                | CUSIP: N/A<br>LEI: 549300QBX122KF2JPI10       | Short            | EC               | CORP              | AU        |     -1243 | NS      | $-30028.84    | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1186.04     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Omron Corp.                                               | Omron Corp.                                                            | CUSIP: N/A<br>LEI: 549300ZHW0TR2QZ0NY83       | Short            | EC               | CORP              | JP        |     -1700 | NS      | $-45825.96    | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                    | Encompass Health Corp.                                                 | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |       131 | NS      | $16064.53     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations, Inc.                              | Hilton Grand Vacations, Inc.                                           | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Short            | EC               | CORP              | US        |     -1168 | NS      | $-48507.04    | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                                 | APA Corp.                                                              | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       441 | NS      | $8065.89      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Redeia Corp. SA                                           | Redeia Corp. SA                                                        | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Short            | EC               | CORP              | ES        |     -2804 | NS      | $-59999.25    | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortum OYJ                                                | Fortum OYJ                                                             | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Short            | EC               | CORP              | FI        |     -2832 | NS      | $-53105.11    | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| Portland General Electric Co.                             | Portland General Electric Co.                                          | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Short            | EC               | CORP              | US        |      -340 | NS      | $-13814.20    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                               | Prosperity Bancshares, Inc.                                            | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1172 | NS      | $82321.28     | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                                      | Vornado Realty Trust                                                   | CUSIP: 929042109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -629 | NS      | $-24052.96    | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                                   | Columbia Sportswear Co.                                                | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |        96 | NS      | $5863.68      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                                 | Fresenius Medical Care AG                                              | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |       946 | NS      | $54352.59     | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                          | Clorox Co. (The)                                                       | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       296 | NS      | $35540.72     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB                                                  | Tele2 AB, Class B                                                      | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Short            | EC               | CORP              | SE        |     -1649 | NS      | $-24071.14    | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                               | FinecoBank Banca Fineco SpA                                            | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Short            | EC               | CORP              | IT        |      -650 | NS      | $-14419.30    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                         | Hershey Co. (The)                                                      | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Short            | EC               | CORP              | US        |      -784 | NS      | $-130104.80   | -1.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Group Holdings Ltd.                                 | Asahi Group Holdings Ltd.                                              | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Short            | EC               | CORP              | JP        |     -1300 | NS      | $-17377.28    | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Pilbara Minerals Ltd.                                     | Pilbara Minerals Ltd.                                                  | CUSIP: N/A<br>LEI: 5299000VV1CZVF5K9C16       | Short            | EC               | CORP              | AU        |    -36264 | NS      | $-31945.50    | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-990.21      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                              | Nasdaq, Inc.                                                           | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |        77 | NS      | $6885.34      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Unipol Assicurazioni SpA                                  | Unipol Assicurazioni SpA                                               | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Short            | EC               | CORP              | IT        |      -360 | NS      | $-7129.72     | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                  | Roper Technologies, Inc.                                               | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Short            | EC               | CORP              | US        |       -48 | NS      | $-27208.32    | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                            | AutoZone, Inc.                                                         | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        23 | NS      | $85381.29     | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL Energy Ltd.                                           | AGL Energy Ltd.                                                        | CUSIP: N/A<br>LEI: 549300QAZ8A74DEDXO80       | Long             | EC               | CORP              | AU        |      1082 | NS      | $6938.26      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Air France-KLM                                            | Air France-KLM                                                         | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | EC               | CORP              | FR        |      3154 | NS      | $34523.56     | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Corp.                                          | Brookfield Corp., Class A                                              | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Short            | EC               | CORP              | CA        |      -515 | NS      | $-31873.84    | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings, Inc.                                       | YETI Holdings, Inc.                                                    | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Short            | EC               | CORP              | US        |      -586 | NS      | $-18470.72    | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                                 | Church & Dwight Co., Inc.                                              | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Short            | EC               | CORP              | US        |      -249 | NS      | $-23931.39    | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui OSK Lines Ltd.                                     | Mitsui OSK Lines Ltd.                                                  | CUSIP: N/A<br>LEI: 353800P8O843TMAZ6S09       | Short            | EC               | CORP              | JP        |     -1700 | NS      | $-56779.55    | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                               | Equinor ASA                                                            | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Short            | EC               | CORP              | NO        |     -1115 | NS      | $-28158.27    | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                   | Regions Financial Corp.                                                | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Short            | EC               | CORP              | US        |     -2658 | NS      | $-62516.16    | -0.62%            |  |  |  | No            |                  1 | On Loan: No      |
| Nexi SpA                                                  | Nexi SpA                                                               | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | EC               | CORP              | IT        |      5455 | NS      | $32578.95     | 0.32%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                      | Otis Worldwide Corp.                                                   | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       674 | NS      | $66739.48     | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                     | Dominion Energy, Inc.                                                  | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Short            | EC               | CORP              | US        |      -592 | NS      | $-33459.84    | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                                  | Darden Restaurants, Inc.                                               | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       445 | NS      | $96996.65     | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Airtel Africa plc                                         | Airtel Africa plc                                                      | CUSIP: N/A<br>LEI: 254900ZNZDQL6OWQH623       | Long             | EC               | CORP              | GB        |      6389 | NS      | $15821.97     | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                           | First Citizens BancShares, Inc., Class A                               | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Short            | EC               | CORP              | US        |       -44 | NS      | $-86084.68    | -0.85%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $30.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1500000 | PA      | $-168.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                               | AvalonBay Communities, Inc.                                            | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Short            | EC               | CORP              | US        |      -404 | NS      | $-82214.00    | -0.81%            |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                             | Raymond James Financial, Inc.                                          | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Short            | EC               | CORP              | US        |       -44 | NS      | $-6748.28     | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Crocs, Inc.                                               | Crocs, Inc.                                                            | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Short            | EC               | CORP              | US        |      -303 | NS      | $-30687.84    | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-241.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corp.                                              | Kajima Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       400 | NS      | $10432.69     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                | NIKE, Inc., Class B                                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Short            | EC               | CORP              | US        |     -1787 | NS      | $-126948.48   | -1.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Nitori Holdings Co. Ltd.                                  | Nitori Holdings Co. Ltd.                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -800 | NS      | $-77000.25    | -0.76%            |  |  |  | No            |                  2 | On Loan: No      |
| DoubleVerify Holdings, Inc.                               | DoubleVerify Holdings, Inc.                                            | CUSIP: 25862V105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -192 | NS      | $-2874.24     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $185.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3800000 | PA      | $3482.08      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Ltd.                                              | Invesco Ltd.                                                           | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |      1747 | NS      | $27550.19     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                                   | Lantheus Holdings, Inc.                                                | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Short            | EC               | CORP              | US        |      -427 | NS      | $-34954.22    | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Intact Financial Corp.                                    | Intact Financial Corp.                                                 | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |        14 | NS      | $3255.44      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | 3 Month SONIA                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -7 | NC      | $-1212.60     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                                           | Bunge Global SA                                                        | CUSIP: N/A<br>LEI: 254900IVXSV9K0B7PO26       | Short            | EC               | CORP              | CH        |      -423 | NS      | $-33958.44    | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Rollins, Inc.                                             | Rollins, Inc.                                                          | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       108 | NS      | $6093.36      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp.                                             | Fortive Corp.                                                          | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |       176 | NS      | $9174.88      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | NDIRS                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 250000000 | PA      | $-12.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chiba Bank Ltd. (The)                                     | Chiba Bank Ltd. (The)                                                  | CUSIP: N/A<br>LEI: FGJPAKKCTZVSKZXNBS63       | Short            | EC               | CORP              | JP        |     -2800 | NS      | $-25876.84    | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2200000 | PA      | $-2899.57     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp.                                            | McKesson Corp.                                                         | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        69 | NS      | $50561.82     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corp.                                         | Bridgestone Corp.                                                      | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Short            | EC               | CORP              | JP        |      -500 | NS      | $-20446.10    | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Datadog, Inc.                                             | Datadog, Inc., Class A                                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       123 | NS      | $16522.59     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Stantec, Inc.                                             | Stantec, Inc.                                                          | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |       147 | NS      | $15994.85     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | 3 Month Euro Euribor                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         3 | NC      | $-244.72      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                            | American Financial Group, Inc.                                         | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Short            | EC               | CORP              | US        |      -128 | NS      | $-16154.88    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Gap, Inc. (The)                                           | Gap, Inc. (The)                                                        | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      1990 | NS      | $43401.90     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp.                                            | Teradata Corp.                                                         | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |       572 | NS      | $12761.32     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp.                                       | Kilroy Realty Corp.                                                    | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Short            | EC               | CORP              | US        |     -1324 | NS      | $-45426.44    | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| DSM-Firmenich AG                                          | DSM-Firmenich AG                                                       | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |       377 | NS      | $40107.21     | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| T. Rowe Price Group, Inc.                                 | T. Rowe Price Group, Inc.                                              | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Short            | EC               | CORP              | US        |      -192 | NS      | $-18528.00    | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc.              | Expeditors International of Washington, Inc.                           | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Short            | EC               | CORP              | US        |       -69 | NS      | $-7883.25     | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands, Inc.                                      | Conagra Brands, Inc.                                                   | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Short            | EC               | CORP              | US        |      -309 | NS      | $-6325.23     | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                    | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |      1571 | NS      | $89867.82     | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| Genting Singapore Ltd.                                    | Genting Singapore Ltd.                                                 | CUSIP: N/A<br>LEI: 254900Y2N3AK93K1O866       | Long             | EC               | CORP              | SG        |     32900 | NS      | $18504.25     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Amdocs Ltd.                                               | Amdocs Ltd.                                                            | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |       295 | NS      | $26915.80     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings, Inc.                                        | RBC Bearings, Inc.                                                     | CUSIP: 75524B104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -27 | NS      | $-10389.60    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Short            | EC               | CORP              | DE        |      -262 | NS      | $-12958.39    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CNO Financial Group, Inc.                                 | CNO Financial Group, Inc.                                              | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |       299 | NS      | $11535.42     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg A/S                                             | Carlsberg A/S, Class B                                                 | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Short            | EC               | CORP              | DK        |      -419 | NS      | $-59365.34    | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| Visteon Corp.                                             | Visteon Corp.                                                          | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Short            | EC               | CORP              | US        |      -143 | NS      | $-13341.90    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Tire Corp. Ltd.                                  | Canadian Tire Corp. Ltd., Class A                                      | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Short            | EC               | CORP              | CA        |      -372 | NS      | $-50644.45    | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                         | Sumitomo Electric Industries Ltd.                                      | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |      1100 | NS      | $23587.75     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd.                                                  | ABB Ltd. (Registered)                                                  | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |       434 | NS      | $26009.11     | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Getinge AB                                                | Getinge AB, Class B                                                    | CUSIP: N/A<br>LEI: 5493003PZ4F570G3W735       | Short            | EC               | CORP              | SE        |      -476 | NS      | $-9563.19     | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Littelfuse, Inc.                                          | Littelfuse, Inc.                                                       | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |        28 | NS      | $6348.44      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank A/S                                                        | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |      1971 | NS      | $80503.16     | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Pirelli & C SpA                                           | Pirelli & C SpA                                                        | CUSIP: N/A<br>LEI: 815600A0C9AFC1F2A709       | Long             | EC               | CORP              | IT        |      4193 | NS      | $28902.66     | 0.29%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2600000 | PA      | $-966.62      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $159.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zillow Group, Inc.                                        | Zillow Group, Inc., Class C                                            | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Short            | EC               | CORP              | US        |      -117 | NS      | $-8195.85     | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Konami Group Corp.                                        | Konami Group Corp.                                                     | CUSIP: N/A<br>LEI: 353800FC4A5QCMIZFV94       | Short            | EC               | CORP              | JP        |      -100 | NS      | $-15810.17    | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Kobe Bussan Co. Ltd.                                      | Kobe Bussan Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 353800CJIFNHN2DXRD59       | Long             | EC               | CORP              | JP        |      1100 | NS      | $34161.14     | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   8000000 | PA      | $6.52         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                              | Northern Star Resources Ltd.                                           | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |      4635 | NS      | $57252.15     | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Alaska Air Group, Inc.                                    | Alaska Air Group, Inc.                                                 | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |       248 | NS      | $12271.04     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Trelleborg AB                                             | Trelleborg AB, Class B                                                 | CUSIP: N/A<br>LEI: 213800XY16PAWG2PAD14       | Short            | EC               | CORP              | SE        |      -633 | NS      | $-23579.95    | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp.                                                 | Kao Corp.                                                              | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |      2400 | NS      | $107533.46    | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukuoka Financial Group, Inc.                             | Fukuoka Financial Group, Inc.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1400 | NS      | $37403.42     | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp.                                       | Toyota Tsusho Corp.                                                    | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |      1400 | NS      | $31711.75     | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                            | United Airlines Holdings, Inc.                                         | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       343 | NS      | $27313.09     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                               | Capital One Financial Corp.                                            | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       196 | NS      | $41700.96     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Seibu Holdings, Inc.                                      | Seibu Holdings, Inc.                                                   | CUSIP: N/A<br>LEI: 353800JY9TYV9WTCN620       | Short            | EC               | CORP              | JP        |      -600 | NS      | $-21502.68    | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                    | Costco Wholesale Corp.                                                 | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        98 | NS      | $97014.12     | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $173.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                          | Sealed Air Corp.                                                       | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Short            | EC               | CORP              | US        |      -117 | NS      | $-3630.51     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                                        | Publicis Groupe SA                                                     | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Short            | EC               | CORP              | FR        |      -716 | NS      | $-80868.45    | -0.80%            |  |  |  | No            |                  2 | On Loan: No      |
| WW Grainger, Inc.                                         | WW Grainger, Inc.                                                      | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Short            | EC               | CORP              | US        |       -22 | NS      | $-22885.28    | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   5500000 | PA      | $1231.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sega Sammy Holdings, Inc.                                 | Sega Sammy Holdings, Inc.                                              | CUSIP: N/A<br>LEI: 5493006B6WMKNQ8QNP51       | Short            | EC               | CORP              | JP        |     -1000 | NS      | $-23936.09    | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Fluidra SA                                                | Fluidra SA                                                             | CUSIP: N/A<br>LEI: 95980020140005026620       | Long             | EC               | CORP              | ES        |       709 | NS      | $17775.11     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                      | Carrier Global Corp.                                                   | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       424 | NS      | $31032.56     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Isuzu Motors Ltd.                                         | Isuzu Motors Ltd.                                                      | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Short            | EC               | CORP              | JP        |     -1900 | NS      | $-24069.09    | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Appfolio, Inc.                                            | Appfolio, Inc., Class A                                                | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Short            | EC               | CORP              | US        |      -141 | NS      | $-32469.48    | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                        | Lam Research Corp.                                                     | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Short            | EC               | CORP              | US        |      -277 | NS      | $-26963.18    | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line, Inc.                           | Old Dominion Freight Line, Inc.                                        | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Short            | EC               | CORP              | US        |      -147 | NS      | $-23858.10    | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| XPO, Inc.                                                 | XPO, Inc.                                                              | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Short            | EC               | CORP              | US        |      -447 | NS      | $-56451.63    | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Ltd.                              | National Australia Bank Ltd.                                           | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Short            | EC               | CORP              | AU        |     -2207 | NS      | $-57200.57    | -0.57%            |  |  |  | No            |                  2 | On Loan: No      |
| Brother Industries Ltd.                                   | Brother Industries Ltd.                                                | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |      1600 | NS      | $27600.64     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Alamos Gold, Inc.                                         | Alamos Gold, Inc., Class A                                             | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |      1073 | NS      | $28539.79     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | NDIRS                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   8000000 | PA      | $70.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hormel Foods Corp.                                        | Hormel Foods Corp.                                                     | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Short            | EC               | CORP              | US        |      -530 | NS      | $-16032.50    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                                        | DT Midstream, Inc.                                                     | CUSIP: 23345M107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -216 | NS      | $-23740.56    | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Buzzi SpA                                                 | Buzzi SpA                                                              | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Short            | EC               | CORP              | IT        |       -48 | NS      | $-2662.08     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HubSpot, Inc.                                             | HubSpot, Inc.                                                          | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |        41 | NS      | $22821.83     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp.                                          | Concentrix Corp.                                                       | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |       972 | NS      | $51375.06     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| BCE, Inc.                                                 | BCE, Inc.                                                              | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Short            | EC               | CORP              | CA        |     -1510 | NS      | $-33487.79    | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Loblaw Cos. Ltd.                                          | Loblaw Cos. Ltd.                                                       | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |       541 | NS      | $89487.98     | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | CDI                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     50000 | PA      | $367.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd.                                        | Sekisui House Ltd.                                                     | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |       600 | NS      | $13205.60     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                                        | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |        12 | NS      | $9616.04      | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | 3 Month SONIA                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         9 | NC      | $1570.61      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                               | Keysight Technologies, Inc.                                            | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       216 | NS      | $35393.76     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp.                                                  | VF Corp.                                                               | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |       380 | NS      | $4465.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Burberry Group plc                                        | Burberry Group plc                                                     | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |      3144 | NS      | $51068.67     | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                         | Philip Morris International, Inc.                                      | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       580 | NS      | $105635.40    | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   2500000 | PA      | $267.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Willis Towers Watson plc                                  | Willis Towers Watson plc                                               | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |       141 | NS      | $43216.50     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova plc                                              | LivaNova plc                                                           | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |       268 | NS      | $12065.36     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd.                                       | Qantas Airways Ltd.                                                    | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |      1247 | NS      | $8809.52      | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Quebecor, Inc.                                            | Quebecor, Inc., Class B                                                | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       714 | NS      | $21733.28     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo SpA                                              | Leonardo SpA                                                           | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |       721 | NS      | $40683.78     | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corp.                                              | Kubota Corp.                                                           | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |      1200 | NS      | $13532.28     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  60000000 | PA      | $-316.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                            | Carnival Corp.                                                         | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |       635 | NS      | $17856.20     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta, Inc.                                                | Okta, Inc., Class A                                                    | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |       301 | NS      | $30090.97     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    900000 | PA      | $350.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                       | Sonoco Products Co.                                                    | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |       431 | NS      | $18774.36     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp.                                              | Chemed Corp.                                                           | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |        17 | NS      | $8277.81      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Straumann Holding AG                                      | Straumann Holding AG (Registered)                                      | CUSIP: N/A<br>LEI: 50670046ML5FVIM60Z37       | Short            | EC               | CORP              | CH        |      -385 | NS      | $-50392.54    | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| Robert Half, Inc.                                         | Robert Half, Inc.                                                      | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      1505 | NS      | $61780.25     | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku, Inc.                                                | Roku, Inc., Class A                                                    | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Short            | EC               | CORP              | US        |       -32 | NS      | $-2812.48     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Kuehne + Nagel International AG                           | Kuehne + Nagel International AG (Registered)                           | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |       358 | NS      | $77522.33     | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | NDIRS                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  50000000 | PA      | $7.98         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $30.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon, Inc.                                               | Canon, Inc.                                                            | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |      1300 | NS      | $37704.85     | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Avantor, Inc.                                             | Avantor, Inc.                                                          | CUSIP: 05352A100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1007 | NS      | $-13554.22    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies, Inc.                               | Palantir Technologies, Inc., Class A                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       142 | NS      | $19357.44     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp.                                          | CMS Energy Corp.                                                       | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Short            | EC               | CORP              | US        |      -615 | NS      | $-42607.20    | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp.                        | Marriott Vacations Worldwide Corp.                                     | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |        40 | NS      | $2892.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                    | Keurig Dr Pepper, Inc.                                                 | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       265 | NS      | $8760.90      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  17000000 | PA      | $-1768.71     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                    | Southwest Airlines Co.                                                 | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Short            | EC               | CORP              | US        |      -886 | NS      | $-28741.84    | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp.                                       | First Horizon Corp.                                                    | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Short            | EC               | CORP              | US        |     -1365 | NS      | $-28938.00    | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Ltd.                                             | Brambles Ltd.                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | AU        |      -981 | NS      | $-15150.36    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                    | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |      4658 | NS      | $26831.99     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Home BancShares, Inc.                                     | Home BancShares, Inc.                                                  | CUSIP: 436893200<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -475 | NS      | $-13518.50    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes, Inc.                                    | Invitation Homes, Inc.                                                 | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       831 | NS      | $27256.80     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                                   | Arch Capital Group Ltd.                                                | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |       447 | NS      | $40699.35     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1633.82     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GoDaddy, Inc.                                             | GoDaddy, Inc., Class A                                                 | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       347 | NS      | $62480.82     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide SA                                            | Air Liquide SA                                                         | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Short            | EC               | CORP              | FR        |      -324 | NS      | $-66809.17    | -0.66%            |  |  |  | No            |                  2 | On Loan: No      |
| Federated Hermes, Inc.                                    | Federated Hermes, Inc., Class B                                        | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |       240 | NS      | $10636.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4816.10      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                            | Fortinet, Inc.                                                         | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       339 | NS      | $35839.08     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonova Holding AG                                         | Sonova Holding AG (Registered)                                         | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Short            | EC               | CORP              | CH        |      -138 | NS      | $-41155.12    | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                         | Black Hills Corp.                                                      | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Short            | EC               | CORP              | US        |       -78 | NS      | $-4375.80     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co. (The)                                          | Timken Co. (The)                                                       | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Short            | EC               | CORP              | US        |      -312 | NS      | $-22635.60    | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Telix Pharmaceuticals Ltd.                                | Telix Pharmaceuticals Ltd.                                             | CUSIP: N/A<br>LEI: 894500HTWOOGIHLLSB86       | Short            | EC               | CORP              | AU        |     -2131 | NS      | $-34229.32    | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | HSCEI                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |         1 | NC      | $-775.04      | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp.                                           | Open Text Corp.                                                        | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Short            | EC               | CORP              | CA        |       -92 | NS      | $-2688.22     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Symrise AG                                                | Symrise AG, Class A                                                    | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Short            | EC               | CORP              | DE        |      -553 | NS      | $-57990.01    | -0.57%            |  |  |  | No            |                  2 | On Loan: No      |
| Super Micro Computer, Inc.                                | Super Micro Computer, Inc.                                             | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               | CORP              | US        |      -776 | NS      | $-38031.76    | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd.                                            | BHP Group Ltd.                                                         | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       374 | NS      | $8997.54      | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Secom Co. Ltd.                                            | Secom Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Short            | EC               | CORP              | JP        |      -400 | NS      | $-14369.97    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Whitecap Resources, Inc.                                  | Whitecap Resources, Inc.                                               | CUSIP: 96467A200<br>LEI: 894500O7XZ1G8OL9CB28 | Long             | EC               | CORP              | CA        |      1513 | NS      | $10166.29     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $9.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirax Group plc                                          | Spirax Group plc                                                       | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Short            | EC               | CORP              | GB        |      -292 | NS      | $-23877.49    | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                     | Sumitomo Mitsui Financial Group, Inc.                                  | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |      1300 | NS      | $32735.25     | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp.                                        | Nippon Steel Corp.                                                     | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |      3600 | NS      | $68082.97     | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| IGM Financial, Inc.                                       | IGM Financial, Inc.                                                    | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Short            | EC               | CORP              | CA        |      -495 | NS      | $-15637.89    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp.                                              | Gentex Corp.                                                           | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Short            | EC               | CORP              | US        |     -3400 | NS      | $-74766.00    | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp.                                          | Murphy Oil Corp.                                                       | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Short            | EC               | CORP              | US        |      -115 | NS      | $-2587.50     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Kansai Electric Power Co., Inc. (The)                     | Kansai Electric Power Co., Inc. (The)                                  | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |       900 | NS      | $10673.84     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SouthState Corp.                                          | SouthState Corp.                                                       | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |       125 | NS      | $11503.75     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply, Inc.                            | SiteOne Landscape Supply, Inc.                                         | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |        22 | NS      | $2660.68      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce, Inc.                                            | Dayforce, Inc.                                                         | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |       196 | NS      | $10856.44     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos., Inc. (The)                                   | Cooper Cos., Inc. (The)                                                | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |        90 | NS      | $6404.40      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                             | Chevron Corp.                                                          | CUSIP: 166764100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -344 | NS      | $-49257.36    | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-109.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                  | Infineon Technologies AG                                               | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Short            | EC               | CORP              | DE        |     -1721 | NS      | $-73438.59    | -0.73%            |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                                  | Adyen NV                                                               | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Short            | EC               | CORP              | NL        |       -29 | NS      | $-53259.58    | -0.53%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                     | Gilead Sciences, Inc.                                                  | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Short            | EC               | CORP              | US        |       -41 | NS      | $-4545.67     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| United Utilities Group plc                                | United Utilities Group plc                                             | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |       217 | NS      | $3407.49      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimamura Co. Ltd.                                        | Shimamura Co. Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       400 | NS      | $28066.43     | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                                       | GXO Logistics, Inc.                                                    | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Short            | EC               | CORP              | US        |      -691 | NS      | $-33651.70    | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co., Inc.                                            | Trex Co., Inc.                                                         | CUSIP: 89531P105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -62 | NS      | $-3371.56     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Equifax, Inc.                                             | Equifax, Inc.                                                          | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Short            | EC               | CORP              | US        |       -56 | NS      | $-14524.72    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | S&P Midcap 400 E-Mini Index                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $4011.92      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroStrategy, Inc.                                       | MicroStrategy, Inc., Class A                                           | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EC               | CORP              | US        |      -116 | NS      | $-46890.68    | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty, Inc.                                         | Ulta Beauty, Inc.                                                      | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         6 | NS      | $2806.92      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral, Inc.                                         | RingCentral, Inc., Class A                                             | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Short            | EC               | CORP              | US        |      -313 | NS      | $-8873.55     | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings, Inc.                                    | OneMain Holdings, Inc.                                                 | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Short            | EC               | CORP              | US        |       -48 | NS      | $-2736.00     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                                     | Cardinal Health, Inc.                                                  | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       234 | NS      | $39312.00     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Total Return Swap                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |    564812 | PA      | $1389.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                                    | UCB SA                                                                 | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Short            | EC               | CORP              | BE        |      -150 | NS      | $-29513.68    | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                           | Live Nation Entertainment, Inc.                                        | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |      -197 | NS      | $-29802.16    | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                                      | United Rentals, Inc.                                                   | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Short            | EC               | CORP              | US        |       -66 | NS      | $-49724.40    | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Shimadzu Corp.                                            | Shimadzu Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |     -1600 | NS      | $-39556.81    | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                    | Antero Resources Corp.                                                 | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       191 | NS      | $7693.48      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp.                               | Pinnacle West Capital Corp.                                            | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Short            | EC               | CORP              | US        |      -219 | NS      | $-19593.93    | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp.                                     | Associated Banc-Corp.                                                  | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Short            | EC               | CORP              | US        |      -153 | NS      | $-3731.67     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                                       | Expedia Group, Inc.                                                    | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       529 | NS      | $89231.72     | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp.                                              | Enovis Corp.                                                           | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |       688 | NS      | $21575.68     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co.                                       | SEI Investments Co.                                                    | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Short            | EC               | CORP              | US        |      -320 | NS      | $-28755.20    | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                              | Royal Caribbean Cruises Ltd.                                           | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Short            | EC               | CORP              | LR        |      -211 | NS      | $-66072.54    | -0.65%            |  |  |  | No            |                  1 | On Loan: No      |
| Chubu Electric Power Co., Inc.                            | Chubu Electric Power Co., Inc.                                         | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |      3200 | NS      | $39598.18     | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                             | ONE Gas, Inc.                                                          | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Short            | EC               | CORP              | US        |      -760 | NS      | $-54613.60    | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                | US Bancorp                                                             | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       919 | NS      | $41584.75     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                    | Tenet Healthcare Corp.                                                 | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       351 | NS      | $61776.00     | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                                    | ON Semiconductor Corp.                                                 | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               | CORP              | US        |       -73 | NS      | $-3825.93     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Corp.                                             | Olympus Corp.                                                          | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |      1000 | NS      | $11878.32     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortis, Inc.                                              | Fortis, Inc.                                                           | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Short            | EC               | CORP              | CA        |      -233 | NS      | $-11125.14    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $958.68       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                              | Dexcom, Inc.                                                           | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       138 | NS      | $12046.02     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares, Inc.                                   | United Bankshares, Inc.                                                | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Short            | EC               | CORP              | US        |      -891 | NS      | $-32459.13    | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co.                                  | Arthur J Gallagher & Co.                                               | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Short            | EC               | CORP              | US        |      -235 | NS      | $-75228.20    | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                                          | Transurban Group                                                       | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Short            | EC               | CORP              | AU        |      -704 | NS      | $-6477.48     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                 | Essential Utilities, Inc.                                              | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Short            | EC               | CORP              | US        |      -397 | NS      | $-14744.58    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                         | Yum! Brands, Inc.                                                      | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Short            | EC               | CORP              | US        |       -34 | NS      | $-5038.12     | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                               | ONEOK, Inc.                                                            | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Short            | EC               | CORP              | US        |      -527 | NS      | $-43019.01    | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Sika AG                                                   | Sika AG (Registered)                                                   | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Short            | EC               | CORP              | CH        |       -91 | NS      | $-24759.64    | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Corp.                           | Brookfield Infrastructure Corp., Class A                               | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | CA        |       125 | NS      | $5201.03      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                                 | Rockwell Automation, Inc.                                              | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        16 | NS      | $5314.72      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-471.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Synovus Financial Corp.                                   | Synovus Financial Corp.                                                | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |       727 | NS      | $37622.25     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                              | Macy's, Inc.                                                           | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |       458 | NS      | $5340.28      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta, Inc.                                              | Azenta, Inc.                                                           | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |       525 | NS      | $16159.50     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                                        | nVent Electric plc                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | IE        |       -48 | NS      | $-3516.00     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                                     | Deutsche Lufthansa AG (Registered)                                     | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | EC               | CORP              | DE        |      4322 | NS      | $36692.22     | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| LY Corp.                                                  | LY Corp.                                                               | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |      3400 | NS      | $12520.86     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | NDIRS                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 115000000 | PA      | $-197.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp.                                              | ITOCHU Corp.                                                           | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Short            | EC               | CORP              | JP        |      -100 | NS      | $-5236.50     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                    | Lincoln National Corp.                                                 | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Short            | EC               | CORP              | US        |      -221 | NS      | $-7646.60     | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                       | Kinder Morgan, Inc.                                                    | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Short            | EC               | CORP              | US        |      -280 | NS      | $-8232.00     | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Talanx AG                                                 | Talanx AG                                                              | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |       199 | NS      | $25798.71     | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                           | Microsoft Corp.                                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Short            | EC               | CORP              | US        |      -362 | NS      | $-180062.42   | -1.78%            |  |  |  | No            |                  1 | On Loan: No      |
| Bollore SE                                                | Bollore SE                                                             | CUSIP: N/A<br>LEI: 969500LEKCHH6VV86P94       | Short            | EC               | CORP              | FR        |     -1357 | NS      | $-8529.29     | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Boston Beer Co., Inc. (The)                               | Boston Beer Co., Inc. (The), Class A                                   | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Short            | EC               | CORP              | US        |       -69 | NS      | $-13165.89    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-173.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8978.47      | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | CDI                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     50000 | PA      | $-60.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                     | Alexandria Real Estate Equities, Inc.                                  | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       627 | NS      | $45539.01     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp.                                         | W R Berkley Corp.                                                      | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       209 | NS      | $15355.23     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands, Inc.                                     | BellRing Brands, Inc.                                                  | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |       756 | NS      | $43795.08     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                                      | Travel + Leisure Co.                                                   | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |       405 | NS      | $20902.05     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia OYJ                                                 | Nokia OYJ                                                              | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Short            | EC               | CORP              | FI        |    -16834 | NS      | $-87345.38    | -0.86%            |  |  |  | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                     | Matador Resources Co.                                                  | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |       504 | NS      | $24050.88     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Generali                                                  | Generali                                                               | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |      2552 | NS      | $90778.52     | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Harley-Davidson, Inc.                                     | Harley-Davidson, Inc.                                                  | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Short            | EC               | CORP              | US        |      -916 | NS      | $-21617.60    | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp                                          | Wartsila OYJ Abp                                                       | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |      1743 | NS      | $41194.69     | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Niterra Co. Ltd.                                          | Niterra Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               | CORP              | JP        |       600 | NS      | $19948.99     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Fraport AG Frankfurt Airport Services Worldwide           | Fraport AG Frankfurt Airport Services Worldwide                        | CUSIP: N/A<br>LEI: 5299001ERX0K10IZUL40       | Short            | EC               | CORP              | DE        |       -44 | NS      | $-3319.35     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                          | Goodyear Tire & Rubber Co. (The)                                       | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      1474 | NS      | $15285.38     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Koito Manufacturing Co. Ltd.                              | Koito Manufacturing Co. Ltd.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1900 | NS      | $22710.75     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                             | PepsiCo, Inc.                                                          | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       676 | NS      | $89259.04     | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandai Namco Holdings, Inc.                               | Bandai Namco Holdings, Inc.                                            | CUSIP: N/A<br>LEI: 3538008EFEM34VRJDQ95       | Long             | EC               | CORP              | JP        |       700 | NS      | $25087.45     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Corning, Inc.                                             | Corning, Inc.                                                          | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |        52 | NS      | $2734.68      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | CBOE Volatility Index                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-71.31       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                                          | McDonald's Corp.                                                       | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Short            | EC               | CORP              | US        |      -342 | NS      | $-99922.14    | -0.99%            |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                                 | KBR, Inc.                                                              | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |       366 | NS      | $17546.04     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                       | Fifth Third Bancorp                                                    | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       813 | NS      | $33438.69     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                              | Coca-Cola Consolidated, Inc.                                           | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       519 | NS      | $57946.35     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                                          | AptarGroup, Inc.                                                       | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       125 | NS      | $19553.75     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Asics Corp.                                               | Asics Corp.                                                            | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |      1800 | NS      | $45900.69     | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                       | Realty Income Corp.                                                    | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Short            | EC               | CORP              | US        |      -923 | NS      | $-53174.03    | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| Toho Co. Ltd.                                             | Toho Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 529900IYHHYWU4O3H185       | Short            | EC               | CORP              | JP        |     -1000 | NS      | $-58995.85    | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| New Jersey Resources Corp.                                | New Jersey Resources Corp.                                             | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Short            | EC               | CORP              | US        |     -1090 | NS      | $-48853.80    | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                            | Broadcom, Inc.                                                         | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Short            | EC               | CORP              | US        |       -26 | NS      | $-7166.90     | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                                              | Watsco, Inc.                                                           | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Short            | EC               | CORP              | US        |       -14 | NS      | $-6182.68     | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1000000 | PA      | $-104.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp.                           | Mitsubishi Chemical Group Corp.                                        | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Long             | EC               | CORP              | JP        |     11600 | NS      | $60969.88     | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Construction Machinery Co. Ltd.                   | Hitachi Construction Machinery Co. Ltd.                                | CUSIP: N/A<br>LEI: 5493009B7C53PDH8W826       | Long             | EC               | CORP              | JP        |       100 | NS      | $2979.92      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  80000000 | PA      | $-820.64      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $-259.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IAC, Inc.                                                 | IAC, Inc.                                                              | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Short            | EC               | CORP              | US        |      -113 | NS      | $-4219.42     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp.                                             | Oshkosh Corp.                                                          | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |        65 | NS      | $7380.10      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                                         | HF Sinclair Corp.                                                      | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Short            | EC               | CORP              | US        |      -485 | NS      | $-19923.80    | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $184.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2100000 | PA      | $1471.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd.                                     | Woolworths Group Ltd.                                                  | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Short            | EC               | CORP              | AU        |     -3456 | NS      | $-70792.05    | -0.70%            |  |  |  | No            |                  2 | On Loan: No      |
| Silicon Laboratories, Inc.                                | Silicon Laboratories, Inc.                                             | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |       146 | NS      | $21514.56     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations, Inc.                          | Fortune Brands Innovations, Inc.                                       | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Short            | EC               | CORP              | US        |      -371 | NS      | $-19099.08    | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | CDI                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     50000 | PA      | $367.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                          | Mitsubishi Corp.                                                       | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |      1400 | NS      | $27974.64     | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                       | CNX Resources Corp.                                                    | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |       372 | NS      | $12528.96     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  12500000 | PA      | $2298.46      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  17000000 | PA      | $-1768.71     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                          | ArcelorMittal SA                                                       | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Short            | EC               | CORP              | LU        |      -907 | NS      | $-28801.16    | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   5500000 | PA      | $1209.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT AB                                                    | EQT AB                                                                 | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Short            | EC               | CORP              | SE        |     -1894 | NS      | $-63536.14    | -0.63%            |  |  |  | No            |                  2 | On Loan: No      |
| IDP Education Ltd.                                        | IDP Education Ltd.                                                     | CUSIP: N/A<br>LEI: 98450014FAFE73Q0A257       | Short            | EC               | CORP              | AU        |    -10133 | NS      | $-24534.96    | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services, Inc.                          | JB Hunt Transport Services, Inc.                                       | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       535 | NS      | $76826.00     | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                     | AECOM                                                                  | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Short            | EC               | CORP              | US        |       -95 | NS      | $-10721.70    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder, Inc.                                      | Light & Wonder, Inc.                                                   | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |       258 | NS      | $24835.08     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Italia SpA                                        | Telecom Italia SpA                                                     | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | EC               | CORP              | IT        |     34395 | NS      | $16995.12     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                     | Nomura Holdings, Inc.                                                  | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |      7000 | NS      | $46127.92     | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group, Inc.                                | Simon Property Group, Inc.                                             | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Short            | EC               | CORP              | US        |      -154 | NS      | $-24757.04    | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  12000000 | PA      | $-8566.77     | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Holdings, Inc.                                     | Affirm Holdings, Inc., Class A                                         | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        73 | NS      | $5047.22      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                                      | PPG Industries, Inc.                                                   | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       289 | NS      | $32873.75     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US, Inc.                                         | T-Mobile US, Inc.                                                      | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       208 | NS      | $49558.08     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Sompo Holdings, Inc.                                      | Sompo Holdings, Inc.                                                   | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Short            | EC               | CORP              | JP        |      -700 | NS      | $-21094.36    | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | 3 Month SONIA                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -6 | NC      | $-1066.32     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Evercore, Inc.                                            | Evercore, Inc., Class A                                                | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |        70 | NS      | $18901.40     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $868.47       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co.                                 | Central Japan Railway Co.                                              | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Long             | EC               | CORP              | JP        |      1400 | NS      | $31296.42     | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd.                               | Axalta Coating Systems Ltd.                                            | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |      1257 | NS      | $37320.33     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Insurance Australia Group Ltd.                            | Insurance Australia Group Ltd.                                         | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Short            | EC               | CORP              | AU        |     -1065 | NS      | $-6331.45     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd.                                                  | CSL Ltd.                                                               | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Short            | EC               | CORP              | AU        |      -357 | NS      | $-56391.95    | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| Coty, Inc.                                                | Coty, Inc., Class A                                                    | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Short            | EC               | CORP              | US        |     -3285 | NS      | $-15275.25    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | NDIRS                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   9000000 | PA      | $-206.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                       | Valero Energy Corp.                                                    | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Short            | EC               | CORP              | US        |       -41 | NS      | $-5511.22     | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                                           | Norsk Hydro ASA                                                        | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |       516 | NS      | $2954.82      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                | Sherwin-Williams Co. (The)                                             | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Short            | EC               | CORP              | US        |       -91 | NS      | $-31245.76    | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                                            | Enbridge, Inc.                                                         | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Short            | EC               | CORP              | CA        |      -959 | NS      | $-43486.87    | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Aberdeen Group plc                                        | Aberdeen Group plc                                                     | CUSIP: N/A<br>LEI: 0TMBS544NMO7GLCE7H90       | Short            | EC               | CORP              | GB        |     -4922 | NS      | $-12672.99    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Independence Realty Trust, Inc.                           | Independence Realty Trust, Inc.                                        | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Short            | EC               | CORP              | US        |     -3523 | NS      | $-62321.87    | -0.62%            |  |  |  | No            |                  1 | On Loan: No      |
| Concordia Financial Group Ltd.                            | Concordia Financial Group Ltd.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6700 | NS      | $43481.48     | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                      | Northern Trust Corp.                                                   | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Short            | EC               | CORP              | US        |      -264 | NS      | $-33472.56    | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  40000000 | PA      | $-309.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                             | Assa Abloy AB, Class B                                                 | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Short            | EC               | CORP              | SE        |      -759 | NS      | $-23729.11    | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| George Weston Ltd.                                        | George Weston Ltd.                                                     | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |       257 | NS      | $51543.43     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $124.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp.                                                 | Fox Corp., Class A                                                     | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Short            | EC               | CORP              | US        |     -1345 | NS      | $-75373.80    | -0.75%            |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                                               | Ciena Corp.                                                            | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       437 | NS      | $35541.21     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                                                 | Holcim AG                                                              | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |      1782 | NS      | $132329.79    | 1.31%             |  |  |  | No            |                  2 | On Loan: No      |
| HP, Inc.                                                  | HP, Inc.                                                               | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       639 | NS      | $15629.94     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $958.86       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Avient Corp.                                              | Avient Corp.                                                           | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Short            | EC               | CORP              | US        |       -98 | NS      | $-3166.38     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA, Inc.                                          | Murphy USA, Inc.                                                       | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Short            | EC               | CORP              | US        |       -49 | NS      | $-19933.20    | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                                           | Primerica, Inc.                                                        | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |        10 | NS      | $2736.70      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos., Inc.                                       | Carlisle Cos., Inc.                                                    | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Short            | EC               | CORP              | US        |       -36 | NS      | $-13442.40    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                                         | Lowe's Cos., Inc.                                                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        60 | NS      | $13312.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                      | Analog Devices, Inc.                                                   | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        61 | NS      | $14519.22     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UiPath, Inc.                                              | UiPath, Inc., Class A                                                  | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |      1818 | NS      | $23270.40     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay, Inc.                                                | eBay, Inc.                                                             | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Short            | EC               | CORP              | US        |      -423 | NS      | $-31496.58    | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co. Ltd.                                 | Sekisui Chemical Co. Ltd.                                              | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Short            | EC               | CORP              | JP        |      -900 | NS      | $-16299.61    | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| MISUMI Group, Inc.                                        | MISUMI Group, Inc.                                                     | CUSIP: N/A<br>LEI: 353800SJWGE5BEK2V032       | Long             | EC               | CORP              | JP        |      2100 | NS      | $28052.82     | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | NDIRS                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2500000 | PA      | $-102.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $-22.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Masco Corp.                                               | Masco Corp.                                                            | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Short            | EC               | CORP              | US        |      -273 | NS      | $-17570.28    | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                             | Honeywell International, Inc.                                          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Short            | EC               | CORP              | US        |      -105 | NS      | $-24452.40    | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                            | Wyndham Hotels & Resorts, Inc.                                         | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Short            | EC               | CORP              | US        |      -478 | NS      | $-38818.38    | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Harvey Norman Holdings Ltd.                               | Harvey Norman Holdings Ltd.                                            | CUSIP: N/A<br>LEI: 529900ONRWOF42PYKU59       | Long             | EC               | CORP              | AU        |      2516 | NS      | $8729.14      | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UMB Financial Corp.                                       | UMB Financial Corp.                                                    | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Short            | EC               | CORP              | US        |      -201 | NS      | $-21137.16    | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                                   | Applied Materials, Inc.                                                | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       176 | NS      | $32220.32     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-289.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                   | Quest Diagnostics, Inc.                                                | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Short            | EC               | CORP              | US        |      -504 | NS      | $-90533.52    | -0.90%            |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp.                                              | Lennar Corp., Class A                                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Short            | EC               | CORP              | US        |      -246 | NS      | $-27210.06    | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                       | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       260 | NS      | $84869.17     | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                | Allianz SE (Registered)                                                | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |       351 | NS      | $142447.57    | 1.41%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | DJIA CBOT E-Mini Index                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1 | NC      | $-4411.54     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | NDIRS                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   5000000 | PA      | $-8.08        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Envista Holdings Corp.                                    | Envista Holdings Corp.                                                 | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Short            | EC               | CORP              | US        |     -1215 | NS      | $-23741.10    | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-9.35        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bellway plc                                               | Bellway plc                                                            | CUSIP: N/A<br>LEI: 213800CY4L3HST4FGZ98       | Short            | EC               | CORP              | GB        |      -552 | NS      | $-21867.44    | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corp.                                               | Denso Corp.                                                            | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |      1900 | NS      | $25641.05     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Sembcorp Industries Ltd.                                  | Sembcorp Industries Ltd.                                               | CUSIP: N/A<br>LEI: 254900J0FF14U6TPQM96       | Long             | EC               | CORP              | SG        |      2100 | NS      | $11312.89     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Penumbra, Inc.                                            | Penumbra, Inc.                                                         | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |       133 | NS      | $34131.79     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates, Inc.                                | Manhattan Associates, Inc.                                             | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       356 | NS      | $70299.32     | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty, Inc.                           | Rexford Industrial Realty, Inc.                                        | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |       181 | NS      | $6438.17      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-109.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Synaptics, Inc.                                           | Synaptics, Inc.                                                        | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |        82 | NS      | $5315.24      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kesko OYJ                                                 | Kesko OYJ, Class B                                                     | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Short            | EC               | CORP              | FI        |      -912 | NS      | $-22493.72    | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Dillard's, Inc.                                           | Dillard's, Inc., Class A                                               | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |        17 | NS      | $7103.11      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software, Inc.                       | Take-Two Interactive Software, Inc.                                    | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       215 | NS      | $52212.75     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp.                            | International Bancshares Corp.                                         | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |       297 | NS      | $19768.32     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ANA Holdings, Inc.                                        | ANA Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Long             | EC               | CORP              | JP        |      2200 | NS      | $43076.12     | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $108.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                 | Westinghouse Air Brake Technologies Corp.                              | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Short            | EC               | CORP              | US        |       -41 | NS      | $-8583.35     | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Electric Corp.                                   | Yokogawa Electric Corp.                                                | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |      1800 | NS      | $48084.95     | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Gas Holdings, Inc.                              | Southwest Gas Holdings, Inc.                                           | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Short            | EC               | CORP              | US        |      -588 | NS      | $-43741.32    | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 735000000 | PA      | $-2585.21     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Samsara, Inc.                                             | Samsara, Inc., Class A                                                 | CUSIP: 79589L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       240 | NS      | $9547.20      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp.                                                | KDDI Corp.                                                             | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |      2700 | NS      | $46360.58     | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp.                                                 | KLA Corp.                                                              | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Short            | EC               | CORP              | US        |       -63 | NS      | $-56431.62    | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances, Inc.                  | International Flavors & Fragrances, Inc.                               | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       146 | NS      | $10738.30     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto plc                                             | Rio Tinto plc                                                          | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Short            | EC               | CORP              | GB        |      -771 | NS      | $-44875.37    | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7764.79     | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                         | Cigna Group (The)                                                      | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       111 | NS      | $36694.38     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group plc                                              | BT Group plc                                                           | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Short            | EC               | CORP              | GB        |    -12856 | NS      | $-34231.97    | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Exponent, Inc.                                            | Exponent, Inc.                                                         | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Short            | EC               | CORP              | US        |       -35 | NS      | $-2614.85     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| TOPPAN Holdings, Inc.                                     | TOPPAN Holdings, Inc.                                                  | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |       800 | NS      | $21733.62     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                              | Vertex Pharmaceuticals, Inc.                                           | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Short            | EC               | CORP              | US        |       -26 | NS      | $-11575.20    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                                   | Mohawk Industries, Inc.                                                | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       336 | NS      | $35226.24     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivendi SE                                                | Vivendi SE                                                             | CUSIP: N/A<br>LEI: 969500FU4DRAEVJW7U54       | Long             | EC               | CORP              | FR        |      3424 | NS      | $11811.29     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mettler-Toledo International, Inc.                        | Mettler-Toledo International, Inc.                                     | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Short            | EC               | CORP              | US        |       -16 | NS      | $-18795.52    | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | SPI 200 Index                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |        -1 | NC      | $-148.94      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                     | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |      2074 | NS      | $39236.53     | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-53.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| F5, Inc.                                                  | F5, Inc.                                                               | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        18 | NS      | $5297.76      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                               | RenaissanceRe Holdings Ltd.                                            | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |        94 | NS      | $22832.60     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp.                                           | Atlassian Corp., Class A                                               | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       366 | NS      | $74330.94     | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                                     | Sun Communities, Inc.                                                  | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Short            | EC               | CORP              | US        |      -119 | NS      | $-15052.31    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Whitehaven Coal Ltd.                                      | Whitehaven Coal Ltd.                                                   | CUSIP: N/A<br>LEI: 529900WCZ4I6ZO3RRP86       | Long             | EC               | CORP              | AU        |      1471 | NS      | $5251.06      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $467.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurizon Holdings Ltd.                                     | Aurizon Holdings Ltd.                                                  | CUSIP: N/A<br>LEI: 5299005PC1O6NOWL3H48       | Long             | EC               | CORP              | AU        |      1344 | NS      | $2680.82      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                          | Amazon.com, Inc.                                                       | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Short            | EC               | CORP              | US        |      -235 | NS      | $-51556.65    | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Bankinter SA                                              | Bankinter SA                                                           | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |      4766 | NS      | $62217.62     | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings plc                           | Seagate Technology Holdings plc                                        | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |       194 | NS      | $28000.02     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                              | Verizon Communications, Inc.                                           | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Short            | EC               | CORP              | US        |     -1348 | NS      | $-58327.96    | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop, Inc.                                            | Wingstop, Inc.                                                         | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |        17 | NS      | $5724.58      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay, Inc.                                              | Corpay, Inc.                                                           | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Short            | EC               | CORP              | US        |       -28 | NS      | $-9290.96     | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                                | Siemens AG (Registered)                                                | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Short            | EC               | CORP              | DE        |       -93 | NS      | $-23887.81    | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Ferrovial SE                                              | Ferrovial SE                                                           | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Short            | EC               | CORP              | NL        |      -894 | NS      | $-47688.38    | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp.                                                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | EC               | CORP              | US        |      -115 | NS      | $-5441.80     | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections, Inc.                                   | Waste Connections, Inc.                                                | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Short            | EC               | CORP              | CA        |      -198 | NS      | $-36970.56    | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $321.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | NDIRS                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 115000000 | PA      | $-197.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rayonier, Inc.                                            | Rayonier, Inc.                                                         | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Short            | EC               | CORP              | US        |      -158 | NS      | $-3504.44     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics, Inc.                                        | 10X Genomics, Inc., Class A                                            | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Short            | EC               | CORP              | US        |      -849 | NS      | $-9831.42     | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                              | Zimmer Biomet Holdings, Inc.                                           | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       485 | NS      | $44236.85     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                    | SGS SA (Registered)                                                    | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |       633 | NS      | $64272.07     | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| MEIJI Holdings Co. Ltd.                                   | MEIJI Holdings Co. Ltd.                                                | CUSIP: N/A<br>LEI: 5299002D52YIP6DWMV49       | Short            | EC               | CORP              | JP        |      -300 | NS      | $-6634.14     | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Five Below, Inc.                                          | Five Below, Inc.                                                       | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Short            | EC               | CORP              | US        |      -272 | NS      | $-35680.96    | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                 | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Short            | EC               | CORP              | DE        |       -82 | NS      | $-25073.91    | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| RPM International, Inc.                                   | RPM International, Inc.                                                | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Short            | EC               | CORP              | US        |      -572 | NS      | $-62828.48    | -0.62%            |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co.                                           | Halliburton Co.                                                        | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      2061 | NS      | $42003.18     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                     | Targa Resources Corp.                                                  | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Short            | EC               | CORP              | US        |      -100 | NS      | $-17408.00    | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp.                                             | Insulet Corp.                                                          | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |         9 | NS      | $2827.62      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                                     | Delta Air Lines, Inc.                                                  | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      1048 | NS      | $51540.64     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial, Inc.                               | Brighthouse Financial, Inc.                                            | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Short            | EC               | CORP              | US        |      -174 | NS      | $-9355.98     | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Limited Purpose Cash Investment Fund                      | Limited Purpose Cash Investment Fund                                   | CUSIP: 90262Y729<br>LEI: 549300GUQBQJ6160QP80 | Long             | STIV             | RF                | US        |   2241781 | NS      | $2241108.45   | 22.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                                  | Option Care Health, Inc.                                               | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Short            | EC               | CORP              | US        |      -426 | NS      | $-13836.48    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                            | ConocoPhillips                                                         | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       323 | NS      | $28986.02     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-173.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                    | Norfolk Southern Corp.                                                 | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Short            | EC               | CORP              | US        |      -140 | NS      | $-35835.80    | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Ltd.                                   | ANZ Group Holdings Ltd.                                                | CUSIP: N/A<br>LEI: 9845005D9C6BAA10BK72       | Long             | EC               | CORP              | AU        |      4116 | NS      | $78931.65     | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-112.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                         | American Electric Power Co., Inc.                                      | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       359 | NS      | $37249.84     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamato Holdings Co. Ltd.                                  | Yamato Holdings Co. Ltd.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2500 | NS      | $33459.40     | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Landstar System, Inc.                                     | Landstar System, Inc.                                                  | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Short            | EC               | CORP              | US        |       -58 | NS      | $-8063.16     | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | NDIRS                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 390000000 | PA      | $-151.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vontier Corp.                                             | Vontier Corp.                                                          | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |       408 | NS      | $15055.20     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                                     | Commercial Metals Co.                                                  | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |       377 | NS      | $18439.07     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    500000 | PA      | $88.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    200000 | PA      | $353.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comerica, Inc.                                            | Comerica, Inc.                                                         | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Short            | EC               | CORP              | US        |     -1293 | NS      | $-77127.45    | -0.76%            |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                       | Huntington Ingalls Industries, Inc.                                    | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Short            | EC               | CORP              | US        |       -63 | NS      | $-15211.98    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      2570 | NS      | $47353.90     | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| DXC Technology Co.                                        | DXC Technology Co.                                                     | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Short            | EC               | CORP              | US        |      -541 | NS      | $-8271.89     | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Sojitz Corp.                                              | Sojitz Corp.                                                           | CUSIP: N/A<br>LEI: 5493004SE33MRLPB1W98       | Long             | EC               | CORP              | JP        |      1800 | NS      | $44232.37     | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions, Inc.                      | Broadridge Financial Solutions, Inc.                                   | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       157 | NS      | $38155.71     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties, Inc.                                     | VICI Properties, Inc., Class A                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Short            | EC               | CORP              | US        |     -1360 | NS      | $-44336.00    | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co., Inc.                                     | McCormick & Co., Inc. (Non-Voting)                                     | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Short            | EC               | CORP              | US        |      -205 | NS      | $-15543.10    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                                | Charles Schwab Corp. (The)                                             | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |        44 | NS      | $4014.56      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Accor SA                                                  | Accor SA                                                               | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |       159 | NS      | $8332.95      | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $180.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pure Storage, Inc.                                        | Pure Storage, Inc., Class A                                            | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |       358 | NS      | $20613.64     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti, Inc.                                            | Ubiquiti, Inc.                                                         | CUSIP: 90353W103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -90 | NS      | $-37048.50    | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Prologis, Inc.                                            | Prologis, Inc.                                                         | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Short            | EC               | CORP              | US        |      -396 | NS      | $-41627.52    | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Yakult Honsha Co. Ltd.                                    | Yakult Honsha Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 353800YJPSPGG7KI0S71       | Short            | EC               | CORP              | JP        |     -2100 | NS      | $-39549.34    | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Bentley Systems, Inc.                                     | Bentley Systems, Inc., Class B                                         | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Short            | EC               | CORP              | US        |      -648 | NS      | $-34972.56    | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment, Inc.                                  | Penn Entertainment, Inc.                                               | CUSIP: 707569109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2904 | NS      | $-51894.48    | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                            | Synopsys, Inc.                                                         | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Short            | EC               | CORP              | US        |       -97 | NS      | $-49729.96    | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                                         | Tyson Foods, Inc., Class A                                             | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      1778 | NS      | $99461.32     | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.                           | MSC Industrial Direct Co., Inc., Class A                               | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |        70 | NS      | $5951.40      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts, Inc.                               | Park Hotels & Resorts, Inc.                                            | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |      1046 | NS      | $10700.58     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                                 | Akamai Technologies, Inc.                                              | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       103 | NS      | $8215.28      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Yusen KK                                           | Nippon Yusen KK                                                        | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |      1700 | NS      | $61157.44     | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Lundin Mining Corp.                                       | Lundin Mining Corp.                                                    | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Short            | EC               | CORP              | CA        |     -4694 | NS      | $-49361.54    | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Motors Corp.                                   | Mitsubishi Motors Corp.                                                | CUSIP: N/A<br>LEI: 5299006ZTN6MO1N5BR16       | Short            | EC               | CORP              | JP        |    -11600 | NS      | $-32798.56    | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                          | Boeing Co. (The)                                                       | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Short            | EC               | CORP              | US        |      -183 | NS      | $-38343.99    | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Euro STOXX 50 Index                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         5 | NC      | $2314.32      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group, Inc.                             | American Airlines Group, Inc.                                          | CUSIP: 02376R102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2386 | NS      | $-26770.92    | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                       | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Short            | EC               | CORP              | NL        |      -311 | NS      | $-8492.15     | -0.08%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Arcadis NV                                                | Arcadis NV                                                             | CUSIP: N/A<br>LEI: 7245000UZH70GO047N03       | Long             | EC               | CORP              | NL        |       241 | NS      | $11702.96     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BILL Holdings, Inc.                                       | BILL Holdings, Inc.                                                    | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Short            | EC               | CORP              | US        |      -689 | NS      | $-31873.14    | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Aisin Corp.                                               | Aisin Corp.                                                            | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |      3500 | NS      | $44773.42     | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Hayward Holdings, Inc.                                    | Hayward Holdings, Inc.                                                 | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       902 | NS      | $12447.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9, Inc.                                               | Five9, Inc.                                                            | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Short            | EC               | CORP              | US        |     -2325 | NS      | $-61566.00    | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corp.                                            | Marubeni Corp.                                                         | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |      2900 | NS      | $58458.91     | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp.                                                 | CSX Corp.                                                              | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Short            | EC               | CORP              | US        |      -764 | NS      | $-24929.32    | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-9.30        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CGI, Inc.                                                 | CGI, Inc.                                                              | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |        70 | NS      | $7351.35      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp.                                            | Westlake Corp.                                                         | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |        77 | NS      | $5846.61      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify NV                                                | Signify NV                                                             | CUSIP: N/A<br>LEI: 549300072P3J1X8NZO35       | Short            | EC               | CORP              | NL        |      -123 | NS      | $-3339.76     | -0.03%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                           | Advanced Drainage Systems, Inc.                                        | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Short            | EC               | CORP              | US        |      -487 | NS      | $-55936.82    | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                                     | STAG Industrial, Inc.                                                  | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Short            | EC               | CORP              | US        |     -1480 | NS      | $-53694.40    | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Airlines Ltd.                                   | Singapore Airlines Ltd.                                                | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |      1800 | NS      | $9872.56      | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Life Financial, Inc.                                  | Sun Life Financial, Inc.                                               | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |        95 | NS      | $6321.24      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                             | Alnylam Pharmaceuticals, Inc.                                          | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Short            | EC               | CORP              | US        |       -27 | NS      | $-8804.43     | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | 3 Month SONIA                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        10 | NC      | $2003.09      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp.                                              | Cintas Corp.                                                           | CUSIP: 172908105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -93 | NS      | $-20726.91    | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Advantest Corp.                                           | Advantest Corp.                                                        | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Short            | EC               | CORP              | JP        |      -400 | NS      | $-29652.42    | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                            | WP Carey, Inc.                                                         | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Short            | EC               | CORP              | US        |      -990 | NS      | $-61756.20    | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co.                                             | Organon & Co.                                                          | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      1320 | NS      | $12777.60     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings, Inc.                               | Tokio Marine Holdings, Inc.                                            | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |       700 | NS      | $29666.74     | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                                   | Saab AB, Class B                                                       | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Short            | EC               | CORP              | SE        |      -282 | NS      | $-15767.55    | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Washington H Soul Pattinson & Co. Ltd.                    | Washington H Soul Pattinson & Co. Ltd.                                 | CUSIP: N/A<br>LEI: 549300G2Q3P6ZVNC1465       | Short            | EC               | CORP              | AU        |      -534 | NS      | $-14762.73    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Duolingo, Inc.                                            | Duolingo, Inc., Class A                                                | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        65 | NS      | $26651.30     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | NDIRS                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2500000 | PA      | $-102.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                                  | Jeronimo Martins SGPS SA                                               | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Short            | EC               | CORP              | PT        |     -1206 | NS      | $-30533.37    | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3314.86     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| IDEXX Laboratories, Inc.                                  | IDEXX Laboratories, Inc.                                               | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        17 | NS      | $9117.78      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   2500000 | PA      | $267.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barry Callebaut AG                                        | Barry Callebaut AG (Registered)                                        | CUSIP: N/A<br>LEI: 213800Y5RWKLDPUTT265       | Short            | EC               | CORP              | CH        |       -37 | NS      | $-40443.56    | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| SEEK Ltd.                                                 | SEEK Ltd.                                                              | CUSIP: N/A<br>LEI: 549300209NEKXBC8QO27       | Long             | EC               | CORP              | AU        |      1550 | NS      | $24529.94     | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                             | Viatris, Inc.                                                          | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      3628 | NS      | $32398.04     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar, Inc.                                         | First Solar, Inc.                                                      | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Short            | EC               | CORP              | US        |      -390 | NS      | $-64560.60    | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-288.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co. Ltd.                                  | SCREEN Holdings Co. Ltd.                                               | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Short            | EC               | CORP              | JP        |      -400 | NS      | $-32524.57    | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Guidewire Software, Inc.                                  | Guidewire Software, Inc.                                               | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |       155 | NS      | $36494.75     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy, Inc.                                  | CenterPoint Energy, Inc.                                               | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Short            | EC               | CORP              | US        |     -1459 | NS      | $-53603.66    | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp.                                        | Toyota Motor Corp.                                                     | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |      1900 | NS      | $32723.68     | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd.                                           | Wesfarmers Ltd.                                                        | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Short            | EC               | CORP              | AU        |       -79 | NS      | $-4408.78     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| AAK AB                                                    | AAK AB                                                                 | CUSIP: N/A<br>LEI: 549300GK4LGIDDWJWL07       | Short            | EC               | CORP              | SE        |     -1001 | NS      | $-26301.08    | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Science Applications International Corp.                  | Science Applications International Corp.                               | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |       408 | NS      | $45944.88     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour SA                                              | Carrefour SA                                                           | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |      5578 | NS      | $78684.56     | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                   | DuPont de Nemours, Inc.                                                | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       599 | NS      | $41085.41     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1500000 | PA      | $-2303.96     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Reynolds Consumer Products, Inc.                          | Reynolds Consumer Products, Inc.                                       | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       413 | NS      | $8846.46      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                        | Equity Residential                                                     | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Short            | EC               | CORP              | US        |      -234 | NS      | $-15792.66    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Toromont Industries Ltd.                                  | Toromont Industries Ltd.                                               | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Short            | EC               | CORP              | CA        |      -178 | NS      | $-15998.11    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                | Genmab A/S                                                             | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |       302 | NS      | $62715.87     | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| ITV plc                                                   | ITV plc                                                                | CUSIP: N/A<br>LEI: ZLECI7ED2QMWFGYCXZ59       | Long             | EC               | CORP              | GB        |     18106 | NS      | $20512.15     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| West Fraser Timber Co. Ltd.                               | West Fraser Timber Co. Ltd.                                            | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Short            | EC               | CORP              | CA        |      -175 | NS      | $-12833.12    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp.                                  | Zebra Technologies Corp., Class A                                      | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |        84 | NS      | $25902.24     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                                 | Janus Henderson Group plc                                              | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |       966 | NS      | $37519.44     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                                     | American Homes 4 Rent, Class A                                         | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Short            | EC               | CORP              | US        |     -1134 | NS      | $-40903.38    | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings, Inc.                          | SS&C Technologies Holdings, Inc.                                       | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |       269 | NS      | $22273.20     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinden Corp.                                              | Kinden Corp.                                                           | CUSIP: N/A<br>LEI: 35380008T6JUN5TU9T34       | Short            | EC               | CORP              | JP        |      -700 | NS      | $-20564.94    | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Ltd.                                 | Wilmar International Ltd.                                              | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Long             | EC               | CORP              | SG        |     13300 | NS      | $30021.82     | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordson Corp.                                             | Nordson Corp.                                                          | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Short            | EC               | CORP              | US        |       -97 | NS      | $-20793.89    | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos., Inc. (The)                                      | TJX Cos., Inc. (The)                                                   | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       424 | NS      | $52359.76     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp.                                                | Olin Corp.                                                             | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |       186 | NS      | $3736.74      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| USS Co. Ltd.                                              | USS Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 5299000RRQD6UZXG4W72       | Long             | EC               | CORP              | JP        |      2200 | NS      | $24246.05     | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Welltower, Inc.                                           | Welltower, Inc.                                                        | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |       261 | NS      | $40123.53     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Skanska AB                                                | Skanska AB, Class B                                                    | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Short            | EC               | CORP              | SE        |      -606 | NS      | $-14116.53    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Highwoods Properties, Inc.                                | Highwoods Properties, Inc.                                             | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Short            | EC               | CORP              | US        |     -1615 | NS      | $-50210.35    | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Taisei Corp.                                              | Taisei Corp.                                                           | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Short            | EC               | CORP              | JP        |      -200 | NS      | $-11648.11    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| WiseTech Global Ltd.                                      | WiseTech Global Ltd.                                                   | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               | CORP              | AU        |       358 | NS      | $25674.28     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Georg Fischer AG                                          | Georg Fischer AG (Registered)                                          | CUSIP: N/A<br>LEI: 529900CMRQYW4U1W2456       | Short            | EC               | CORP              | CH        |      -248 | NS      | $-20297.50    | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                       | Expand Energy Corp.                                                    | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Short            | EC               | CORP              | US        |      -126 | NS      | $-14734.44    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                              | Japan Post Holdings Co. Ltd.                                           | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |      7700 | NS      | $71319.08     | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems, Inc.                            | Monolithic Power Systems, Inc.                                         | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Short            | EC               | CORP              | US        |       -39 | NS      | $-28523.82    | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services, Inc.                        | West Pharmaceutical Services, Inc.                                     | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       108 | NS      | $23630.40     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.                             | Penske Automotive Group, Inc.                                          | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |       102 | NS      | $17524.62     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                                          | ServiceNow, Inc.                                                       | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |         7 | NS      | $7196.56      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  60000000 | PA      | $-316.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    400000 | PA      | $6745.46      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Italgas SpA                                               | Italgas SpA                                                            | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Short            | EC               | CORP              | IT        |     -1362 | NS      | $-11553.46    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                              | Evergy, Inc.                                                           | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Short            | EC               | CORP              | US        |      -686 | NS      | $-47285.98    | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp.                                     | Hancock Whitney Corp.                                                  | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Short            | EC               | CORP              | US        |      -283 | NS      | $-16244.20    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| ZOZO, Inc.                                                | ZOZO, Inc.                                                             | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Short            | EC               | CORP              | JP        |      -800 | NS      | $-8643.76     | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                 | MKS, Inc.                                                              | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Short            | EC               | CORP              | US        |       -84 | NS      | $-8346.24     | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $497.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential plc                                            | Prudential plc                                                         | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Short            | EC               | CORP              | GB        |     -2755 | NS      | $-34482.27    | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                      | Macquarie Group Ltd.                                                   | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Short            | EC               | CORP              | AU        |      -113 | NS      | $-16995.84    | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                           | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Short            | EC               | CORP              | ES        |     -2430 | NS      | $-21055.49    | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                | Ameriprise Financial, Inc.                                             | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       111 | NS      | $59244.03     | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                            | Takeda Pharmaceutical Co. Ltd.                                         | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |      3200 | NS      | $98793.61     | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2700000 | PA      | $-1029.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corp.                             | Wheaton Precious Metals Corp.                                          | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |       681 | NS      | $61241.24     | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                               | Terex Corp.                                                            | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Short            | EC               | CORP              | US        |      -475 | NS      | $-22177.75    | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1185.88     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                       | Coca-Cola Co. (The)                                                    | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Short            | EC               | CORP              | US        |     -1122 | NS      | $-79381.50    | -0.79%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $227.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nemetschek SE                                             | Nemetschek SE                                                          | CUSIP: N/A<br>LEI: 529900R0S2IX1S358J38       | Long             | EC               | CORP              | DE        |       212 | NS      | $30738.48     | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                                | Geberit AG (Registered)                                                | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |        24 | NS      | $18901.08     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| TFI International, Inc.                                   | TFI International, Inc.                                                | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |       477 | NS      | $42818.78     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness, Inc.                                      | Planet Fitness, Inc., Class A                                          | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Short            | EC               | CORP              | US        |      -347 | NS      | $-37840.35    | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $497.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8977.49      | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2000000 | PA      | $1401.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso OYJ                                                 | Metso OYJ                                                              | CUSIP: N/A<br>LEI: 549300R0VN9C371W0E07       | Short            | EC               | CORP              | FI        |     -1181 | NS      | $-15305.56    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                       | General Mills, Inc.                                                    | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Short            | EC               | CORP              | US        |     -2054 | NS      | $-106417.74   | -1.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp.                                  | Manulife Financial Corp.                                               | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |       178 | NS      | $5691.29      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings, Inc.                                      | IQVIA Holdings, Inc.                                                   | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       267 | NS      | $42076.53     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                                 | Zurich Insurance Group AG                                              | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |       120 | NS      | $83966.78     | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Aalberts NV                                               | Aalberts NV                                                            | CUSIP: N/A<br>LEI: 549300EMP9DT6Q35HZ31       | Long             | EC               | CORP              | NL        |       392 | NS      | $14237.17     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ABC-Mart, Inc.                                            | ABC-Mart, Inc.                                                         | CUSIP: N/A<br>LEI: 353800AXWW4CMTSJWL33       | Long             | EC               | CORP              | JP        |      1000 | NS      | $20543.84     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                | Procter & Gamble Co. (The)                                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        44 | NS      | $7010.08      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fast Retailing Co. Ltd.                                   | Fast Retailing Co. Ltd.                                                | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Short            | EC               | CORP              | JP        |      -200 | NS      | $-68572.83    | -0.68%            |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                                               | Aena SME SA                                                            | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |      1373 | NS      | $36650.56     | 0.36%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $-348.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                          | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |       920 | NS      | $61716.71     | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                     | Nissan Motor Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Short            | EC               | CORP              | JP        |    -27700 | NS      | $-67022.35    | -0.66%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  40000000 | PA      | $-309.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ResMed, Inc.                                              | ResMed, Inc.                                                           | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Short            | EC               | CORP              | US        |      -168 | NS      | $-43344.00    | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Euro-OAT                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         2 | NC      | $-784.33      | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies, Inc.                                | Agilent Technologies, Inc.                                             | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       438 | NS      | $51688.38     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                                               | Swisscom AG (Registered)                                               | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Short            | EC               | CORP              | CH        |       -57 | NS      | $-40475.04    | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Amcor plc                                                 | Amcor plc                                                              | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |      5947 | NS      | $54652.93     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources, Inc.                                   | Civitas Resources, Inc.                                                | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Short            | EC               | CORP              | US        |      -746 | NS      | $-20529.92    | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co. plc                                           | Perrigo Co. plc                                                        | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Short            | EC               | CORP              | IE        |      -627 | NS      | $-16753.44    | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    800000 | PA      | $880.70       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                      | Emerson Electric Co.                                                   | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Short            | EC               | CORP              | US        |       -27 | NS      | $-3599.91     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                              | Exelon Corp.                                                           | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Short            | EC               | CORP              | US        |      -441 | NS      | $-19148.22    | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                           | Automatic Data Processing, Inc.                                        | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Short            | EC               | CORP              | US        |      -181 | NS      | $-55820.40    | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                                    | Truist Financial Corp.                                                 | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      1226 | NS      | $52705.74     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                                | Constellation Brands, Inc., Class A                                    | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Short            | EC               | CORP              | US        |      -294 | NS      | $-47827.92    | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation, Inc.                                     | Onto Innovation, Inc.                                                  | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |       131 | NS      | $13221.83     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                                  | Bank OZK                                                               | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Short            | EC               | CORP              | US        |      -112 | NS      | $-5270.72     | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Paint Holdings Co. Ltd.                            | Nippon Paint Holdings Co. Ltd.                                         | CUSIP: N/A<br>LEI: 529900RYRJUN78A7PL87       | Short            | EC               | CORP              | JP        |     -5000 | NS      | $-40211.33    | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $116.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PVH Corp.                                                 | PVH Corp.                                                              | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Short            | EC               | CORP              | US        |      -286 | NS      | $-19619.60    | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| West Japan Railway Co.                                    | West Japan Railway Co.                                                 | CUSIP: N/A<br>LEI: 353800QGUXHZ7EBCR121       | Long             | EC               | CORP              | JP        |       700 | NS      | $16002.75     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| PBF Energy, Inc.                                          | PBF Energy, Inc., Class A                                              | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |       768 | NS      | $16642.56     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $-265.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3500000 | PA      | $-287.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | FTSE 100 Index                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         1 | NC      | $699.43       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                                 | Flex Ltd.                                                              | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Short            | EC               | CORP              | SG        |      -786 | NS      | $-39237.12    | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $-25.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Leggett & Platt, Inc.                                     | Leggett & Platt, Inc.                                                  | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Short            | EC               | CORP              | US        |     -2615 | NS      | $-23325.80    | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1100000 | PA      | $5724.47      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Corp.                                               | Tokyu Corp.                                                            | CUSIP: N/A<br>LEI: 3538005PGNIBTZYXAE45       | Long             | EC               | CORP              | JP        |      2500 | NS      | $29740.34     | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Financial, Inc.                                  | Flagstar Financial, Inc.                                               | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Short            | EC               | CORP              | US        |     -3640 | NS      | $-38584.00    | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Persimmon plc                                             | Persimmon plc                                                          | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |       592 | NS      | $10531.92     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| API Group Corp.                                           | API Group Corp.                                                        | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Short            | EC               | CORP              | US        |      -193 | NS      | $-9852.65     | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| SentinelOne, Inc.                                         | SentinelOne, Inc., Class A                                             | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Long             | EC               | CORP              | US        |      1405 | NS      | $25683.40     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Eventim AG & Co. KGaA                                 | CTS Eventim AG & Co. KGaA                                              | CUSIP: N/A<br>LEI: 529900FDHSN08UBJII80       | Short            | EC               | CORP              | DE        |      -235 | NS      | $-29222.41    | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Valley National Bancorp                                   | Valley National Bancorp                                                | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Short            | EC               | CORP              | US        |      -293 | NS      | $-2616.49     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Cie Financiere Richemont SA                               | Cie Financiere Richemont SA (Registered)                               | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Short            | EC               | CORP              | CH        |      -603 | NS      | $-114107.43   | -1.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Apple, Inc.                                               | Apple, Inc.                                                            | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Short            | EC               | CORP              | US        |      -145 | NS      | $-29749.65    | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Orion OYJ                                                 | Orion OYJ, Class B                                                     | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Short            | EC               | CORP              | FI        |      -484 | NS      | $-36413.01    | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corp.                                            | Obayashi Corp.                                                         | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |       300 | NS      | $4545.54      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma, Inc.                                     | Astellas Pharma, Inc.                                                  | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |      8700 | NS      | $85181.31     | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Iridium Communications, Inc.                              | Iridium Communications, Inc.                                           | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Short            | EC               | CORP              | US        |     -1779 | NS      | $-53672.43    | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| SCOR SE                                                   | SCOR SE                                                                | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | EC               | CORP              | FR        |       654 | NS      | $21720.69     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Reply SpA                                                 | Reply SpA                                                              | CUSIP: N/A<br>LEI: 815600DAEFB0388F3521       | Long             | EC               | CORP              | IT        |        88 | NS      | $15208.16     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Capcom Co. Ltd.                                           | Capcom Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |       400 | NS      | $13660.60     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                             | MetLife, Inc.                                                          | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       531 | NS      | $42703.02     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Coles Group Ltd.                                          | Coles Group Ltd.                                                       | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Short            | EC               | CORP              | AU        |     -1399 | NS      | $-19183.26    | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $468.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corp.                                        | Kinross Gold Corp.                                                     | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Short            | EC               | CORP              | CA        |      -722 | NS      | $-11282.66    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                               | Caesars Entertainment, Inc.                                            | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Short            | EC               | CORP              | US        |      -198 | NS      | $-5621.22     | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2300000 | PA      | $-3081.48     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                                      | Domino's Pizza, Inc.                                                   | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Short            | EC               | CORP              | US        |       -47 | NS      | $-21178.20    | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-155.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Western Union Co. (The)                                   | Western Union Co. (The)                                                | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |       504 | NS      | $4243.68      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyushu Electric Power Co., Inc.                           | Kyushu Electric Power Co., Inc.                                        | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | EC               | CORP              | JP        |       800 | NS      | $7152.67      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                           | Federal Realty Investment Trust                                        | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Short            | EC               | CORP              | US        |      -114 | NS      | $-10828.86    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| easyJet plc                                               | easyJet plc                                                            | CUSIP: N/A<br>LEI: 2138001S47XKWIB7TH90       | Long             | EC               | CORP              | GB        |       851 | NS      | $6227.88      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | 3 Month SARON                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         1 | NC      | $-32.09       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $159.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clearway Energy, Inc.                                     | Clearway Energy, Inc., Class C                                         | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Short            | EC               | CORP              | US        |     -1799 | NS      | $-57568.00    | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-86.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Healthpeak Properties, Inc.                               | Healthpeak Properties, Inc.                                            | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Short            | EC               | CORP              | US        |     -1669 | NS      | $-29224.19    | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                                        | Poste Italiane SpA                                                     | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |      3290 | NS      | $70688.49     | 0.70%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                        | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        10 | NS      | $7077.50      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp.                                | Edwards Lifesciences Corp.                                             | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Short            | EC               | CORP              | US        |       -53 | NS      | $-4145.13     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Auto Trader Group plc                                     | Auto Trader Group plc                                                  | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Short            | EC               | CORP              | GB        |     -3561 | NS      | $-40334.72    | -0.40%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Whirlpool Corp.                                           | Whirlpool Corp.                                                        | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Short            | EC               | CORP              | US        |      -362 | NS      | $-36714.04    | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                                 | MGM Resorts International                                              | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      1466 | NS      | $50415.74     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                                         | HSBC Holdings plc                                                      | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Short            | EC               | CORP              | GB        |     -3458 | NS      | $-41828.63    | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd.                                            | REA Group Ltd.                                                         | CUSIP: N/A<br>LEI: 894500KA4UBDATOFPN36       | Long             | EC               | CORP              | AU        |        99 | NS      | $15677.53     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                          | NRG Energy, Inc.                                                       | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Short            | EC               | CORP              | US        |      -163 | NS      | $-26174.54    | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA              | Cie Generale des Etablissements Michelin SCA                           | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Short            | EC               | CORP              | FR        |     -2155 | NS      | $-80153.54    | -0.79%            |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA            | ACS Actividades de Construccion y Servicios SA                         | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |       469 | NS      | $32599.07     | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Baker Hughes Co.                                          | Baker Hughes Co., Class A                                              | CUSIP: 05722G100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -547 | NS      | $-20971.98    | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| SPIE SA                                                   | SPIE SA                                                                | CUSIP: N/A<br>LEI: 969500TJNS5GSFWJ8X85       | Short            | EC               | CORP              | FR        |      -654 | NS      | $-36774.76    | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| MonotaRO Co. Ltd.                                         | MonotaRO Co. Ltd.                                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |     -2000 | NS      | $-39371.71    | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                            | Commerzbank AG                                                         | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Short            | EC               | CORP              | DE        |      -457 | NS      | $-14401.45    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                          | AutoNation, Inc.                                                       | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       199 | NS      | $39531.35     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                              | Humana, Inc.                                                           | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       308 | NS      | $75299.84     | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.                           | Principal Financial Group, Inc.                                        | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       271 | NS      | $21525.53     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp. plc                                | Gates Industrial Corp. plc                                             | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |       434 | NS      | $9995.02      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Julius Baer Group Ltd.                                    | Julius Baer Group Ltd.                                                 | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Short            | EC               | CORP              | CH        |     -1112 | NS      | $-75432.34    | -0.75%            |  |  |  | No            |                  2 | On Loan: No      |
| Ralliant Corp.                                            | Ralliant Corp.                                                         | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        59 | NS      | $2844.75      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    700000 | PA      | $-1097.98     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-114.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd.                   | Singapore Technologies Engineering Ltd.                                | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Short            | EC               | CORP              | SG        |     -5200 | NS      | $-31884.77    | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Short            | EC               | CORP              | US        |      -405 | NS      | $-32448.60    | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                                 | Comfort Systems USA, Inc.                                              | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |        89 | NS      | $47722.69     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX Corp.                                                | ORIX Corp.                                                             | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |      3900 | NS      | $88010.04     | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co. Ltd.                                          | Daifuku Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 3538006FG1W4X3MYHL36       | Short            | EC               | CORP              | JP        |     -1400 | NS      | $-36016.33    | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                         | Algonquin Power & Utilities Corp.                                      | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Short            | EC               | CORP              | CA        |     -3752 | NS      | $-21463.62    | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Textron, Inc.                                             | Textron, Inc.                                                          | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       621 | NS      | $49860.09     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                                   | Uber Technologies, Inc.                                                | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Short            | EC               | CORP              | US        |       -83 | NS      | $-7743.90     | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Renesas Electronics Corp.                                 | Renesas Electronics Corp.                                              | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |      1000 | NS      | $12371.43     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2326.88     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA              | International Consolidated Airlines Group SA                           | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |      5444 | NS      | $25647.89     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Tecan Group AG                                            | Tecan Group AG (Registered)                                            | CUSIP: N/A<br>LEI: 529900CSN9R3BLETSL26       | Short            | EC               | CORP              | CH        |       -82 | NS      | $-16781.06    | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp.                                               | Inpex Corp.                                                            | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Short            | EC               | CORP              | JP        |      -200 | NS      | $-2807.43     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Resonac Holdings Corp.                                    | Resonac Holdings Corp.                                                 | CUSIP: N/A<br>LEI: 5493006AIPA1V92YPP18       | Long             | EC               | CORP              | JP        |       400 | NS      | $9268.45      | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                                          | Elia Group SA/NV                                                       | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Short            | EC               | CORP              | BE        |      -250 | NS      | $-28873.59    | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| WSP Global, Inc.                                          | WSP Global, Inc.                                                       | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Short            | EC               | CORP              | CA        |       -78 | NS      | $-15910.45    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Nexon Co. Ltd.                                            | Nexon Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |       200 | NS      | $4028.32      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1764.97     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CCL Industries, Inc.                                      | CCL Industries, Inc., Class B                                          | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |       124 | NS      | $7231.02      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp.                                                | GATX Corp.                                                             | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Short            | EC               | CORP              | US        |      -340 | NS      | $-52210.40    | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON EXPRESS HOLDINGS, Inc.                             | NIPPON EXPRESS HOLDINGS, Inc.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1800 | NS      | $36108.75     | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | CDI                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     50000 | PA      | $-78.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries Holdings, Inc.                              | CF Industries Holdings, Inc.                                           | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       411 | NS      | $37812.00     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                            | Public Storage                                                         | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |       600 | NS      | $176052.00    | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                               | Avnet, Inc.                                                            | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |       514 | NS      | $27283.12     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | NDIRS                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  80000000 | PA      | $-276.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1647.91      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutanix, Inc.                                             | Nutanix, Inc., Class A                                                 | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |       503 | NS      | $38449.32     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BKW AG                                                    | BKW AG                                                                 | CUSIP: N/A<br>LEI: 549300IE30SKTUO98Q38       | Long             | EC               | CORP              | CH        |        41 | NS      | $8989.24      | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp.                                                | Hoya Corp.                                                             | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Short            | EC               | CORP              | JP        |      -200 | NS      | $-23752.43    | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Selective Insurance Group, Inc.                           | Selective Insurance Group, Inc.                                        | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |       724 | NS      | $62734.60     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.                               | Halozyme Therapeutics, Inc.                                            | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |       401 | NS      | $20860.02     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydro One Ltd.                                            | Hydro One Ltd.                                                         | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Short            | EC               | CORP              | CA        |      -747 | NS      | $-26917.78    | -0.27%            |  |  |  | Yes           |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                               | Marsh & McLennan Cos., Inc.                                            | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Short            | EC               | CORP              | US        |      -121 | NS      | $-26455.44    | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    200000 | PA      | $-1382.86     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hims & Hers Health, Inc.                                  | Hims & Hers Health, Inc.                                               | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Short            | EC               | CORP              | US        |      -382 | NS      | $-19042.70    | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| BioMerieux                                                | BioMerieux                                                             | CUSIP: N/A<br>LEI: 549300AK8Y0LBIQ4T071       | Short            | EC               | CORP              | FR        |      -184 | NS      | $-25450.26    | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                           | Eli Lilly & Co.                                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Short            | EC               | CORP              | US        |       -22 | NS      | $-17149.66    | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-112.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                                 | Safran SA                                                              | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |       413 | NS      | $134689.30    | 1.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore plc                                              | Glencore plc                                                           | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Short            | EC               | CORP              | JE        |     -3229 | NS      | $-12582.26    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                   | Eni SpA                                                                | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Short            | EC               | CORP              | IT        |      -805 | NS      | $-13004.07    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Centrica plc                                              | Centrica plc                                                           | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |     38042 | NS      | $84406.58     | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                                | Sandvik AB                                                             | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Short            | EC               | CORP              | SE        |      -799 | NS      | $-18346.93    | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Simpson Manufacturing Co., Inc.                           | Simpson Manufacturing Co., Inc.                                        | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Short            | EC               | CORP              | US        |       -46 | NS      | $-7144.26     | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding plc                          | Sensata Technologies Holding plc                                       | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Short            | EC               | CORP              | GB        |      -390 | NS      | $-11742.90    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Trend Micro, Inc.                                         | Trend Micro, Inc.                                                      | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |       200 | NS      | $13833.17     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd.                                             | Fujikura Ltd.                                                          | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Short            | EC               | CORP              | JP        |      -100 | NS      | $-5260.55     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $-390.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $90.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                       | Bank of New York Mellon Corp. (The)                                    | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       257 | NS      | $23415.27     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Rational AG                                               | Rational AG                                                            | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Long             | EC               | CORP              | DE        |        21 | NS      | $17646.27     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| St James's Place plc                                      | St James's Place plc                                                   | CUSIP: N/A<br>LEI: 213800M993ICXOMBCP87       | Short            | EC               | CORP              | GB        |     -1951 | NS      | $-31791.60    | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                             | Paychex, Inc.                                                          | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Short            | EC               | CORP              | US        |      -815 | NS      | $-118549.90   | -1.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7.43         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ManpowerGroup, Inc.                                       | ManpowerGroup, Inc.                                                    | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |       300 | NS      | $12120.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Metal Mining Co. Ltd.                            | Sumitomo Metal Mining Co. Ltd.                                         | CUSIP: N/A<br>LEI: 353800CF81IXL9974H84       | Short            | EC               | CORP              | JP        |     -2400 | NS      | $-59147.95    | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                               | Acadia Healthcare Co., Inc.                                            | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Short            | EC               | CORP              | US        |      -286 | NS      | $-6489.34     | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp.                                              | Hexcel Corp.                                                           | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |       111 | NS      | $6270.39      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yara International ASA                                    | Yara International ASA                                                 | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               | CORP              | NO        |        70 | NS      | $2583.19      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $407.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Generac Holdings, Inc.                                    | Generac Holdings, Inc.                                                 | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Short            | EC               | CORP              | US        |       -26 | NS      | $-3723.46     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co. Ltd.                            | Techtronic Industries Co. Ltd.                                         | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |      1000 | NS      | $11033.98     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                               | Bayerische Motoren Werke AG                                            | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Short            | EC               | CORP              | DE        |       -50 | NS      | $-4452.97     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                            | SoftBank Corp.                                                         | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |     18200 | NS      | $28190.92     | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                                  | Volvo AB, Class B                                                      | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |       429 | NS      | $12071.04     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferguson Enterprises, Inc.                                | Ferguson Enterprises, Inc.                                             | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |       143 | NS      | $31138.25     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                                       | Lithia Motors, Inc., Class A                                           | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |        23 | NS      | $7769.86      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                              | KBC Group NV                                                           | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Short            | EC               | CORP              | BE        |      -364 | NS      | $-37568.30    | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Snap-on, Inc.                                             | Snap-on, Inc.                                                          | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Short            | EC               | CORP              | US        |      -105 | NS      | $-32673.90    | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co.                                                    | 3M Co.                                                                 | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |        45 | NS      | $6850.80      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                                  | Diamondback Energy, Inc.                                               | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Short            | EC               | CORP              | US        |      -534 | NS      | $-73371.60    | -0.73%            |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                              | Mondelez International, Inc., Class A                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Short            | EC               | CORP              | US        |     -1930 | NS      | $-130159.20   | -1.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry, Inc.                                            | Tapestry, Inc.                                                         | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       287 | NS      | $25201.47     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                                 | ITT, Inc.                                                              | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       202 | NS      | $31679.66     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                            | Texas Capital Bancshares, Inc.                                         | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       670 | NS      | $53198.00     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyera Corp.                                              | Keyera Corp.                                                           | CUSIP: 493271100<br>LEI: 254900LXI62FUHZGH122 | Short            | EC               | CORP              | CA        |      -821 | NS      | $-26853.20    | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                          | TotalEnergies SE                                                       | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |      1491 | NS      | $91133.88     | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Shizuoka Financial Group, Inc.                            | Shizuoka Financial Group, Inc.                                         | CUSIP: N/A<br>LEI: 353800MNO5C8V2SHGA81       | Long             | EC               | CORP              | JP        |      3400 | NS      | $39559.27     | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Beiersdorf AG                                             | Beiersdorf AG                                                          | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Short            | EC               | CORP              | DE        |      -266 | NS      | $-33435.66    | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Kone OYJ                                                  | Kone OYJ, Class B                                                      | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |       609 | NS      | $40121.37     | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | CDI                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     50000 | PA      | $-60.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                                        | MercadoLibre, Inc.                                                     | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         4 | NS      | $10454.52     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp.                                           | TC Energy Corp.                                                        | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Short            | EC               | CORP              | CA        |     -1527 | NS      | $-74547.43    | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | NDIRS                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1500000 | PA      | $60.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone, Inc.                                          | Blackstone, Inc.                                                       | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Short            | EC               | CORP              | US        |      -635 | NS      | $-94983.30    | -0.94%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    800000 | PA      | $311.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                 | Nestle SA (Registered)                                                 | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Short            | EC               | CORP              | CH        |      -587 | NS      | $-58363.29    | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| Maximus, Inc.                                             | Maximus, Inc.                                                          | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |        81 | NS      | $5686.20      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Australia 10 Year Bond                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         7 | NC      | $-1721.93     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                 | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Short            | EC               | CORP              | FR        |      -413 | NS      | $-20280.38    | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | 90-Day Australian Bank Bill                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         5 | NC      | $22.64        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                              | Hasbro, Inc.                                                           | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       623 | NS      | $45989.86     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                     | NXP Semiconductors NV                                                  | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Short            | EC               | CORP              | NL        |      -245 | NS      | $-53530.05    | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Gruppen ASA                                     | Kongsberg Gruppen ASA                                                  | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |      1036 | NS      | $40173.09     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $54.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dyno Nobel Ltd.                                           | Dyno Nobel Ltd.                                                        | CUSIP: N/A<br>LEI: 254900UW2F3BKV6Z9V18       | Short            | EC               | CORP              | AU        |     -1521 | NS      | $-2692.14     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                                                 | Endesa SA                                                              | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Short            | EC               | CORP              | ES        |      -747 | NS      | $-23661.28    | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                                                | L'Oreal SA                                                             | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Short            | EC               | CORP              | FR        |      -134 | NS      | $-57399.37    | -0.57%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $124.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Corp.                                              | Yamaha Corp.                                                           | CUSIP: N/A<br>LEI: 529900S5TENP3IJS7S02       | Long             | EC               | CORP              | JP        |      1700 | NS      | $12285.82     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                 | QIAGEN NV                                                              | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Short            | EC               | CORP              | NL        |      -324 | NS      | $-15610.19    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Medical Properties Trust, Inc.                            | Medical Properties Trust, Inc.                                         | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Short            | EC               | CORP              | US        |     -8175 | NS      | $-35234.25    | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                                | STERIS plc                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       211 | NS      | $50686.42     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Ricoh Co. Ltd.                                            | Ricoh Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Short            | EC               | CORP              | JP        |      -500 | NS      | $-4718.70     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBM Offshore NV                                           | SBM Offshore NV                                                        | CUSIP: N/A<br>LEI: 549300RDGCRYZ5QE6513       | Short            | EC               | CORP              | NL        |      -837 | NS      | $-22129.11    | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                                      | HCA Healthcare, Inc.                                                   | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        16 | NS      | $6129.60      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                                | Unum Group                                                             | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |        75 | NS      | $6057.00      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaztransport Et Technigaz SA                              | Gaztransport Et Technigaz SA                                           | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               | CORP              | FR        |        93 | NS      | $18397.56     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                              | Ecolab, Inc.                                                           | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       142 | NS      | $38260.48     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| IHI Corp.                                                 | IHI Corp.                                                              | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |       100 | NS      | $10816.37     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co. Ltd.                                             | Obic Co. Ltd.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       600 | NS      | $23331.04     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Hirose Electric Co. Ltd.                                  | Hirose Electric Co. Ltd.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       100 | NS      | $12069.80     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | 3 Month Euro Euribor                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         3 | NC      | $-141.65      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Aviation SA                                      | Dassault Aviation SA                                                   | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |       115 | NS      | $40660.80     | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuitive Surgical, Inc.                                  | Intuitive Surgical, Inc.                                               | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |         5 | NS      | $2717.05      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                            | EchoStar Corp., Class A                                                | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Short            | EC               | CORP              | US        |     -2196 | NS      | $-60829.20    | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| AGC, Inc.                                                 | AGC, Inc.                                                              | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               | CORP              | JP        |       500 | NS      | $14667.84     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                                              | Fujitsu Ltd.                                                           | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Short            | EC               | CORP              | JP        |      -900 | NS      | $-21833.44    | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                | Occidental Petroleum Corp.                                             | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       483 | NS      | $20290.83     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp, Inc.                                   | East West Bancorp, Inc.                                                | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       227 | NS      | $22922.46     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                      | Mitsubishi UFJ Financial Group, Inc.                                   | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Short            | EC               | CORP              | JP        |     -1500 | NS      | $-20450.39    | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                              | AbbVie, Inc.                                                           | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        23 | NS      | $4269.26      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                                       | Omnicom Group, Inc.                                                    | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       106 | NS      | $7625.64      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                                                 | ATI, Inc.                                                              | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Short            | EC               | CORP              | US        |      -230 | NS      | $-19858.20    | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| RB Global, Inc.                                           | RB Global, Inc.                                                        | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Short            | EC               | CORP              | CA        |      -141 | NS      | $-14979.60    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                        | RH                                                                     | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Short            | EC               | CORP              | US        |       -96 | NS      | $-18144.96    | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp.                                     | Westpac Banking Corp.                                                  | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Short            | EC               | CORP              | AU        |     -2815 | NS      | $-62736.58    | -0.62%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-470.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                          | Bombardier, Inc., Class B                                              | CUSIP: 097751861<br>LEI: W7L3VLU8EHQY34Z36697 | Short            | EC               | CORP              | CA        |      -102 | NS      | $-8886.57     | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Etsy, Inc.                                                | Etsy, Inc.                                                             | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |       292 | NS      | $14646.72     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                | Lamb Weston Holdings, Inc.                                             | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Short            | EC               | CORP              | US        |      -440 | NS      | $-22814.00    | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock, Inc.                                           | Blackrock, Inc.                                                        | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Short            | EC               | CORP              | US        |       -10 | NS      | $-10492.50    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                                   | Arrow Electronics, Inc.                                                | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |       505 | NS      | $64352.15     | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain SA                                    | Cie de Saint-Gobain SA                                                 | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Short            | EC               | CORP              | FR        |      -860 | NS      | $-101028.71   | -1.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UPM-Kymmene OYJ                                           | UPM-Kymmene OYJ                                                        | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |      1261 | NS      | $34435.41     | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                       | Union Pacific Corp.                                                    | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       249 | NS      | $57289.92     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree, Inc.                                         | Dollar Tree, Inc.                                                      | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       495 | NS      | $49024.80     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Weir Group plc (The)                                      | Weir Group plc (The)                                                   | CUSIP: N/A<br>LEI: 549300KDR56WHY9I3D10       | Short            | EC               | CORP              | GB        |      -794 | NS      | $-27154.57    | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $17.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Ltd.                                               | Santos Ltd.                                                            | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Short            | EC               | CORP              | AU        |     -8509 | NS      | $-42901.24    | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                        | Reinsurance Group of America, Inc.                                     | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       115 | NS      | $22811.40     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                                  | Marathon Petroleum Corp.                                               | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        33 | NS      | $5481.63      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Descartes Systems Group, Inc. (The)                       | Descartes Systems Group, Inc. (The)                                    | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Short            | EC               | CORP              | CA        |      -131 | NS      | $-13307.31    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   2000000 | PA      | $457.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                           | Martin Marietta Materials, Inc.                                        | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Short            | EC               | CORP              | US        |       -26 | NS      | $-14272.96    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos., Inc.                                     | Albertsons Cos., Inc., Class A                                         | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Short            | EC               | CORP              | US        |     -2026 | NS      | $-43579.26    | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| South32 Ltd.                                              | South32 Ltd.                                                           | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |     14468 | NS      | $27646.85     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| PACCAR, Inc.                                              | PACCAR, Inc.                                                           | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       390 | NS      | $37073.40     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud, Inc.                                           | Blackbaud, Inc.                                                        | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |       208 | NS      | $13355.68     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $-27.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                           | Regeneron Pharmaceuticals, Inc.                                        | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        42 | NS      | $22050.00     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                                 | WESCO International, Inc.                                              | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |        59 | NS      | $10926.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | U.S. Treasury Ultra Bond                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $851.38       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Finning International, Inc.                               | Finning International, Inc.                                            | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |       183 | NS      | $7823.95      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                                    | Booking Holdings, Inc.                                                 | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        16 | NS      | $92627.84     | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1500000 | PA      | $-168.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                              | NetApp, Inc.                                                           | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       320 | NS      | $34096.00     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets, Inc.                                    | Tradeweb Markets, Inc., Class A                                        | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        41 | NS      | $6002.40      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | NDIRS                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  35000000 | PA      | $-248.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                        | Cellnex Telecom SA                                                     | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |       268 | NS      | $10435.45     | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                   | GFL Environmental, Inc.                                                | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               | CORP              | CA        |       548 | NS      | $27662.58     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1765.27     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Atco Ltd.                                                 | Atco Ltd., Class I                                                     | CUSIP: 046789400<br>LEI: 5299005SPZ1QYL51JD25 | Long             | EC               | CORP              | CA        |       378 | NS      | $14095.72     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-624.09      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd.                    | Yangzijiang Shipbuilding Holdings Ltd.                                 | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | SG        |      5400 | NS      | $9423.54      | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Allison Transmission Holdings, Inc.                       | Allison Transmission Holdings, Inc.                                    | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |       123 | NS      | $11683.77     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nintendo Co. Ltd.                                         | Nintendo Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Short            | EC               | CORP              | JP        |     -1200 | NS      | $-115235.81   | -1.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                          | Mastercard, Inc., Class A                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Short            | EC               | CORP              | US        |       -58 | NS      | $-32592.52    | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Heineken NV                                               | Heineken NV                                                            | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |       648 | NS      | $56533.37     | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                            | NNN REIT, Inc.                                                         | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Short            | EC               | CORP              | US        |      -630 | NS      | $-27203.40    | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| PTC, Inc.                                                 | PTC, Inc.                                                              | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Short            | EC               | CORP              | US        |      -147 | NS      | $-25333.98    | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                       | Deutsche Telekom AG (Registered)                                       | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Short            | EC               | CORP              | DE        |      -420 | NS      | $-15373.51    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | 90-Day Australian Bank Bill                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         1 | NC      | $7.19         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamazaki Baking Co. Ltd.                                  | Yamazaki Baking Co. Ltd.                                               | CUSIP: 984632109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $6715.52      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd.                                | Kawasaki Kisen Kaisha Ltd.                                             | CUSIP: N/A<br>LEI: 353800FL04R73DS5P870       | Short            | EC               | CORP              | JP        |      -600 | NS      | $-8497.24     | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                          | Deutsche Post AG                                                       | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Short            | EC               | CORP              | DE        |     -1161 | NS      | $-53777.35    | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | NDIRS                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  35000000 | PA      | $-248.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EPAM Systems, Inc.                                        | EPAM Systems, Inc.                                                     | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Short            | EC               | CORP              | US        |       -80 | NS      | $-14145.60    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                                 | CubeSmart                                                              | CUSIP: 229663109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2130 | NS      | $-90525.00    | -0.90%            |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                                    | Amkor Technology, Inc.                                                 | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Short            | EC               | CORP              | US        |      -548 | NS      | $-11502.52    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co., Inc.                                       | Donaldson Co., Inc.                                                    | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Short            | EC               | CORP              | US        |      -488 | NS      | $-33842.80    | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Copart, Inc.                                              | Copart, Inc.                                                           | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |       759 | NS      | $37244.13     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Partners Group Holding AG                                 | Partners Group Holding AG                                              | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Short            | EC               | CORP              | CH        |       -24 | NS      | $-31399.84    | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| American International Group, Inc.                        | American International Group, Inc.                                     | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       231 | NS      | $19771.29     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sharp Corp.                                               | Sharp Corp.                                                            | CUSIP: N/A<br>LEI: 353800YEPK9PD7QO3449       | Long             | EC               | CORP              | JP        |      2000 | NS      | $9722.73      | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                      | Meta Platforms, Inc., Class A                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Short            | EC               | CORP              | US        |      -169 | NS      | $-124737.21   | -1.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Medibank Pvt Ltd.                                         | Medibank Pvt Ltd.                                                      | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |      5133 | NS      | $17046.18     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Co.                                               | Carvana Co., Class A                                                   | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Short            | EC               | CORP              | US        |       -58 | NS      | $-19543.68    | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $17.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Husqvarna AB                                              | Husqvarna AB, Class B                                                  | CUSIP: N/A<br>LEI: 549300GYQIIJ3UXB7655       | Long             | EC               | CORP              | SE        |      2030 | NS      | $10700.55     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoom Communications, Inc.                                 | Zoom Communications, Inc., Class A                                     | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       408 | NS      | $31815.84     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                   | EnerSys                                                                | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |        33 | NS      | $2830.41      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                                 | EQT Corp.                                                              | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Short            | EC               | CORP              | US        |      -189 | NS      | $-11022.48    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | 3 Month SONIA                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -6 | NC      | $-1113.72     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Yaskawa Electric Corp.                                    | Yaskawa Electric Corp.                                                 | CUSIP: N/A<br>LEI: 3538003K39GR98R0CK58       | Short            | EC               | CORP              | JP        |     -1800 | NS      | $-40703.77    | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Sabra Health Care REIT, Inc.                              | Sabra Health Care REIT, Inc.                                           | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Short            | EC               | CORP              | US        |      -256 | NS      | $-4720.64     | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd.                                       | Liberty Global Ltd., Class A                                           | CUSIP: N/A<br>LEI: 213800HRMKKTYH7SKA24       | Long             | EC               | CORP              | BM        |       550 | NS      | $5505.50      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions, Inc.                                    | Jacobs Solutions, Inc.                                                 | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       332 | NS      | $43641.40     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                                  | UnitedHealth Group, Inc.                                               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       282 | NS      | $87975.54     | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant, Inc.                                            | Assurant, Inc.                                                         | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Short            | EC               | CORP              | US        |      -344 | NS      | $-67936.56    | -0.67%            |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co.                                        | General Motors Co.                                                     | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      2715 | NS      | $133605.15    | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                              | ROCKWOOL A/S, Class B                                                  | CUSIP: N/A<br>LEI: 213800QRC7LNX935OZ09       | Long             | EC               | CORP              | DK        |       501 | NS      | $23483.02     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp.                                | Carpenter Technology Corp.                                             | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |        81 | NS      | $22386.78     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7928.80     | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Givaudan SA                                               | Givaudan SA (Registered)                                               | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |        11 | NS      | $53344.80     | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| elf Beauty, Inc.                                          | elf Beauty, Inc.                                                       | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Short            | EC               | CORP              | US        |      -102 | NS      | $-12692.88    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                            | Thermo Fisher Scientific, Inc.                                         | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        61 | NS      | $24733.06     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                                     | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Short            | EC               | CORP              | CA        |      -238 | NS      | $-16893.76    | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Moderna, Inc.                                             | Moderna, Inc.                                                          | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Short            | EC               | CORP              | US        |      -335 | NS      | $-9242.65     | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| CACI International, Inc.                                  | CACI International, Inc., Class A                                      | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |        45 | NS      | $21451.50     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp.                                             | Entergy Corp.                                                          | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Short            | EC               | CORP              | US        |      -352 | NS      | $-29258.24    | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co. Ltd.                                           | Empire Co. Ltd., Class A                                               | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |       673 | NS      | $27928.20     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                            | TopBuild Corp.                                                         | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Short            | EC               | CORP              | US        |      -186 | NS      | $-60215.64    | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Hang Seng Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |         1 | NC      | $-1451.04     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Chemical Corp.                                     | Nissan Chemical Corp.                                                  | CUSIP: N/A<br>LEI: 3538002E4L1CUGJFFU25       | Long             | EC               | CORP              | JP        |      1000 | NS      | $30497.57     | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp.                                             | Moody's Corp.                                                          | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Short            | EC               | CORP              | US        |       -38 | NS      | $-19060.42    | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp.                                      | Alliant Energy Corp.                                                   | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Short            | EC               | CORP              | US        |      -262 | NS      | $-15843.14    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp.                                               | FedEx Corp.                                                            | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       414 | NS      | $94106.34     | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp.                                      | Kimberly-Clark Corp.                                                   | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Short            | EC               | CORP              | US        |       -77 | NS      | $-9926.84     | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties, Inc.                                  | Cousins Properties, Inc.                                               | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Short            | EC               | CORP              | US        |      -829 | NS      | $-24894.87    | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems, Inc.                                   | Commvault Systems, Inc.                                                | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       427 | NS      | $74438.91     | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                                     | Churchill Downs, Inc.                                                  | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |       624 | NS      | $63024.00     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                                   | Euronet Worldwide, Inc.                                                | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |       227 | NS      | $23013.26     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-114.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100000 | PA      | $462.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                                | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Short            | EC               | CORP              | CA        |      -190 | NS      | $-19606.24    | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                             | Murata Manufacturing Co. Ltd.                                          | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Short            | EC               | CORP              | JP        |     -1200 | NS      | $-17736.83    | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                               | Novartis AG (Registered)                                               | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      1467 | NS      | $178060.22    | 1.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Dover Corp.                                               | Dover Corp.                                                            | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       390 | NS      | $71459.70     | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                                      | Voya Financial, Inc.                                                   | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |        38 | NS      | $2698.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM Holdings Corp.                                        | UWM Holdings Corp., Class A                                            | CUSIP: 91823B109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -5204 | NS      | $-21544.56    | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp.                                        | Atmos Energy Corp.                                                     | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Short            | EC               | CORP              | US        |      -146 | NS      | $-22500.06    | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals, Inc.                             | Apellis Pharmaceuticals, Inc.                                          | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |       802 | NS      | $13882.62     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.                      | Cognizant Technology Solutions Corp., Class A                          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Short            | EC               | CORP              | US        |      -172 | NS      | $-13421.16    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                                 | Prosus NV                                                              | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |      1066 | NS      | $59809.54     | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                            | Entegris, Inc.                                                         | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Short            | EC               | CORP              | US        |      -397 | NS      | $-32018.05    | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Total Return Swap                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        | 208075000 | PA      | $250.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp.                                              | Incyte Corp.                                                           | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      1679 | NS      | $114339.90    | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB, Inc.                                             | MongoDB, Inc., Class A                                                 | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       287 | NS      | $60267.13     | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                                 | RLI Corp.                                                              | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Short            | EC               | CORP              | US        |      -510 | NS      | $-36832.20    | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Oriental Land Co. Ltd.                                    | Oriental Land Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 353800PIFKBZ6KTU5994       | Short            | EC               | CORP              | JP        |     -4000 | NS      | $-92127.10    | -0.91%            |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co.                                   | MatsukiyoCocokara & Co.                                                | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -200 | NS      | $-4114.11     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                  | Advance Auto Parts, Inc.                                               | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Short            | EC               | CORP              | US        |      -294 | NS      | $-13668.06    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                       | Amadeus IT Group SA                                                    | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Short            | EC               | CORP              | ES        |      -485 | NS      | $-40974.27    | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd.                                      | BlueScope Steel Ltd.                                                   | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               | CORP              | AU        |      1702 | NS      | $25935.99     | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Holdings, Inc.                                      | Crown Holdings, Inc.                                                   | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       622 | NS      | $64053.56     | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Novonesis Novozymes                                       | Novonesis Novozymes, Class B                                           | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Short            | EC               | CORP              | DK        |     -1104 | NS      | $-79263.76    | -0.78%            |  |  |  | No            |                  2 | On Loan: No      |
| ASGN, Inc.                                                | ASGN, Inc.                                                             | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |       169 | NS      | $8438.17      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electric Power Co. Holdings, Inc.                   | Tokyo Electric Power Co. Holdings, Inc.                                | CUSIP: N/A<br>LEI: 5299004EMJ3R4RVR5Y75       | Long             | EC               | CORP              | JP        |      8300 | NS      | $27628.40     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                                 | Illinois Tool Works, Inc.                                              | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       190 | NS      | $46977.50     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyocera Corp.                                             | Kyocera Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |     -3000 | NS      | $-36031.08    | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Dropbox, Inc.                                             | Dropbox, Inc., Class A                                                 | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Short            | EC               | CORP              | US        |     -1061 | NS      | $-30344.60    | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Eisai Co. Ltd.                                            | Eisai Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 353800HDEE0ZYEX4QV91       | Short            | EC               | CORP              | JP        |     -2300 | NS      | $-66056.96    | -0.65%            |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                     | Public Service Enterprise Group, Inc.                                  | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Short            | EC               | CORP              | US        |      -435 | NS      | $-36618.30    | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp.                                   | Permian Resources Corp., Class A                                       | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Short            | EC               | CORP              | US        |     -1812 | NS      | $-24679.44    | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp.                                           | Albemarle Corp.                                                        | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       523 | NS      | $32776.41     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                               | Tesla, Inc.                                                            | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Short            | EC               | CORP              | US        |       -98 | NS      | $-31130.68    | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software, Inc.                              | Constellation Software, Inc.                                           | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |         9 | NS      | $33000.77     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Nitto Denko Corp.                                         | Nitto Denko Corp.                                                      | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Short            | EC               | CORP              | JP        |     -1500 | NS      | $-28967.21    | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| CAE, Inc.                                                 | CAE, Inc.                                                              | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Short            | EC               | CORP              | CA        |      -385 | NS      | $-11283.53    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                                 | Essity AB, Class B                                                     | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |       913 | NS      | $25279.94     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| GE Aerospace                                              | GE Aerospace                                                           | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        50 | NS      | $12869.50     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co. KGaA                                      | Henkel AG & Co. KGaA (Preference)                                      | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Short            | EP               | CORP              | DE        |      -799 | NS      | $-62788.28    | -0.62%            |  |  |  | No            |                  2 | On Loan: No      |
| Cirrus Logic, Inc.                                        | Cirrus Logic, Inc.                                                     | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       148 | NS      | $15429.74     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3315.94     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Roadhouse, Inc.                                     | Texas Roadhouse, Inc., Class A                                         | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |       384 | NS      | $71965.44     | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara, Inc.                                             | Certara, Inc.                                                          | CUSIP: 15687V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -3029 | NS      | $-35439.30    | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Insurance Co. Ltd.                             | Japan Post Insurance Co. Ltd.                                          | CUSIP: N/A<br>LEI: 54930042SK2Z708BA841       | Short            | EC               | CORP              | JP        |     -1600 | NS      | $-36224.41    | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                                  | Alcon AG                                                               | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Short            | EC               | CORP              | CH        |      -117 | NS      | $-10375.90    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| FNB Corp.                                                 | FNB Corp.                                                              | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Short            | EC               | CORP              | US        |     -3524 | NS      | $-51379.92    | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                            | Alphabet, Inc., Class A                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Short            | EC               | CORP              | US        |      -669 | NS      | $-117897.87   | -1.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings, Inc.                                     | Leidos Holdings, Inc.                                                  | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       201 | NS      | $31709.76     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                | Anheuser-Busch InBev SA/NV                                             | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |       658 | NS      | $45270.64     | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Weatherford International plc                             | Weatherford International plc                                          | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |       613 | NS      | $30840.03     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co. (The)                                     | Kraft Heinz Co. (The)                                                  | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Short            | EC               | CORP              | US        |      -736 | NS      | $-19003.52    | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co. (The)                                            | Toro Co. (The)                                                         | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |       435 | NS      | $30745.80     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SIG Group AG                                              | SIG Group AG                                                           | CUSIP: N/A<br>LEI: 5493004Z6P7TSVB1L042       | Short            | EC               | CORP              | CH        |      -256 | NS      | $-4735.24     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                               | Ionis Pharmaceuticals, Inc.                                            | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Short            | EC               | CORP              | US        |      -684 | NS      | $-27024.84    | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Terumo Corp.                                              | Terumo Corp.                                                           | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Short            | EC               | CORP              | JP        |     -2500 | NS      | $-45879.70    | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| Saia, Inc.                                                | Saia, Inc.                                                             | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Short            | EC               | CORP              | US        |       -10 | NS      | $-2739.90     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB, Class A                                                | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Short            | EC               | CORP              | SE        |     -3090 | NS      | $-49952.97    | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| LPL Financial Holdings, Inc.                              | LPL Financial Holdings, Inc.                                           | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Short            | EC               | CORP              | US        |      -132 | NS      | $-49496.04    | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                                    | Waste Management, Inc.                                                 | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Short            | EC               | CORP              | US        |      -265 | NS      | $-60637.30    | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| Swatch Group AG (The)                                     | Swatch Group AG (The)                                                  | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Short            | EC               | CORP              | CH        |      -268 | NS      | $-43753.94    | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | IFSC NIFTY 50 Index                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IN        |         1 | NC      | $116.21       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp.                                   | Universal Display Corp.                                                | CUSIP: 91347P105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -183 | NS      | $-28266.18    | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                              | Charter Communications, Inc., Class A                                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        50 | NS      | $20440.50     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Galp Energia SGPS SA                                      | Galp Energia SGPS SA                                                   | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Short            | EC               | CORP              | PT        |     -2044 | NS      | $-37417.15    | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                              | Capgemini SE                                                           | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Short            | EC               | CORP              | FR        |      -474 | NS      | $-81166.06    | -0.80%            |  |  |  | No            |                  2 | On Loan: No      |
| Accenture plc                                             | Accenture plc, Class A                                                 | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |       144 | NS      | $43040.16     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Kikkoman Corp.                                            | Kikkoman Corp.                                                         | CUSIP: N/A<br>LEI: 529900T9K5UH9HXOND47       | Short            | EC               | CORP              | JP        |     -1600 | NS      | $-14841.35    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Crane Co.                                                 | Crane Co.                                                              | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |       198 | NS      | $37598.22     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1000000 | PA      | $-104.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thor Industries, Inc.                                     | Thor Industries, Inc.                                                  | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Short            | EC               | CORP              | US        |      -491 | NS      | $-43605.71    | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                                   | Bath & Body Works, Inc.                                                | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      1084 | NS      | $32476.64     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                   | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | EC               | CORP              | CA        |       -95 | NS      | $-12520.40    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                                     | Range Resources Corp.                                                  | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Short            | EC               | CORP              | US        |      -493 | NS      | $-20050.31    | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                              | Sprouts Farmers Market, Inc.                                           | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |       238 | NS      | $39184.32     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | SGX FTSE China A50 Index                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |        13 | NC      | $-2663.05     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                       | Abbott Laboratories                                                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Short            | EC               | CORP              | US        |       -90 | NS      | $-12240.90    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                                   | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Short            | EC               | CORP              | CH        |      -157 | NS      | $-58462.12    | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $9.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schroders plc                                             | Schroders plc                                                          | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Short            | EC               | CORP              | GB        |     -3697 | NS      | $-18385.63    | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| IGO Ltd.                                                  | IGO Ltd.                                                               | CUSIP: N/A<br>LEI: 2549005DZO8VGXM5QN07       | Long             | EC               | CORP              | AU        |      7331 | NS      | $20197.06     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ConvaTec Group plc                                        | ConvaTec Group plc                                                     | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Short            | EC               | CORP              | GB        |     -6440 | NS      | $-25509.15    | -0.25%            |  |  |  | Yes           |                  2 | On Loan: No      |
| CVS Health Corp.                                          | CVS Health Corp.                                                       | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        45 | NS      | $3104.10      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp.                                        | Hyatt Hotels Corp., Class A                                            | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |        33 | NS      | $4608.45      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | CAC 40 10 Euro Index                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -2 | NC      | $-1983.96     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner, Inc.                                          | BorgWarner, Inc.                                                       | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      1698 | NS      | $56849.04     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Orica Ltd.                                                | Orica Ltd.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      1658 | NS      | $21289.49     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution Mining Ltd.                                     | Evolution Mining Ltd.                                                  | CUSIP: N/A<br>LEI: 254900BCFW5QO5LW8F27       | Long             | EC               | CORP              | AU        |     17556 | NS      | $91401.73     | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Holdings Co. Ltd.                                      | SG Holdings Co. Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |     -4200 | NS      | $-46779.58    | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp.                                             | Newmont Corp.                                                          | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Short            | EC               | CORP              | US        |       -49 | NS      | $-2854.74     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | NDIRS                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1500000 | PA      | $60.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiko Epson Corp.                                         | Seiko Epson Corp.                                                      | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               | CORP              | JP        |      2200 | NS      | $28913.80     | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Pool Corp.                                                | Pool Corp.                                                             | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Short            | EC               | CORP              | US        |      -131 | NS      | $-38183.88    | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies, Inc.                                   | Dell Technologies, Inc., Class C                                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       188 | NS      | $23048.80     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp.                                                | AGCO Corp.                                                             | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Short            | EC               | CORP              | US        |       -62 | NS      | $-6395.92     | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Electric Co. Ltd.                                    | Fuji Electric Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 5299000HVNGZZTYYM906       | Short            | EC               | CORP              | JP        |      -100 | NS      | $-4605.19     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp.                                             | Stryker Corp.                                                          | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Short            | EC               | CORP              | US        |      -147 | NS      | $-58157.61    | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co. (The)                                  | New York Times Co. (The), Class A                                      | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      1005 | NS      | $56259.90     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts, Inc.                                     | Electronic Arts, Inc.                                                  | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       227 | NS      | $36251.90     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                                  | Motorola Solutions, Inc.                                               | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Short            | EC               | CORP              | US        |       -35 | NS      | $-14716.10    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| B&M European Value Retail SA                              | B&M European Value Retail SA                                           | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | EC               | CORP              | LU        |     15693 | NS      | $58447.22     | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger NV                                           | Schlumberger NV                                                        | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Short            | EC               | CORP              | CW        |       -78 | NS      | $-2636.40     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp.                                        | Brown-Forman Corp., Class B                                            | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Short            | EC               | CORP              | US        |      -795 | NS      | $-21393.45    | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                              | MasTec, Inc.                                                           | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       265 | NS      | $45163.95     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Alstom SA                                                 | Alstom SA                                                              | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Short            | EC               | CORP              | FR        |     -2017 | NS      | $-47078.67    | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                   | DBS Group Holdings Ltd.                                                | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Short            | EC               | CORP              | SG        |     -1500 | NS      | $-52953.13    | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-53.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Webster Financial Corp.                                   | Webster Financial Corp.                                                | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |       155 | NS      | $8463.00      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics, Inc.                                | Sarepta Therapeutics, Inc.                                             | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Short            | EC               | CORP              | US        |      -306 | NS      | $-5232.60     | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Onex Corp.                                                | Onex Corp.                                                             | CUSIP: 68272K103<br>LEI: 894500LB8PNE5C7CEN88 | Short            | EC               | CORP              | CA        |       -77 | NS      | $-6338.68     | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                                       | Regal Rexnord Corp.                                                    | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Short            | EC               | CORP              | US        |      -152 | NS      | $-22033.92    | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| MINEBEA MITSUMI, Inc.                                     | MINEBEA MITSUMI, Inc.                                                  | CUSIP: N/A<br>LEI: 353800CCB0CZ75YZ4010       | Long             | EC               | CORP              | JP        |      2900 | NS      | $42408.84     | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| TIS, Inc.                                                 | TIS, Inc.                                                              | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Short            | EC               | CORP              | JP        |     -1200 | NS      | $-40211.61    | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Kering SA                                                 | Kering SA                                                              | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Short            | EC               | CORP              | FR        |      -234 | NS      | $-50978.21    | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | 90-Day Australian Bank Bill                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         1 | NC      | $-16.79       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp.                                            | Celanese Corp., Class A                                                | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Short            | EC               | CORP              | US        |      -607 | NS      | $-33585.31    | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                                   | Avis Budget Group, Inc.                                                | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Short            | EC               | CORP              | US        |      -185 | NS      | $-31274.25    | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Woodward, Inc.                                            | Woodward, Inc.                                                         | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       131 | NS      | $32106.79     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings, Inc.                                  | Sirius XM Holdings, Inc.                                               | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       740 | NS      | $16997.80     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $412.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                               | Shin-Etsu Chemical Co. Ltd.                                            | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |       500 | NS      | $16510.99     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde plc                                                 | Linde plc                                                              | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Short            | EC               | CORP              | IE        |       -89 | NS      | $-41757.02    | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Chemicals, Inc.                                    | Mitsui Chemicals, Inc.                                                 | CUSIP: N/A<br>LEI: 353800H2UB5ZEZRZQC02       | Long             | EC               | CORP              | JP        |      1600 | NS      | $36993.14     | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Labcorp Holdings, Inc.                                    | Labcorp Holdings, Inc.                                                 | CUSIP: 504922105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -83 | NS      | $-21788.33    | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                                        | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |      6601 | NS      | $97943.73     | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                         | FirstEnergy Corp.                                                      | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Short            | EC               | CORP              | US        |     -1161 | NS      | $-46741.86    | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $174.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRP, Inc.                                                 | BRP, Inc.                                                              | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               | CORP              | CA        |       131 | NS      | $6358.80      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-990.51      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Rambus, Inc.                                              | Rambus, Inc.                                                           | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |        42 | NS      | $2688.84      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                                         | Caterpillar, Inc.                                                      | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Short            | EC               | CORP              | US        |       -30 | NS      | $-11646.30    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp.                                           | TD SYNNEX Corp.                                                        | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Short            | EC               | CORP              | US        |      -290 | NS      | $-39353.00    | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| DaVita, Inc.                                              | DaVita, Inc.                                                           | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Short            | EC               | CORP              | US        |      -121 | NS      | $-17236.45    | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| NOV, Inc.                                                 | NOV, Inc.                                                              | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Short            | EC               | CORP              | US        |     -1297 | NS      | $-16121.71    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co. (The)                                          | Mosaic Co. (The)                                                       | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       424 | NS      | $15467.52     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental AG                                            | Continental AG                                                         | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |       303 | NS      | $26445.15     | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                  | SBA Communications Corp.                                               | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Short            | EC               | CORP              | US        |       -31 | NS      | $-7280.04     | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corp.                                             | Centene Corp.                                                          | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      2051 | NS      | $111328.28    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Reece Ltd.                                                | Reece Ltd.                                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | AU        |     -1472 | NS      | $-13909.15    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Brixmor Property Group, Inc.                              | Brixmor Property Group, Inc.                                           | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Short            | EC               | CORP              | US        |      -239 | NS      | $-6223.56     | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher plc                                            | Kingfisher plc                                                         | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |     12675 | NS      | $50618.84     | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1200000 | PA      | $-3932.42     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Ameren Corp.                                              | Ameren Corp.                                                           | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Short            | EC               | CORP              | US        |      -270 | NS      | $-25930.80    | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp.                                 | Pan American Silver Corp.                                              | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |       455 | NS      | $12910.74     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                            | Hewlett Packard Enterprise Co.                                         | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Short            | EC               | CORP              | US        |      -786 | NS      | $-16073.70    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl plc                                                 | Bunzl plc                                                              | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Short            | EC               | CORP              | GB        |     -1008 | NS      | $-32121.42    | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| T&D Holdings, Inc.                                        | T&D Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Short            | EC               | CORP              | JP        |      -200 | NS      | $-4390.02     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd.                                   | Agnico Eagle Mines Ltd.                                                | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |       171 | NS      | $20373.08     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora, Inc.                                             | Cencora, Inc.                                                          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        33 | NS      | $9895.05      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                              | Scotts Miracle-Gro Co. (The)                                           | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |       253 | NS      | $16687.88     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify, Inc.                                             | Shopify, Inc., Class A                                                 | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Short            | EC               | CORP              | CA        |      -349 | NS      | $-40252.57    | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | NDIRS                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  80000000 | PA      | $-276.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Erie Indemnity Co.                                        | Erie Indemnity Co., Class A                                            | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Short            | EC               | CORP              | US        |      -146 | NS      | $-50631.34    | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| RENK Group AG                                             | RENK Group AG                                                          | CUSIP: N/A<br>LEI: 894500H8CNSZ53EI6K63       | Long             | EC               | CORP              | DE        |       135 | NS      | $10798.74     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Metro, Inc.                                               | Metro, Inc., Class A                                                   | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |       461 | NS      | $36213.09     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                                     | Lockheed Martin Corp.                                                  | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       154 | NS      | $71323.56     | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp.                                      | PotlatchDeltic Corp.                                                   | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Short            | EC               | CORP              | US        |      -112 | NS      | $-4297.44     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.                            | Citizens Financial Group, Inc.                                         | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      1531 | NS      | $68512.25     | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Reddit, Inc.                                              | Reddit, Inc., Class A                                                  | CUSIP: 75734B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       115 | NS      | $17315.55     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.                 | MACOM Technology Solutions Holdings, Inc.                              | CUSIP: 55405Y100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -75 | NS      | $-10746.75    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp.                                           | Flowserve Corp.                                                        | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |       743 | NS      | $38896.05     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera, Inc.                                               | Emera, Inc.                                                            | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |        59 | NS      | $2702.71      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                                      | UFP Industries, Inc.                                                   | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Short            | EC               | CORP              | US        |       -26 | NS      | $-2583.36     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Cleanaway Waste Management Ltd.                           | Cleanaway Waste Management Ltd.                                        | CUSIP: N/A<br>LEI: 549300D5C72CV6CIBS66       | Short            | EC               | CORP              | AU        |     -1488 | NS      | $-2666.37     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                               | Bouygues SA                                                            | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |      1422 | NS      | $64309.56     | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                             | Estee Lauder Cos., Inc. (The), Class A                                 | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Short            | EC               | CORP              | US        |      -318 | NS      | $-25694.40    | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems, Inc.                             | Inspire Medical Systems, Inc.                                          | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Short            | EC               | CORP              | US        |       -55 | NS      | $-7137.35     | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle, Inc.                                  | Jones Lang LaSalle, Inc.                                               | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Short            | EC               | CORP              | US        |      -195 | NS      | $-49877.10    | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Capital Power Corp.                                       | Capital Power Corp.                                                    | CUSIP: 14042M102<br>LEI: 549300QRKTEXGXYVPO80 | Short            | EC               | CORP              | CA        |      -499 | NS      | $-20080.93    | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy, Inc.                                       | Suncor Energy, Inc.                                                    | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      1235 | NS      | $46262.05     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeon Co. Ltd.                                             | Aeon Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Short            | EC               | CORP              | JP        |     -1200 | NS      | $-36783.36    | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Kobe Steel Ltd.                                           | Kobe Steel Ltd.                                                        | CUSIP: N/A<br>LEI: 549300ZDCYYUPHEE5K87       | Long             | EC               | CORP              | JP        |      2400 | NS      | $26199.26     | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                | Packaging Corp. of America                                             | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       261 | NS      | $49185.45     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| AtkinsRealis Group, Inc.                                  | AtkinsRealis Group, Inc.                                               | CUSIP: 04764T104<br>LEI: UL01OYG5OMLM5G6CFM03 | Short            | EC               | CORP              | CA        |      -214 | NS      | $-15009.47    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp.                                               | Alcoa Corp.                                                            | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Short            | EC               | CORP              | US        |      -721 | NS      | $-21276.71    | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group plc                                         | NatWest Group plc                                                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |      6424 | NS      | $45115.46     | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Total Return Swap                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |    182892 | PA      | $-369.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Century Corp.                                       | Tokyo Century Corp.                                                    | CUSIP: N/A<br>LEI: 35380096ZLHOF84DXR74       | Long             | EC               | CORP              | JP        |      1200 | NS      | $13509.84     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                                         | National Grid plc                                                      | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Short            | EC               | CORP              | GB        |    -11304 | NS      | $-165927.61   | -1.64%            |  |  |  | No            |                  2 | On Loan: No      |
| Docusign, Inc.                                            | Docusign, Inc., Class A                                                | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Short            | EC               | CORP              | US        |      -129 | NS      | $-10047.81    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Flughafen Zurich AG                                       | Flughafen Zurich AG (Registered)                                       | CUSIP: N/A<br>LEI: 529900PFO97GCN5SYB55       | Long             | EC               | CORP              | CH        |        81 | NS      | $23095.07     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group, Inc.                                         | EMCOR Group, Inc.                                                      | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |        80 | NS      | $42791.20     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings, Inc.                     | Ollie's Bargain Outlet Holdings, Inc.                                  | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Short            | EC               | CORP              | US        |      -247 | NS      | $-32549.66    | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Gold, Inc.                                         | Lundin Gold, Inc.                                                      | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |      1054 | NS      | $55650.89     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.                         | Booz Allen Hamilton Holding Corp., Class A                             | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       747 | NS      | $77785.11     | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                              | Iberdrola SA                                                           | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Short            | EC               | CORP              | ES        |      -625 | NS      | $-12023.77    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Coherent Corp.                                            | Coherent Corp.                                                         | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Short            | EC               | CORP              | US        |      -203 | NS      | $-18109.63    | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Re AG                                               | Swiss Re AG                                                            | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |       232 | NS      | $40133.01     | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Wayfair, Inc.                                             | Wayfair, Inc., Class A                                                 | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               | CORP              | US        |      -165 | NS      | $-8438.10     | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                                       | Iron Mountain, Inc.                                                    | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       112 | NS      | $11487.84     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | CBOE Volatility Index                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1 | NC      | $314.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM Holdings Corp.                                   | FUJIFILM Holdings Corp.                                                | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Short            | EC               | CORP              | JP        |     -3300 | NS      | $-71463.44    | -0.71%            |  |  |  | No            |                  2 | On Loan: No      |
| Pearson plc                                               | Pearson plc                                                            | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Short            | EC               | CORP              | GB        |      -975 | NS      | $-14362.74    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | NDIRS                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  50000000 | PA      | $7.98         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Globus Medical, Inc.                                      | Globus Medical, Inc., Class A                                          | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Short            | EC               | CORP              | US        |       -62 | NS      | $-3659.24     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                                          | Salesforce, Inc.                                                       | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       155 | NS      | $42266.95     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor, Inc.                                         | TripAdvisor, Inc.                                                      | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Short            | EC               | CORP              | US        |     -1870 | NS      | $-24403.50    | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group plc                         | InterContinental Hotels Group plc                                      | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |       380 | NS      | $43447.36     | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                                  | Rolls-Royce Holdings plc                                               | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |      4910 | NS      | $65070.50     | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                           | Air Lease Corp., Class A                                               | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |       401 | NS      | $23454.49     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow, Inc.                                                 | Dow, Inc.                                                              | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Short            | EC               | CORP              | US        |     -1498 | NS      | $-39667.04    | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Chewy, Inc.                                               | Chewy, Inc., Class A                                                   | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |      1261 | NS      | $53743.82     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc.              | Fidelity National Information Services, Inc.                           | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       644 | NS      | $52428.04     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp.                                 | Mitsubishi Electric Corp.                                              | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |       700 | NS      | $15056.28     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Extra Space Storage, Inc.                                 | Extra Space Storage, Inc.                                              | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        95 | NS      | $14006.80     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                               | Garmin Ltd.                                                            | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |       253 | NS      | $52806.16     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp.                            | Element Fleet Management Corp.                                         | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Short            | EC               | CORP              | CA        |      -475 | NS      | $-11898.11    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 345000000 | PA      | $5979.34      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                         | Hannover Rueck SE                                                      | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |        21 | NS      | $6617.38      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                   | DSV A/S                                                                | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Short            | EC               | CORP              | DK        |      -304 | NS      | $-72915.72    | -0.72%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   9900000 | PA      | $-18514.00    | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                           | DR Horton, Inc.                                                        | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       569 | NS      | $73355.48     | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                         | National Storage Affiliates Trust                                      | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Short            | EC               | CORP              | US        |     -1594 | NS      | $-50992.06    | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                                             | Workday, Inc., Class A                                                 | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       158 | NS      | $37920.00     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7.72         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Align Technology, Inc.                                    | Align Technology, Inc.                                                 | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        28 | NS      | $5301.24      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Legal & General Group plc                                 | Legal & General Group plc                                              | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Short            | EC               | CORP              | GB        |    -15338 | NS      | $-53666.73    | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| Tetra Tech, Inc.                                          | Tetra Tech, Inc.                                                       | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Short            | EC               | CORP              | US        |      -578 | NS      | $-20784.88    | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Nissin Foods Holdings Co. Ltd.                            | Nissin Foods Holdings Co. Ltd.                                         | CUSIP: N/A<br>LEI: 529900YMZMNSHC1W6V41       | Short            | EC               | CORP              | JP        |     -2000 | NS      | $-41550.31    | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Angi, Inc.                                                | Angi, Inc.                                                             | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Short            | EC               | CORP              | US        |      -474 | NS      | $-7233.24     | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Globant SA                                                | Globant SA                                                             | CUSIP: N/A<br>LEI: 2221008DCMSPYS42DS88       | Short            | EC               | CORP              | LU        |      -650 | NS      | $-59046.00    | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co.                                     | National Fuel Gas Co.                                                  | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |       333 | NS      | $28208.43     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $57.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Long Gilt                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         7 | NC      | $-1788.61     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co.                                | Performance Food Group Co.                                             | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Short            | EC               | CORP              | US        |      -630 | NS      | $-55106.10    | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co.                                     | Lamar Advertising Co., Class A                                         | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       621 | NS      | $75364.56     | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3684.99      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Graham Holdings Co.                                       | Graham Holdings Co., Class B                                           | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |        22 | NS      | $20815.74     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberg Materials AG                                   | Heidelberg Materials AG                                                | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Short            | EC               | CORP              | DE        |      -167 | NS      | $-39327.97    | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2800000 | PA      | $18251.70     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| H&R Block, Inc.                                           | H&R Block, Inc.                                                        | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |       341 | NS      | $18717.49     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                               | Service Corp. International                                            | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |       393 | NS      | $31990.20     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | OIS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 345000000 | PA      | $5979.34      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Valmont Industries, Inc.                                  | Valmont Industries, Inc.                                               | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |        21 | NS      | $6857.97      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                                            | Teradyne, Inc.                                                         | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Short            | EC               | CORP              | US        |      -219 | NS      | $-19692.48    | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama, Inc.                                           | Dollarama, Inc.                                                        | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Short            | EC               | CORP              | CA        |       -53 | NS      | $-7467.68     | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                                | Visa, Inc., Class A                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Short            | EC               | CORP              | US        |       -13 | NS      | $-4615.65     | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| nCino, Inc.                                               | nCino, Inc.                                                            | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Short            | EC               | CORP              | US        |     -2593 | NS      | $-72526.21    | -0.72%            |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co.                                             | Crane NXT Co.                                                          | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Short            | EC               | CORP              | US        |      -929 | NS      | $-50073.10    | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| ASR Nederland NV                                          | ASR Nederland NV                                                       | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |       746 | NS      | $49568.40     | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1100000 | PA      | $5494.68      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                 | United Overseas Bank Ltd.                                              | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |      1500 | NS      | $42455.57     | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabot Corp.                                               | Cabot Corp.                                                            | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |       655 | NS      | $49125.00     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazley plc                                               | Beazley plc                                                            | CUSIP: N/A<br>LEI: 213800VTOMUWD41GIT12       | Long             | EC               | CORP              | GB        |       729 | NS      | $9360.37      | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey plc                                         | Taylor Wimpey plc                                                      | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |     33618 | NS      | $54821.32     | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Kemper Corp.                                              | Kemper Corp.                                                           | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      1054 | NS      | $68025.16     | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap, Inc.                                                | Snap, Inc., Class A                                                    | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |      1217 | NS      | $10575.73     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Forward Foreign Currency Contract                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $174.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Comercial Portugues SA                              | Banco Comercial Portugues SA, Class R                                  | CUSIP: N/A<br>LEI: JU1U6S0DG9YLT7N8ZV32       | Long             | EC               | CORP              | PT        |     56082 | NS      | $43689.87     | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| UGI Corp.                                                 | UGI Corp.                                                              | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Short            | EC               | CORP              | US        |     -1255 | NS      | $-45707.10    | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | IRSIMM                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  12000000 | PA      | $-8567.07     | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co. Ltd.                                   | Idemitsu Kosan Co. Ltd.                                                | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Short            | EC               | CORP              | JP        |     -4300 | NS      | $-26076.85    | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                              | Zoetis, Inc., Class A                                                  | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       384 | NS      | $59884.80     | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                                  | Palo Alto Networks, Inc.                                               | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       289 | NS      | $59140.96     | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                             | Equinix, Inc.                                                          | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        21 | NS      | $16704.87     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp.                                               | Sysco Corp.                                                            | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Short            | EC               | CORP              | US        |      -630 | NS      | $-47716.20    | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Celestica, Inc.                                           | Celestica, Inc.                                                        | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |       364 | NS      | $56871.41     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International, Inc.                            | Somnigroup International, Inc.                                         | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Short            | EC               | CORP              | US        |      -833 | NS      | $-56685.65    | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp.                                           | A O Smith Corp.                                                        | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       163 | NS      | $10687.91     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicharm Corp.                                            | Unicharm Corp.                                                         | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Short            | EC               | CORP              | JP        |     -3300 | NS      | $-23828.60    | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                             | Koninklijke Ahold Delhaize NV                                          | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Short            | EC               | CORP              | NL        |      -712 | NS      | $-29737.71    | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Virtu Financial, Inc.                                     | Virtu Financial, Inc., Class A                                         | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |        91 | NS      | $4075.89      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | 3 Month Euro Euribor                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         4 | NC      | $-36.01       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Vopak NV                                      | Koninklijke Vopak NV                                                   | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Short            | EC               | CORP              | NL        |      -252 | NS      | $-12516.66    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                             | Stellantis NV                                                          | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Short            | EC               | CORP              | NL        |     -1575 | NS      | $-15775.41    | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BXP, Inc.                                                 | BXP, Inc.                                                              | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Short            | EC               | CORP              | US        |      -619 | NS      | $-41763.93    | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                                        | Best Buy Co., Inc.                                                     | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       705 | NS      | $47326.65     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp.                                      | Avery Dennison Corp.                                                   | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Short            | EC               | CORP              | US        |      -286 | NS      | $-50184.42    | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** AQR Funds

**Signature:** Matthew Plastina

**Name of Signer:** Matthew Plastina

**Title:** Chief Financial Officer and Treasurer