# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0001752724-25-195301
**Filing Date:** 2025-8
**Character Count:** 1446893
**Document Hash:** 37f7cc972f40d9ca1ca2e0ae14d7aa81
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-195301.hdr.sgml**: 20250820

**ACCESSION NUMBER**: 0001752724-25-195301

**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:** 251236690

**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 Managed Futures Strategy Fund (Series ID: S000027214)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000082154 | Class I      | AQMIX           |
| C000082155 | Class N      | AQMNX           |
| C000145938 | Class R6     | AQMRX           |

## 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 Managed Futures Strategy Fund

- **b. EDGAR series identifier (if any):** S000027214

- **c. LEI of Series:** 07BUS8UTTPW0D72K9M62

**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:** $3588929285.96

**Total Liabilities:** $1680287869.16

**Net Assets:** $1908641416.80

**Amount of Assets Invested in Other Investment Companies:** $436093096.04

**Cash Not Reported:** $2290793.88

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 241.15938840 | **5-Year:** 5630.59344438 | **10-Year:** -148382.15339898 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** -202.20568531 | **5-Year:** -28724.74071084 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000145938 | -1.01%               | -0.45%               | 0.34%                |
| Class ID C000082155 | -0.91%               | -0.46%               | 0.35%                |
| Class ID C000082154 | -1.01%               | -0.45%               | 0.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-31656103.80            | $59719115.11                               |
| Month 2  | $-19452488.02            | $34185218.00                               |
| Month 3  | $-32549498.62            | $37322768.16                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MonotaRO Co. Ltd.                                                | MonotaRO Co. Ltd.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        7900 | NS      | $155518.25    | 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      | $10611.61     | 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      | $2646.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Crude Oil                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          19 | NC      | $-66452.09    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                                              | Clean Harbors, Inc.                                                                    | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Short            | EC               | CORP              | US        |       -6613 | NS      | $-1528793.34  | -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      | $1650.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -27 | NC      | $-57434.21    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy, Inc.                                              | Suncor Energy, Inc.                                                                    | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Short            | EC               | CORP              | CA        |      -11997 | NS      | $-449397.44   | -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      | $7482.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          28 | NC      | $-23453.73    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month SARON                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         406 | NC      | $-154611.82   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                                       | Boliden AB                                                                             | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Short            | EC               | CORP              | SE        |      -27918 | NS      | $-872422.47   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Square Enix Holdings Co. Ltd.                                    | Square Enix Holdings Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 529900KCRNRDF8DIA489       | Long             | EC               | CORP              | JP        |       79200 | NS      | $5924098.72   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   176800000 | PA      | $3684.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WillScot Holdings Corp.                                          | WillScot Holdings Corp.                                                                | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Short            | EC               | CORP              | US        |     -108196 | NS      | $-2964570.40  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          26 | NC      | $119214.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Worley Ltd.                                                      | Worley Ltd.                                                                            | CUSIP: N/A<br>LEI: 549300XDR86FY8OLGP97       | Short            | EC               | CORP              | AU        |      -18161 | NS      | $-156385.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PBF Energy, Inc.                                                 | PBF Energy, Inc., Class A                                                              | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Short            | EC               | CORP              | US        |       -6970 | NS      | $-151039.90   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         662 | NC      | $-100076.09   | -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      | $5550.65      | 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      | $-2876.79     | -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      | $71528.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CTS Eventim AG & Co. KGaA                                        | CTS Eventim AG & Co. KGaA                                                              | CUSIP: N/A<br>LEI: 529900FDHSN08UBJII80       | Long             | EC               | CORP              | DE        |        3036 | NS      | $377528.66    | 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      | $17148.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                     | Intuit, Inc.                                                                           | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Short            | EC               | CORP              | US        |       -5160 | NS      | $-4064170.80  | -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      | $29494.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Franco-Nevada Corp.                                              | Franco-Nevada Corp.                                                                    | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Short            | EC               | CORP              | CA        |      -20206 | NS      | $-3317389.70  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                                       | EastGroup Properties, Inc.                                                             | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Short            | EC               | CORP              | US        |       -3540 | NS      | $-591604.80   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  4958800000 | PA      | $294.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    45000000 | PA      | $-1391.14     | -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      | $28753.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp.                                            | Thomson Reuters Corp.                                                                  | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |        2462 | NS      | $495093.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                                          | COPT Defense Properties                                                                | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |       28921 | NS      | $797641.18    | 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      | $-7503.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Umicore SA                                                       | Umicore SA                                                                             | CUSIP: N/A<br>LEI: 529900F3AIQECS8ZSV61       | Short            | EC               | CORP              | BE        |      -67116 | NS      | $-990479.23   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         152 | NC      | $105729.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koito Manufacturing Co. Ltd.                                     | Koito Manufacturing Co. Ltd.                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |     -104700 | NS      | $-1251481.71  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp.                                                       | Ball Corp.                                                                             | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Short            | EC               | CORP              | US        |      -14551 | NS      | $-816165.59   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                           | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        5924 | NS      | $1295164.12   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden, Inc.                                                     | Belden, Inc.                                                                           | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Short            | EC               | CORP              | US        |      -17313 | NS      | $-2004845.40  | -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      | $-24255.59    | -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      | $296.90       | 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      | $134.64       | 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      | $26552.06     | 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      | $-16496.43    | -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      | $9730.34      | 0.00%             |  |  |  | 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        |      -26102 | NS      | $-2073592.33  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          60 | NC      | $371697.20    | 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      | $31475.41     | 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      | $20446.85     | 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      | $-3269.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                        | Orange SA                                                                              | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |      230103 | NS      | $3504052.08   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Wintrust Financial Corp.                                         | Wintrust Financial Corp.                                                               | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |        7021 | NS      | $870463.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                                                  | Eaton Corp. plc                                                                        | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |        3104 | NS      | $1108096.96   | 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      | $-31808.11    | -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      | $-518.27      | -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      | $86747.54     | 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      | $-39511.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                     | Mizuho Financial Group, Inc.                                                           | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |       68500 | NS      | $1901555.05   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp.                                           | Monster Beverage Corp.                                                                 | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       36365 | NS      | $2277903.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanrio Co. Ltd.                                                  | Sanrio Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 3538002Q5JQLOMSPH125       | Long             | EC               | CORP              | JP        |       78800 | NS      | $3810423.37   | 0.20%             |  |  |  | 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      | $-5860.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $4863.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -7 | NC      | $-24781.83    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Treasury Wine Estates Ltd.                                       | Treasury Wine Estates Ltd.                                                             | CUSIP: N/A<br>LEI: 529900LVOPJGAX6ILK66       | Short            | EC               | CORP              | AU        |     -200079 | NS      | $-1029436.83  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SARON                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         214 | NC      | $-69019.32    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Milling Wheat No. 2                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -611 | NC      | $336683.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -28 | NC      | $34153.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                              | Synchrony Financial                                                                    | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       25249 | NS      | $1685118.26   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          21 | NC      | $85481.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp.                                             | SoftBank Group Corp.                                                                   | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Short            | EC               | CORP              | JP        |      -16400 | NS      | $-1192378.85  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -60 | NC      | $-358504.72   | -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      | $191243.47    | 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      | $7377.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Travis Perkins plc                                               | Travis Perkins plc                                                                     | CUSIP: N/A<br>LEI: 2138001I27OUBAF22K83       | Short            | EC               | CORP              | GB        |      -52767 | NS      | $-439933.31   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                              | Cisco Systems, Inc.                                                                    | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Short            | EC               | CORP              | US        |     -106024 | NS      | $-7355945.12  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -18 | NC      | $-303001.05   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                               | Lam Research Corp.                                                                     | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       42130 | NS      | $4100934.20   | 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      | $-17313.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           9 | NC      | $24052.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARC Resources Ltd.                                               | ARC Resources Ltd.                                                                     | CUSIP: 00208D408<br>LEI: 5493000OCGNQZEVTDT08 | Long             | EC               | CORP              | CA        |       39231 | NS      | $827113.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide, Inc.                                      | CH Robinson Worldwide, Inc.                                                            | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Short            | EC               | CORP              | US        |      -20351 | NS      | $-1952678.45  | -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      | $-593.98      | -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      | $10612.87     | 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      | $-36408.04    | -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      | $32064.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Bank                                                     | Cadence Bank                                                                           | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Short            | EC               | CORP              | US        |      -38334 | NS      | $-1225921.32  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    43600000 | PA      | $106096.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -8 | NC      | $28923.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings, Inc.                                         | FirstCash Holdings, Inc.                                                               | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6414 | NS      | $866787.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                               | Banco Bilbao Vizcaya Argentaria SA                                                     | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Short            | EC               | CORP              | ES        |     -167898 | NS      | $-2585338.53  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Hancock Whitney Corp.                                            | Hancock Whitney Corp.                                                                  | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |       24965 | NS      | $1432991.00   | 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      | $38026.37     | 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      | $16765.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |   298213600 | PA      | $-445337.11   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | FTSE/JSE Top 40 Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZA        |         459 | NC      | $314192.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp.                                       | Brookfield Renewable Corp.                                                             | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Short            | EC               | CORP              | CA        |       -5095 | NS      | $-166983.55   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Dutch Bros, Inc.                                                 | Dutch Bros, Inc., Class A                                                              | CUSIP: 26701L100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -8609 | NS      | $-588597.33   | -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      | $14767.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   207100000 | PA      | $-14750.32    | -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      | $451070.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -5 | NC      | $-6735.83     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  7300000000 | PA      | $21151.42     | 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      | $-37375.79    | -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      | $18680.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASGN, Inc.                                                       | ASGN, Inc.                                                                             | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Short            | EC               | CORP              | US        |      -29955 | NS      | $-1495653.15  | -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      | $-2511.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AtkinsRealis Group, Inc.                                         | AtkinsRealis Group, Inc.                                                               | CUSIP: 04764T104<br>LEI: UL01OYG5OMLM5G6CFM03 | Long             | EC               | CORP              | CA        |        9142 | NS      | $641198.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                                                | Exxon Mobil Corp.                                                                      | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       22842 | NS      | $2462367.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Australia 3 Year Bond                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         950 | NC      | $239231.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    33500000 | PA      | $16984.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                   | Alphabet, Inc., Class A                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       14597 | NS      | $2572429.31   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co.                                          | International Paper Co.                                                                | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Short            | EC               | CORP              | US        |      -65608 | NS      | $-3072422.64  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          19 | NC      | $112582.03    | 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      | $1667.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian plc                                                     | Experian plc                                                                           | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |       15941 | NS      | $822017.70    | 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      | $3931.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novonesis Novozymes                                              | Novonesis Novozymes, Class B                                                           | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Long             | EC               | CORP              | DK        |        6712 | NS      | $481900.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $7958.73      | 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      | $80670.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Therapeutics Corp.                                        | United Therapeutics Corp.                                                              | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |        5608 | NS      | $1611458.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                                        | CubeSmart                                                                              | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       59871 | NS      | $2544517.50   | 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      | $5242.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                    | Walmart, Inc.                                                                          | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       49145 | NS      | $4805398.10   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                                 | Zions Bancorp NA                                                                       | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |       36000 | NS      | $1869840.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5900000 | PA      | $44022.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    11900000 | PA      | $-56797.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                                  | CME Group, Inc.                                                                        | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       22954 | NS      | $6326581.48   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                                                  | Ingredion, Inc.                                                                        | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       16258 | NS      | $2204909.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JFE Holdings, Inc.                                               | JFE Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: 3538002Y11Y03NA9B530       | Short            | EC               | CORP              | JP        |     -294900 | NS      | $-3430472.39  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    50200000 | PA      | $36641.29     | 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      | $9699.93      | 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      | $-5121.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -43 | NC      | $-155870.00   | -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      | $-42340.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                             | Ally Financial, Inc.                                                                   | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Short            | EC               | CORP              | US        |      -28820 | NS      | $-1122539.00  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp.                                                 | Bio-Techne Corp.                                                                       | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Short            | EC               | CORP              | US        |      -56650 | NS      | $-2914642.50  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Evonik Industries AG                                             | Evonik Industries AG                                                                   | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |       13737 | NS      | $283786.99    | 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      | $-115761.69   | -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      | $-123145.56   | -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      | $-42346.33    | -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      | $-5704.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Crude Palm Oil                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | MY        |         113 | NC      | $-61781.37    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp.                                               | MP Materials Corp.                                                                     | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Short            | EC               | CORP              | US        |      -30429 | NS      | $-1012372.83  | -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      | $-100610.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CRH plc                                                          | CRH plc                                                                                | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |       23832 | NS      | $2187777.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv, Inc.                                                    | Autoliv, Inc.                                                                          | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |       20518 | NS      | $2295964.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group, Inc.                                  | Northwestern Energy Group, Inc.                                                        | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Short            | EC               | CORP              | US        |      -16271 | NS      | $-834702.30   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings, Inc.                                            | PayPal Holdings, Inc.                                                                  | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       18602 | NS      | $1382500.64   | 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      | $-35637.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | EURO STOXX 50 Volatility Index                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |           7 | NC      | $-435.15      | -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      | $-39506.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OGE Energy Corp.                                                 | OGE Energy Corp.                                                                       | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |        7625 | NS      | $338397.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qube Holdings Ltd.                                               | Qube Holdings Ltd.                                                                     | CUSIP: N/A<br>LEI: 391200RT2MUFEO3RFW25       | Long             | EC               | CORP              | AU        |      231972 | NS      | $653891.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                     | Cadence Design Systems, Inc.                                                           | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Short            | EC               | CORP              | US        |       -5551 | NS      | $-1710540.65  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -2 | NC      | $-2997.76     | -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      | $-17699.97    | -0.00%            |  |  |  | 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        |      -58897 | NS      | $-829513.16   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     9500000 | PA      | $-12126.44    | -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      | $13543.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                  | Canadian Natural Resources Ltd.                                                        | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |       94971 | NS      | $2984952.30   | 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      | $-4908.38     | -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      | $7667.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                                 | PulteGroup, Inc.                                                                       | CUSIP: 745867101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -15944 | NS      | $-1681454.24  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Oji Holdings Corp.                                               | Oji Holdings Corp.                                                                     | CUSIP: N/A<br>LEI: 529900LVC9GIIYUGE243       | Long             | EC               | CORP              | JP        |      259800 | NS      | $1307880.39   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                   | Amphenol Corp., Class A                                                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       41873 | NS      | $4134958.75   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Energy Ltd.                                               | Origin Energy Ltd.                                                                     | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Short            | EC               | CORP              | AU        |     -172858 | NS      | $-1228663.41  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                                     | Evolution AB                                                                           | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |       21847 | NS      | $1735156.40   | 0.09%             |  |  |  | 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      | $-1220.68     | -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      | $-84589.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                                        | Sodexo SA                                                                              | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Short            | EC               | CORP              | FR        |       -9023 | NS      | $-555333.80   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Robinhood Markets, Inc.                                          | Robinhood Markets, Inc., Class A                                                       | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       33609 | NS      | $3146810.67   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Axfood AB                                                        | Axfood AB                                                                              | CUSIP: N/A<br>LEI: 549300QIXCZWZLHE8L05       | Short            | EC               | CORP              | SE        |      -10726 | NS      | $-317099.32   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK, Inc.                                                     | AMETEK, Inc.                                                                           | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       19535 | NS      | $3535053.60   | 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      | $5078.16      | 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      | $-31671.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         776 | NC      | $638931.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keisei Electric Railway Co. Ltd.                                 | Keisei Electric Railway Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 529900VNP95IIHXPCY17       | Short            | EC               | CORP              | JP        |     -293500 | NS      | $-2744203.77  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CBOE Volatility Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         114 | NC      | $-46183.95    | -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      | $-1278.63     | -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      | $-16318.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                              | EssilorLuxottica SA                                                                    | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Short            | EC               | CORP              | FR        |      -12603 | NS      | $-3460690.07  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| T&D Holdings, Inc.                                               | T&D Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Long             | EC               | CORP              | JP        |       98500 | NS      | $2162085.81   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Tourmaline Oil Corp.                                             | Tourmaline Oil Corp.                                                                   | CUSIP: 89156V106<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |       36011 | NS      | $1737413.40   | 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      | $8201.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Warner Music Group Corp.                                         | Warner Music Group Corp., Class A                                                      | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       55975 | NS      | $1524759.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   924300000 | PA      | $-5593.68     | -0.00%            |  |  |  | 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        |        5898 | NS      | $3829774.74   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -2 | NC      | $-6247.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Grab Holdings Ltd.                                               | Grab Holdings Ltd., Class A                                                            | CUSIP: N/A<br>LEI: 549300N4VQX83VPJF439       | Long             | EC               | CORP              | KY        |      310294 | NS      | $1560778.82   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                                                    | Volkswagen AG (Preference)                                                             | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Short            | EP               | CORP              | DE        |       -9457 | NS      | $-999732.16   | -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      | $-16962.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          38 | NC      | $-99177.34    | -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      | $-21197.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUMCO Corp.                                                      | SUMCO Corp.                                                                            | CUSIP: N/A<br>LEI: 353800SUSRUOM0V6KU92       | Short            | EC               | CORP              | JP        |      -59600 | NS      | $-467174.02   | -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      | $-730.17      | -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      | $-177377.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                           | Kyndryl Holdings, Inc.                                                                 | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |       32279 | NS      | $1354426.84   | 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      | $32.11        | 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      | $35007.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          32 | NC      | $-35841.24    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -11 | NC      | $-68786.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| IGO Ltd.                                                         | IGO Ltd.                                                                               | CUSIP: N/A<br>LEI: 2549005DZO8VGXM5QN07       | Short            | EC               | CORP              | AU        |     -287722 | NS      | $-792680.39   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Repligen Corp.                                                   | Repligen Corp.                                                                         | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Short            | EC               | CORP              | US        |      -13475 | NS      | $-1676020.50  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.                                      | Huntington Bancshares, Inc.                                                            | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      200187 | NS      | $3355134.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Belimo Holding AG                                                | Belimo Holding AG (Registered)                                                         | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |         559 | NS      | $569789.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                       | Snap, Inc., Class A                                                                    | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | EC               | CORP              | US        |      -82155 | NS      | $-713926.95   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          43 | NC      | $147453.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson plc                                         | Willis Towers Watson plc                                                               | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Short            | EC               | CORP              | IE        |      -10114 | NS      | $-3099941.00  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital, Inc.                                                | Gen Digital, Inc.                                                                      | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Short            | EC               | CORP              | US        |      -79153 | NS      | $-2327098.20  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                                        | Rockwell Automation, Inc.                                                              | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Short            | EC               | CORP              | US        |        -504 | NS      | $-167413.68   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     8758500 | PA      | $74789.40     | 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      | $-18242.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                     | NVIDIA Corp.                                                                           | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       67914 | NS      | $10729732.86  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyence Corp.                                                    | Keyence Corp.                                                                          | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Short            | EC               | CORP              | JP        |       -4900 | NS      | $-1959158.64  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Kyoto Financial Group, Inc.                                      | Kyoto Financial Group, Inc.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       34400 | NS      | $615037.09    | 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      | $-10684.92    | -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      | $63167.23     | 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      | $74634.47     | 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      | $-20765.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                                      | Telenor ASA                                                                            | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |       96418 | NS      | $1501440.05   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                  | Starbucks Corp.                                                                        | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Short            | EC               | CORP              | US        |      -22380 | NS      | $-2050679.40  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   128000000 | PA      | $-75200.07    | -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      | $-6540.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                                          | KeyCorp                                                                                | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Short            | EC               | CORP              | US        |     -223270 | NS      | $-3889363.40  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Informa plc                                                      | Informa plc                                                                            | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Short            | EC               | CORP              | GB        |      -22450 | NS      | $-248548.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    80000000 | PA      | $78576066.40  | 4.12%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $10261.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                 | Amazon.com, Inc.                                                                       | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       37530 | NS      | $8233706.70   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Enterprises Ltd.                                  | Domino's Pizza Enterprises Ltd.                                                        | CUSIP: N/A<br>LEI: 54930034RFI409JZ3179       | Short            | EC               | CORP              | AU        |      -49900 | NS      | $-633197.03   | -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      | $100919.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                            | Las Vegas Sands Corp.                                                                  | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Short            | EC               | CORP              | US        |      -29928 | NS      | $-1302167.28  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Revvity, Inc.                                                    | Revvity, Inc.                                                                          | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Short            | EC               | CORP              | US        |      -36545 | NS      | $-3534632.40  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      400000 | PA      | $-4919.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                                    | BioMarin Pharmaceutical, Inc.                                                          | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |       56496 | NS      | $3105585.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris, Inc.                                                    | Polaris, Inc.                                                                          | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Short            | EC               | CORP              | US        |       -8253 | NS      | $-335484.45   | -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      | $26023.21     | 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      | $5936.29      | 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      | $-49006.71    | -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      | $9478.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                     | Fiserv, Inc.                                                                           | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Short            | EC               | CORP              | US        |       -6302 | NS      | $-1086527.82  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      300000 | PA      | $25.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Viking Therapeutics, Inc.                                        | Viking Therapeutics, Inc.                                                              | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Short            | EC               | CORP              | US        |      -51536 | NS      | $-1365704.00  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv, Inc.                                                    | Ovintiv, Inc.                                                                          | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |       49053 | NS      | $1866466.65   | 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      | $10138.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -14 | NC      | $-51404.51    | -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      | $-1561.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties, Inc.                                | Equity LifeStyle Properties, Inc.                                                      | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |       38755 | NS      | $2390020.85   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos., Inc.                                              | Carlisle Cos., Inc.                                                                    | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |        1430 | NS      | $533962.00    | 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      | $34457.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Cotton No. 2                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -612 | NC      | $-61075.61    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                                   | EPR Properties                                                                         | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |       44164 | NS      | $2572994.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $-58825.18    | -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      | $11048.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sea Ltd.                                                         | Sea Ltd.                                                                               | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |       13742 | NS      | $2197895.48   | 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      | $-617.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Fcoj-a                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          10 | NC      | $-78988.17    | -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      | $103660.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp.                                                  | Advantest Corp.                                                                        | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |       56400 | NS      | $4180991.01   | 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      | $-259.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Haemonetics Corp.                                                | Haemonetics Corp.                                                                      | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |       21492 | NS      | $1603518.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          26 | NC      | $68257.76     | 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      | $-567159.04   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Onex Corp.                                                       | Onex Corp.                                                                             | CUSIP: 68272K103<br>LEI: 894500LB8PNE5C7CEN88 | Long             | EC               | CORP              | CA        |        4753 | NS      | $391269.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALS Ltd.                                                         | ALS Ltd.                                                                               | CUSIP: N/A<br>LEI: 549300RYCQ8DMIO2J661       | Short            | EC               | CORP              | AU        |      -35898 | NS      | $-404373.16   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   292900000 | PA      | $2303.93      | 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      | $374.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Products and Chemicals, Inc.                                 | Air Products and Chemicals, Inc.                                                       | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Short            | EC               | CORP              | US        |      -30012 | NS      | $-8465184.72  | -0.44%            |  |  |  | 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      | $-16414.36    | -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      | $15481.36     | 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      | $-456647.45   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                    | Hologic, Inc.                                                                          | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Short            | EC               | CORP              | US        |      -16225 | NS      | $-1057221.00  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6000000 | PA      | $247510.98    | 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      | $9947.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -76 | NC      | $-106166.49   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month CORRA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         407 | NC      | $51.77        | 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      | $-383.63      | -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      | $45178.81     | 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      | $86769.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Essex Property Trust, Inc.                                       | Essex Property Trust, Inc.                                                             | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |        5270 | NS      | $1493518.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          26 | NC      | $-105944.97   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores, Inc.                                          | Burlington Stores, Inc.                                                                | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Short            | EC               | CORP              | US        |       -7296 | NS      | $-1697341.44  | -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      | $31594.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                  | Fairfax Financial Holdings Ltd.                                                        | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |         976 | NS      | $1761709.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                                               | nVent Electric plc                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       23235 | NS      | $1701963.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co. (The)                                       | Procter & Gamble Co. (The)                                                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Short            | EC               | CORP              | US        |      -13470 | NS      | $-2146040.40  | -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      | $-532.41      | -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      | $49.63        | 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      | $34365.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ERG SpA                                                          | ERG SpA                                                                                | CUSIP: N/A<br>LEI: 8156004604684CA44A90       | Short            | EC               | CORP              | IT        |       -7564 | NS      | $-165391.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corp.                                                    | Olympus Corp.                                                                          | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Short            | EC               | CORP              | JP        |     -192000 | NS      | $-2280638.03  | -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      | $96.86        | 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      | $-3962.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co.                                        | Central Japan Railway Co.                                                              | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Short            | EC               | CORP              | JP        |     -135000 | NS      | $-3017869.14  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1700000 | PA      | $-9475.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AECOM                                                            | AECOM                                                                                  | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |       13771 | NS      | $1554195.06   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    57800000 | PA      | $69198.59     | 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      | $-899.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                                    | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Short            | EC               | CORP              | US        |      -82830 | NS      | $-447282.00   | -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      | $-722.58      | -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      | $58838.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobayashi Pharmaceutical Co. Ltd.                                | Kobayashi Pharmaceutical Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 529900WBSL04KD6TKP95       | Short            | EC               | CORP              | JP        |      -12300 | NS      | $-460415.77   | -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      | $27048.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                 | CVS Health Corp.                                                                       | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Short            | EC               | CORP              | US        |      -24696 | NS      | $-1703530.08  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                                               | CoStar Group, Inc.                                                                     | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Short            | EC               | CORP              | US        |      -22320 | NS      | $-1794528.00  | -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      | $-49072.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison, Inc.                                        | Consolidated Edison, Inc.                                                              | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Short            | EC               | CORP              | US        |      -35481 | NS      | $-3560518.35  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                          | EnerSys                                                                                | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Short            | EC               | CORP              | US        |      -26484 | NS      | $-2271532.68  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral, Inc.                                                | RingCentral, Inc., Class A                                                             | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |       17451 | NS      | $494735.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Genting Singapore Ltd.                                           | Genting Singapore Ltd.                                                                 | CUSIP: N/A<br>LEI: 254900Y2N3AK93K1O866       | Short            | EC               | CORP              | SG        |    -1918300 | NS      | $-1078926.98  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| IDACORP, Inc.                                                    | IDACORP, Inc.                                                                          | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Short            | EC               | CORP              | US        |      -19533 | NS      | $-2255084.85  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Okta, Inc.                                                       | Okta, Inc., Class A                                                                    | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Short            | EC               | CORP              | US        |       -5890 | NS      | $-588823.30   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                                  | Hilton Worldwide Holdings, Inc.                                                        | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |        5991 | NS      | $1595642.94   | 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      | $-14218.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797PW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    15000000 | PA      | $14872575.00  | 0.78%             | 2025-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lattice Semiconductor Corp.                                      | Lattice Semiconductor Corp.                                                            | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Short            | EC               | CORP              | US        |      -83215 | NS      | $-4076702.85  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                                        | NVR, Inc.                                                                              | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |          60 | NS      | $443139.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         764 | NC      | $295147.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                                               | Henry Schein, Inc.                                                                     | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Short            | EC               | CORP              | US        |      -41133 | NS      | $-3004765.65  | -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      | $10944.13     | 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      | $6036.12      | 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      | $11306.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -52 | NC      | $-136149.95   | -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      | $-5440.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                           | Northrop Grumman Corp.                                                                 | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        6921 | NS      | $3460361.58   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                                      | NN Group NV                                                                            | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |       14117 | NS      | $939332.47    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          14 | NC      | $-27079.78    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          22 | NC      | $93675.31     | 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      | $135182.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     7400000 | PA      | $-109859.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                           | RWE AG                                                                                 | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |       20848 | NS      | $871200.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Corp.                                  | Brookfield Infrastructure Corp., Class A                                               | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Short            | EC               | CORP              | CA        |       -5814 | NS      | $-241910.22   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Zalando SE                                                       | Zalando SE                                                                             | CUSIP: N/A<br>LEI: 529900YRFFGH5AXU4S86       | Long             | EC               | CORP              | DE        |       98491 | NS      | $3249940.66   | 0.17%             |  |  |  | Yes           |                  2 | On Loan: No      |
| KLA Corp.                                                        | KLA Corp.                                                                              | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        4021 | NS      | $3601770.54   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                                             | Curtiss-Wright Corp.                                                                   | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |        4882 | NS      | $2385101.10   | 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      | $-40309.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SPI 200 Index                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |         456 | NC      | $-2474.33     | -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      | $-3529.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brunello Cucinelli SpA                                           | Brunello Cucinelli SpA                                                                 | CUSIP: N/A<br>LEI: 5493003CX2RZ0FOBH256       | Long             | EC               | CORP              | IT        |        3786 | NS      | $459631.31    | 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      | $-38947.20    | -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      | $-18287.58    | -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      | $391.57       | 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      | $-4044.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 100 oz Gold                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         120 | NC      | $-534182.05   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp.                                                     | Subaru Corp.                                                                           | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |      104300 | NS      | $1808186.02   | 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      | $-551.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TE Connectivity plc                                              | TE Connectivity plc                                                                    | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Short            | EC               | CORP              | IE        |       -8005 | NS      | $-1350203.35  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Vestas Wind Systems A/S                                          | Vestas Wind Systems A/S                                                                | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |       61336 | NS      | $921325.76    | 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      | $-838.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Azbil Corp.                                                      | Azbil Corp.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      148400 | NS      | $1407222.85   | 0.07%             |  |  |  | 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      | $-14042.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                                 | Sony Group Corp.                                                                       | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |      107800 | NS      | $2802835.17   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Freenet AG                                                       | Freenet AG                                                                             | CUSIP: N/A<br>LEI: 5299003GLDODCVP8DO20       | Long             | EC               | CORP              | DE        |       35286 | NS      | $1150304.81   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Pennon Group plc                                                 | Pennon Group plc                                                                       | CUSIP: N/A<br>LEI: 213800V1CCTS41GWH423       | Short            | EC               | CORP              | GB        |      -39803 | NS      | $-274610.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury Ultra Bond                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -62 | NC      | $-120111.95   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    35200000 | PA      | $42641.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HP, Inc.                                                         | HP, Inc.                                                                               | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Short            | EC               | CORP              | US        |     -127065 | NS      | $-3108009.90  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -7 | NC      | $-123258.74   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC plc                                                   | TechnipFMC plc                                                                         | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |       72298 | NS      | $2489943.12   | 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      | $13544.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -6 | NC      | $-10286.28    | -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      | $-716.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shiseido Co. Ltd.                                                | Shiseido Co. Ltd.                                                                      | CUSIP: N/A<br>LEI: 5299008QCD0YDT5OF506       | Short            | EC               | CORP              | JP        |     -164800 | NS      | $-2943435.60  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         689 | NC      | $-71669.94    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp.                                                     | Waters Corp.                                                                           | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        5137 | NS      | $1793018.48   | 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      | $-677.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          22 | NC      | $26065.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp.                                                     | Masimo Corp.                                                                           | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Short            | EC               | CORP              | US        |      -12924 | NS      | $-2174075.28  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                                  | Eli Lilly & Co.                                                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        3073 | NS      | $2395495.69   | 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      | $-11470.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                           | Standard Chartered plc                                                                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Short            | EC               | CORP              | GB        |      -14284 | NS      | $-236379.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          11 | NC      | $142919.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp.                                                    | Danaher Corp.                                                                          | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        3633 | NS      | $717662.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta, Inc.                                                    | Novanta, Inc.                                                                          | CUSIP: 67000B104<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |      -15144 | NS      | $-1952515.92  | -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      | $451110.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Puma SE                                                          | Puma SE                                                                                | CUSIP: N/A<br>LEI: 529900GRZ2BQY5ZM9N49       | Short            | EC               | CORP              | DE        |      -50796 | NS      | $-1388349.62  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Toray Industries, Inc.                                           | Toray Industries, Inc.                                                                 | CUSIP: N/A<br>LEI: 35380099TCYR5FHT0A11       | Long             | EC               | CORP              | JP        |      292200 | NS      | $2000182.63   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                    | Stryker Corp.                                                                          | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        9891 | NS      | $3913176.33   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG, Inc.                                                        | TPG, Inc.                                                                              | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Short            | EC               | CORP              | US        |      -68325 | NS      | $-3583646.25  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -46 | NC      | $-39149.79    | -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      | $9555.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                           | Koninklijke Philips NV                                                                 | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Short            | EC               | CORP              | NL        |      -80969 | NS      | $-1944255.73  | -0.10%            |  |  |  | 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      | $-1635.16     | -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      | $18615.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp.                                            | Deckers Outdoor Corp.                                                                  | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       12645 | NS      | $1303320.15   | 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      | $13453.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Euro-Buxl                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         193 | NC      | $-502871.53   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Adyen NV                                                         | Adyen NV                                                                               | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |        1450 | NS      | $2662979.08   | 0.14%             |  |  |  | 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      | $-14987.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  2116600000 | PA      | $1123349.88   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Harley-Davidson, Inc.                                            | Harley-Davidson, Inc.                                                                  | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |       39185 | NS      | $924766.00    | 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      | $-8557.67     | -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      | $-620101.46   | -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      | $-1008.05     | -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      | $10314.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                           | Cleveland-Cliffs, Inc.                                                                 | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Short            | EC               | CORP              | US        |     -231974 | NS      | $-1763002.40  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                                           | Howmet Aerospace, Inc.                                                                 | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       13952 | NS      | $2596885.76   | 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      | $13133.28     | 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      | $14412.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| D'ieteren Group                                                  | D'ieteren Group                                                                        | CUSIP: N/A<br>LEI: 549300DV5KJ23OKVTW34       | Short            | EC               | CORP              | BE        |        -813 | NS      | $-175078.93   | -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      | $40830.32     | 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      | $2642.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   235400000 | PA      | $129088.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                  | Air Lease Corp., Class A                                                               | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Short            | EC               | CORP              | US        |       -9567 | NS      | $-559573.83   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Holmen AB                                                        | Holmen AB, Class B                                                                     | CUSIP: N/A<br>LEI: 52990080SH3454F0QE68       | Short            | EC               | CORP              | SE        |      -25480 | NS      | $-1009317.12  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Ciena Corp.                                                      | Ciena Corp.                                                                            | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Short            | EC               | CORP              | US        |      -17239 | NS      | $-1402047.87  | -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      | $23739.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gates Industrial Corp. plc                                       | Gates Industrial Corp. plc                                                             | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Short            | EC               | CORP              | GB        |      -24241 | NS      | $-558270.23   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    55500000 | PA      | $-246668.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Esab Corp.                                                       | Esab Corp.                                                                             | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Short            | EC               | CORP              | US        |      -20665 | NS      | $-2491165.75  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -128 | NC      | $-202454.39   | -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      | $8879.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   244800000 | PA      | $-1544.43     | -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      | $-17372.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -36 | NC      | $-81300.19    | -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      | $-691.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           6 | NC      | $22094.06     | 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      | $161823.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Medpace Holdings, Inc.                                           | Medpace Holdings, Inc.                                                                 | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       10363 | NS      | $3252531.18   | 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      | $-5133.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rohm Co. Ltd.                                                    | Rohm Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: 5493009V2FGDEP7JFE59       | Short            | EC               | CORP              | JP        |     -252200 | NS      | $-3210674.55  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co., Inc. (The)                            | Kansai Electric Power Co., Inc. (The)                                                  | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Short            | EC               | CORP              | JP        |     -102000 | NS      | $-1209701.91  | -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      | $18462.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                 | Weyerhaeuser Co.                                                                       | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Short            | EC               | CORP              | US        |      -77817 | NS      | $-1999118.73  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Sharp Corp.                                                      | Sharp Corp.                                                                            | CUSIP: N/A<br>LEI: 353800YEPK9PD7QO3449       | Short            | EC               | CORP              | JP        |     -195500 | NS      | $-950397.17   | -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      | $4455.59      | 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      | $24175.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roivant Sciences Ltd.                                            | Roivant Sciences Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300DL466NY5J6U724       | Short            | EC               | CORP              | BM        |     -326491 | NS      | $-3679553.57  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           5 | NC      | $8404.35      | 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      | $-94604.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Odakyu Electric Railway Co. Ltd.                                 | Odakyu Electric Railway Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 353800LA6BC6E1MK6U35       | Short            | EC               | CORP              | JP        |      -28500 | NS      | $-333183.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                       | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Short            | EC               | CORP              | CA        |      -37627 | NS      | $-4169848.04  | -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      | $-8639.91     | -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      | $47848.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences, Inc.                                     | Neurocrine Biosciences, Inc.                                                           | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |        8602 | NS      | $1081185.38   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                                                    | Cummins, Inc.                                                                          | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        4575 | NS      | $1498312.50   | 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      | $-2601.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        1410 | NC      | $-281226.51   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                       | Bio-Rad Laboratories, Inc., Class A                                                    | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Short            | EC               | CORP              | US        |       -3304 | NS      | $-797321.28   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co. (The)                                                 | Clorox Co. (The)                                                                       | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Short            | EC               | CORP              | US        |       -4039 | NS      | $-484962.73   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp.                                          | Boston Scientific Corp.                                                                | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       27934 | NS      | $3000390.94   | 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      | $12102.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    31100000 | PA      | $84173.06     | 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      | $24191.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens Corning                                                    | Owens Corning                                                                          | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |        3975 | NS      | $546642.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems, Inc.                                       | Allegro MicroSystems, Inc.                                                             | CUSIP: 01749D105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -26130 | NS      | $-893384.70   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          28 | NC      | $74302.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                                            | Regency Centers Corp.                                                                  | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Short            | EC               | CORP              | US        |      -16525 | NS      | $-1177075.75  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -21 | NC      | $-87443.79    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | FTSE/MIB Index                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |         167 | NC      | $339445.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Saputo, Inc.                                                     | Saputo, Inc.                                                                           | CUSIP: 802912105<br>LEI: 549300HH4U1DPY0TBT90 | Short            | EC               | CORP              | CA        |      -15403 | NS      | $-315242.60   | -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      | $6314.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Oil Ltd.                                                | Imperial Oil Ltd.                                                                      | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Short            | EC               | CORP              | CA        |      -18832 | NS      | $-1496049.76  | -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      | $-3866.13     | -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      | $82650.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLETE, Inc.                                                     | ALLETE, Inc.                                                                           | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Short            | EC               | CORP              | US        |      -13098 | NS      | $-839188.86   | -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      | $27034.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | EURO STOXX 50 Volatility Index                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         -76 | NC      | $16171.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co. Ltd.                                                | Mitsui & Co. Ltd.                                                                      | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Short            | EC               | CORP              | JP        |     -116700 | NS      | $-2378343.31  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                    | PepsiCo, Inc.                                                                          | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Short            | EC               | CORP              | US        |      -16597 | NS      | $-2191467.88  | -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      | $215.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  6963900000 | PA      | $411.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Louisiana-Pacific Corp.                                          | Louisiana-Pacific Corp.                                                                | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Short            | EC               | CORP              | US        |       -2837 | NS      | $-243953.63   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5000000 | PA      | $-2557.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                              | Brown & Brown, Inc.                                                                    | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Short            | EC               | CORP              | US        |       -9365 | NS      | $-1038297.55  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Telegraph & Telephone Corp.                               | Nippon Telegraph & Telephone Corp.                                                     | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Short            | EC               | CORP              | JP        |    -1696700 | NS      | $-1813959.69  | -0.10%            |  |  |  | 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      | $24063.52     | 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      | $11689.82     | 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      | $-585060.78   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                            | Quanta Services, Inc.                                                                  | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Short            | EC               | CORP              | US        |        -448 | NS      | $-169379.84   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -10 | NC      | $-3844.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -13 | NC      | $44198.83     | 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      | $93542.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -22 | NC      | $-27714.28    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sampo OYJ                                                        | Sampo OYJ, Class A                                                                     | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Short            | EC               | CORP              | FI        |      -19959 | NS      | $-214808.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                                      | Phillips 66                                                                            | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       10839 | NS      | $1293092.70   | 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      | $1460.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                   | WP Carey, Inc.                                                                         | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |       14242 | NS      | $888415.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambu A/S                                                         | Ambu A/S, Class B                                                                      | CUSIP: N/A<br>LEI: 5299008W2A69WX355710       | Short            | EC               | CORP              | DK        |      -19978 | NS      | $-314214.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Abercrombie & Fitch Co.                                          | Abercrombie & Fitch Co., Class A                                                       | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       27790 | NS      | $2302401.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Soybean Meal                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -1495 | NC      | $2110099.75   | 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      | $8959.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 20500000000 | PA      | $-105114.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Teck Resources Ltd.                                              | Teck Resources Ltd., Class B                                                           | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Short            | EC               | CORP              | CA        |      -59901 | NS      | $-2422432.95  | -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      | $-37406.07    | -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      | $-6061.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake, Inc.                                                  | Snowflake, Inc., Class A                                                               | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       24077 | NS      | $5387710.29   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Legrand SA                                                       | Legrand SA                                                                             | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Short            | EC               | CORP              | FR        |       -9716 | NS      | $-1302221.23  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    21600000 | PA      | $-6553.22     | -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      | $-80531.57    | -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      | $-8682.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                                        | Danone SA                                                                              | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |        7017 | NS      | $574154.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Solvay SA                                                        | Solvay SA                                                                              | CUSIP: N/A<br>LEI: 549300MMVL80RTBP3O28       | Long             | EC               | CORP              | BE        |        7791 | NS      | $269855.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Media Corp.-Liberty Live                                 | Liberty Media Corp.-Liberty Live, Class C                                              | CUSIP: 531229722<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -8155 | NS      | $-661859.80   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp.                                         | SBA Communications Corp.                                                               | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       17978 | NS      | $4221953.52   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $-2128.01     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova, Inc.                                                 | GE Vernova, Inc.                                                                       | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        2413 | NS      | $1276838.95   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG (Registered)                                                              | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Short            | EC               | CORP              | CH        |     -154727 | NS      | $-5253255.52  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                       | Microchip Technology, Inc.                                                             | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Short            | EC               | CORP              | US        |      -57496 | NS      | $-4045993.52  | -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      | $5075.28      | 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      | $6615.52      | 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      | $1708.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          71 | NC      | $1828509.85   | 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      | $21266.61     | 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      | $-567090.86   | -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      | $-468.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp.                                                        | RTX Corp.                                                                              | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Short            | EC               | CORP              | US        |      -25993 | NS      | $-3795497.86  | -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      | $-1636.92     | -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      | $1303.31      | 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      | $-6049.69     | -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      | $116402.52    | 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      | $-36548.96    | -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      | $851.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Everest Group Ltd.                                               | Everest Group Ltd.                                                                     | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |         486 | NS      | $165167.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Ltd.                                                    | Brambles Ltd.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      162642 | NS      | $2511809.86   | 0.13%             |  |  |  | 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      | $26553.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -9 | NC      | $-63385.17    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1700000 | PA      | $-10550.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          40 | NC      | $114446.80    | 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      | $-176655.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Mettler-Toledo International, Inc.                               | Mettler-Toledo International, Inc.                                                     | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        1059 | NS      | $1244028.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intermediate Capital Group plc                                   | Intermediate Capital Group plc                                                         | CUSIP: N/A<br>LEI: 549300OGASR5WRKJ8R68       | Long             | EC               | CORP              | GB        |       22302 | NS      | $591580.61    | 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      | $-71501.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp.                                                   | Sumitomo Corp.                                                                         | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |       53600 | NS      | $1383240.36   | 0.07%             |  |  |  | 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      | $-174938.87   | -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      | $-41549.65    | -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      | $30486.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airlines Co. Ltd.                                          | Japan Airlines Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 3538002MH5L1QZZ93477       | Long             | EC               | CORP              | JP        |      154800 | NS      | $3157285.95   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ResMed, Inc.                                                     | ResMed, Inc.                                                                           | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        5971 | NS      | $1540518.00   | 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      | $-120539.11   | -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      | $8873.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Materials, Inc.                                            | Eagle Materials, Inc.                                                                  | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Short            | EC               | CORP              | US        |       -8453 | NS      | $-1708435.83  | -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      | $-16418.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tenaris SA                                                       | Tenaris SA                                                                             | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Short            | EC               | CORP              | LU        |      -23189 | NS      | $-434670.51   | -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      | $5365.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                        | Logitech International SA (Registered)                                                 | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |       20777 | NS      | $1884151.70   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Freshpet, Inc.                                                   | Freshpet, Inc.                                                                         | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |       21881 | NS      | $1487032.76   | 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      | $34552.55     | 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      | $180270.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                    | Moody's Corp.                                                                          | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        7127 | NS      | $3574831.93   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                                     | British American Tobacco plc                                                           | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |       41835 | NS      | $1989102.31   | 0.10%             |  |  |  | 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      | $-1088.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| thyssenkrupp AG                                                  | thyssenkrupp AG                                                                        | CUSIP: N/A<br>LEI: 549300UDG16DOYUPR330       | Long             | EC               | CORP              | DE        |      255633 | NS      | $2755264.02   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinterest, Inc.                                                  | Pinterest, Inc., Class A                                                               | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11753 | NS      | $421462.58    | 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      | $-38953.48    | -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      | $107407.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd.                                  | Isetan Mitsukoshi Holdings Ltd.                                                        | CUSIP: N/A<br>LEI: 529900SY5RZO92EFG035       | Long             | EC               | CORP              | JP        |       69200 | NS      | $1053666.42   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Holdings, Inc.                         | CCC Intelligent Solutions Holdings, Inc.                                               | CUSIP: 12510Q100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -129250 | NS      | $-1216242.50  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           8 | NC      | $17414.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Temenos AG                                                       | Temenos AG (Registered)                                                                | CUSIP: N/A<br>LEI: 5067007NW6550481FH64       | Short            | EC               | CORP              | CH        |      -15690 | NS      | $-1127093.06  | -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      | $9478.84      | 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      | $-35634.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTI Consulting, Inc.                                             | FTI Consulting, Inc.                                                                   | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Short            | EC               | CORP              | US        |       -6169 | NS      | $-996293.50   | -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      | $8683.84      | 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      | $-703.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arkema SA                                                        | Arkema SA                                                                              | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Short            | EC               | CORP              | FR        |      -12485 | NS      | $-921937.34   | -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      | $-8567.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          33 | NC      | $-7489.06     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                                      | Swedbank AB, Class A                                                                   | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |        7383 | NS      | $195548.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                                   | DoorDash, Inc., Class A                                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       22910 | NS      | $5647544.10   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          16 | NC      | $55996.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -12 | NC      | $-182350.70   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          16 | NC      | $19369.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck KGaA                                                       | Merck KGaA                                                                             | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Short            | EC               | CORP              | DE        |      -32973 | NS      | $-4275224.70  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Hera SpA                                                         | Hera SpA                                                                               | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Short            | EC               | CORP              | IT        |      -45110 | NS      | $-217899.44   | -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      | $13843.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Old National Bancorp                                             | Old National Bancorp                                                                   | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Short            | EC               | CORP              | US        |     -144030 | NS      | $-3073600.20  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -19 | NC      | $-79849.29    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                                               | Royalty Pharma plc, Class A                                                            | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |      124718 | NS      | $4493589.54   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   453800000 | PA      | $53744.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                               | Devon Energy Corp.                                                                     | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       66231 | NS      | $2106808.11   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -33 | NC      | $-69728.02    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings, Inc.                                            | Silgan Holdings, Inc.                                                                  | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Short            | EC               | CORP              | US        |      -25866 | NS      | $-1401419.88  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           8 | NC      | $13002.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         483 | NC      | $671945.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group plc                                                | Ashtead Group plc                                                                      | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Short            | EC               | CORP              | GB        |      -10603 | NS      | $-679928.67   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co. Ltd.                                        | Recruit Holdings Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |       50400 | NS      | $2963854.60   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co. Ltd.                                          | Kirin Holdings Co. Ltd.                                                                | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      146000 | NS      | $2045990.03   | 0.11%             |  |  |  | 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      | $-615.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                     | Komatsu Ltd.                                                                           | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |       37500 | NS      | $1237257.74   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                                        | Illinois Tool Works, Inc.                                                              | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Short            | EC               | CORP              | US        |       -5056 | NS      | $-1250096.00  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| MatsukiyoCocokara & Co.                                          | MatsukiyoCocokara & Co.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       54300 | NS      | $1116979.53   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Shift4 Payments, Inc.                                            | Shift4 Payments, Inc., Class A                                                         | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -28350 | NS      | $-2809768.50  | -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      | $4938.55      | 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      | $370.95       | 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      | $61014.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    56400000 | PA      | $122400.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                                        | adidas AG                                                                              | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |        1508 | NS      | $352012.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6000000 | PA      | $-11019.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Entain plc                                                       | Entain plc                                                                             | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | IM        |      108012 | NS      | $1337796.34   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| VAT Group AG                                                     | VAT Group AG                                                                           | CUSIP: N/A<br>LEI: 529900MVFK7NVALR7Y83       | Short            | EC               | CORP              | CH        |       -2705 | NS      | $-1146195.55  | -0.06%            |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   765600000 | PA      | $-21236.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Technology One Ltd.                                              | Technology One Ltd.                                                                    | CUSIP: N/A<br>LEI: 875500YEWBJIM91P9N12       | Long             | EC               | CORP              | AU        |       83421 | NS      | $2248667.87   | 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      | $1649.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sika AG                                                          | Sika AG (Registered)                                                                   | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |        9945 | NS      | $2705874.96   | 0.14%             |  |  |  | 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      | $3563.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust, Inc.                                    | Healthcare Realty Trust, Inc.                                                          | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Short            | EC               | CORP              | US        |      -54385 | NS      | $-862546.10   | -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      | $75716.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toll Brothers, Inc.                                              | Toll Brothers, Inc.                                                                    | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       22128 | NS      | $2525468.64   | 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      | $572732.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           4 | NC      | $35210.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          50 | NC      | $25894.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -26 | NC      | $-89456.64    | -0.00%            |  |  |  | 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        |      280000 | NS      | $2128729.84   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK Insulators Ltd.                                              | NGK Insulators Ltd.                                                                    | CUSIP: N/A<br>LEI: 353800701BNCL25VYY16       | Long             | EC               | CORP              | JP        |       70800 | NS      | $888653.55    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Hi-Fi Ltd.                                                    | JB Hi-Fi Ltd.                                                                          | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |       66196 | NS      | $4810220.06   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryohin Keikaku Co. Ltd.                                          | Ryohin Keikaku Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 549300PMNF56J66BY371       | Long             | EC               | CORP              | JP        |       98400 | NS      | $4719140.95   | 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      | $85466.62     | 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      | $9250.55      | 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      | $3169.40      | 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      | $-18851.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    24400000 | PA      | $34730.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamilton Lane, Inc.                                              | Hamilton Lane, Inc., Class A                                                           | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Short            | EC               | CORP              | US        |       -5821 | NS      | $-827280.52   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     8758500 | PA      | $73235.50     | 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      | $91868.91     | 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      | $27088.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stifel Financial Corp.                                           | Stifel Financial Corp.                                                                 | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       34479 | NS      | $3578230.62   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                         | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Short            | EC               | CORP              | US        |       -1229 | NS      | $-173116.94   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Amplifon SpA                                                     | Amplifon SpA                                                                           | CUSIP: N/A<br>LEI: ZYXJDNVM2JI3VBM8G556       | Short            | EC               | CORP              | IT        |      -27543 | NS      | $-646869.78   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group plc                                                | Compass Group plc                                                                      | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |       23316 | NS      | $789759.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp.                                                | Nitto Denko Corp.                                                                      | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |       10800 | NS      | $208563.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           5 | NC      | $7873.10      | 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      | $-14629.54    | -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      | $161873.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -15 | NC      | $-87459.44    | -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      | $141624.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -27 | NC      | $-30217.83    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust, Inc.                                       | Digital Realty Trust, Inc.                                                             | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Short            | EC               | CORP              | US        |       -5382 | NS      | $-938244.06   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software, Inc.                                             | Unity Software, Inc.                                                                   | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |      -45493 | NS      | $-1100930.60  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group plc                                               | Vodafone Group plc                                                                     | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |     1678321 | NS      | $1796561.86   | 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      | $12540.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dropbox, Inc.                                                    | Dropbox, Inc., Class A                                                                 | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |       13061 | NS      | $373544.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group, Inc.                                                | Match Group, Inc.                                                                      | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Short            | EC               | CORP              | US        |      -38173 | NS      | $-1179163.97  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp.                                                 | Fair Isaac Corp.                                                                       | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        1964 | NS      | $3590113.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Babcock International Group plc                                  | Babcock International Group plc                                                        | CUSIP: N/A<br>LEI: 213800TSKOLX4EU6L377       | Long             | EC               | CORP              | GB        |       16166 | NS      | $254613.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                    | Gartner, Inc.                                                                          | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       14079 | NS      | $5691013.38   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Wilmar International Ltd.                                        | Wilmar International Ltd.                                                              | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Short            | EC               | CORP              | SG        |     -274500 | NS      | $-619623.34   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Janus Henderson Group plc                                        | Janus Henderson Group plc                                                              | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Short            | EC               | CORP              | JE        |       -6656 | NS      | $-258519.04   | -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      | $-1299.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                     | Marriott International, Inc., Class A                                                  | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Short            | EC               | CORP              | US        |       -5946 | NS      | $-1624506.66  | -0.09%            |  |  |  | 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        |     -143962 | NS      | $-2509334.70  | -0.13%            |  |  |  | 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      | $-62243.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     9500000 | PA      | $-12126.43    | -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      | $-1281.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  5300000000 | PA      | $-4412.15     | -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      | $131218.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         900 | NC      | $-193634.79   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Trimble, Inc.                                                    | Trimble, Inc.                                                                          | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       36312 | NS      | $2758985.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy, Inc.                                            | Cheniere Energy, Inc.                                                                  | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Short            | EC               | CORP              | US        |      -11830 | NS      | $-2880841.60  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          50 | NC      | $140850.50    | 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      | $1708.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   703400000 | PA      | $-5178.15     | -0.00%            |  |  |  | No            |                  2 | 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        |         847 | NS      | $1575164.68   | 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      | $34561.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTDC Ltd.                                                      | NEXTDC Ltd.                                                                            | CUSIP: N/A<br>LEI: 529900RTERU3X7G3D672       | Short            | EC               | CORP              | AU        |     -296409 | NS      | $-2829331.86  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Aurubis AG                                                       | Aurubis AG                                                                             | CUSIP: N/A<br>LEI: 5299005SHIN9ZK7GW242       | Long             | EC               | CORP              | DE        |        1739 | NS      | $181099.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AAON, Inc.                                                       | AAON, Inc.                                                                             | CUSIP: 000360206<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -33970 | NS      | $-2505287.50  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   765700000 | PA      | $-21172.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -2 | NC      | $-3197.02     | -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      | $40463.15     | 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      | $-18124.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lifco AB                                                         | Lifco AB, Class B                                                                      | CUSIP: N/A<br>LEI: 549300RTLL4VDQRCTW41       | Short            | EC               | CORP              | SE        |       -3708 | NS      | $-150273.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                            | Albertsons Cos., Inc., Class A                                                         | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |       23344 | NS      | $502129.44    | 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      | $373.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                    | Veralto Corp.                                                                          | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       35265 | NS      | $3560001.75   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell, Inc.                                                    | Hubbell, Inc., Class B                                                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Short            | EC               | CORP              | US        |       -7862 | NS      | $-3210919.42  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Adecco Group AG                                                  | Adecco Group AG (Registered)                                                           | CUSIP: N/A<br>LEI: NI14Y5UMU60O7JE9P611       | Long             | EC               | CORP              | CH        |       25849 | NS      | $770247.34    | 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      | $66278.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UGI Corp.                                                        | UGI Corp.                                                                              | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |       47455 | NS      | $1728311.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on, Inc.                                                    | Snap-on, Inc.                                                                          | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |        2238 | NS      | $696420.84    | 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      | $35131.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Unibrew A/S                                                | Royal Unibrew A/S                                                                      | CUSIP: N/A<br>LEI: 529900D69KFL8IAP8Q63       | Long             | EC               | CORP              | DK        |        8934 | NS      | $729953.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                                   | M&T Bank Corp.                                                                         | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Short            | EC               | CORP              | US        |       -3184 | NS      | $-617664.16   | -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      | $4596.35      | 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      | $62263.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         147 | NC      | $91992.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TBS Holdings, Inc.                                               | TBS Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       42300 | NS      | $1483065.67   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -9 | NC      | $-22848.12    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc.                                                                | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       16251 | NS      | $1516218.30   | 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      | $-41217.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Valeo SE                                                         | Valeo SE                                                                               | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | EC               | CORP              | FR        |      185975 | NS      | $2041410.43   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co. Ltd.                                            | Yamaha Motor Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Short            | EC               | CORP              | JP        |     -420700 | NS      | $-3148129.57  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1000000 | PA      | $492.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd.                           | Yangzijiang Shipbuilding Holdings Ltd.                                                 | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Short            | EC               | CORP              | SG        |     -619600 | NS      | $-1081263.86  | -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      | $-37827.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                         | Svenska Handelsbanken AB, Class A                                                      | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |       59006 | NS      | $789930.26    | 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      | $-30536.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -4 | NC      | $-5484.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TOPPAN Holdings, Inc.                                            | TOPPAN Holdings, Inc.                                                                  | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Short            | EC               | CORP              | JP        |      -21100 | NS      | $-573224.26   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 90-Day New Zealand Bill                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         139 | NC      | $1960.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp. (The)                                             | Allstate Corp. (The)                                                                   | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       15920 | NS      | $3204855.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                        | Argenx SE                                                                              | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |        1369 | NS      | $757855.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    31300000 | PA      | $-318393.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Premier, Inc.                                                    | Premier, Inc., Class A                                                                 | CUSIP: 74051N102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -135434 | NS      | $-2970067.62  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| NEXTracker, Inc.                                                 | NEXTracker, Inc., Class A                                                              | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17540 | NS      | $953649.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    41058450 | PA      | $-596246.29   | -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      | $17142.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider National, Inc.                                         | Schneider National, Inc., Class B                                                      | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Short            | EC               | CORP              | US        |      -58552 | NS      | $-1414030.80  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                                            | Camden Property Trust                                                                  | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       16316 | NS      | $1838650.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                             | Edison International                                                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       41635 | NS      | $2148366.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Marks & Spencer Group plc                                        | Marks & Spencer Group plc                                                              | CUSIP: N/A<br>LEI: 213800EJP14A79ZG1X44       | Long             | EC               | CORP              | GB        |      577675 | NS      | $2811557.90   | 0.15%             |  |  |  | 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      | $4952.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US, Inc.                                                | T-Mobile US, Inc.                                                                      | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Short            | EC               | CORP              | US        |      -14025 | NS      | $-3341596.50  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                                                      | Qorvo, Inc.                                                                            | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Short            | EC               | CORP              | US        |      -19974 | NS      | $-1695992.34  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                                       | Unum Group                                                                             | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Short            | EC               | CORP              | US        |      -21786 | NS      | $-1759437.36  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Indutrade AB                                                     | Indutrade AB                                                                           | CUSIP: N/A<br>LEI: 549300FISLQ6CEFP1867       | Short            | EC               | CORP              | SE        |       -7456 | NS      | $-203586.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MGIC Investment Corp.                                            | MGIC Investment Corp.                                                                  | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |        9051 | NS      | $251979.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                | Johnson & Johnson                                                                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       37584 | NS      | $5740956.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                  | Regeneron Pharmaceuticals, Inc.                                                        | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Short            | EC               | CORP              | US        |       -3706 | NS      | $-1945650.00  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co. Ltd.                                               | Tokyo Gas Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |       72700 | NS      | $2418154.95   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                | Merck & Co., Inc.                                                                      | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       67664 | NS      | $5356282.24   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                                 | Mastercard, Inc., Class A                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       10158 | NS      | $5708186.52   | 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      | $62235.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   321100000 | PA      | $-3902.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tyler Technologies, Inc.                                         | Tyler Technologies, Inc.                                                               | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Short            | EC               | CORP              | US        |       -8285 | NS      | $-4911679.40  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp.                                                      | FedEx Corp.                                                                            | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Short            | EC               | CORP              | US        |       -6504 | NS      | $-1478424.24  | -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      | $-90191.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Entertainment plc                                        | Flutter Entertainment plc                                                              | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |        9807 | NS      | $2802448.32   | 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      | $7797.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                           | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |      564241 | NS      | $2607228.17   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                         | Lloyds Banking Group plc                                                               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |      493924 | NS      | $519369.98    | 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      | $-84573.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Greif, Inc.                                                      | Greif, Inc., Class A                                                                   | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Short            | EC               | CORP              | US        |       -2566 | NS      | $-166764.34   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                                                   | DTE Energy Co.                                                                         | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       38655 | NS      | $5120241.30   | 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      | $-207.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Blue Owl Capital, Inc.                                           | Blue Owl Capital, Inc., Class A                                                        | CUSIP: 09581B103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -112286 | NS      | $-2157014.06  | -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      | $433835.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                            | American Homes 4 Rent, Class A                                                         | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |       26141 | NS      | $942905.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Russell 2000 E-Mini Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         234 | NC      | $615917.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                                 | Novo Nordisk A/S, Class B                                                              | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Short            | EC               | CORP              | DK        |      -30227 | NS      | $-2094551.25  | -0.11%            |  |  |  | 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      | $343.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp.                                               | State Street Corp.                                                                     | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Short            | EC               | CORP              | US        |      -30074 | NS      | $-3198069.16  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Rexel SA                                                         | Rexel SA                                                                               | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | EC               | CORP              | FR        |        8149 | NS      | $251337.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Graco, Inc.                                                      | Graco, Inc.                                                                            | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Short            | EC               | CORP              | US        |       -9596 | NS      | $-824968.12   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Forestry Co. Ltd.                                       | Sumitomo Forestry Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 549300FIIRGO6D5FWR19       | Short            | EC               | CORP              | JP        |     -125400 | NS      | $-1266330.80  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Group, Inc.                                            | TransDigm Group, Inc.                                                                  | CUSIP: 893641100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3111 | NS      | $-4730711.04  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Holdings, Inc.                                     | Howard Hughes Holdings, Inc.                                                           | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Long             | EC               | CORP              | US        |        2334 | NS      | $157545.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics, Inc.                                               | 10X Genomics, Inc., Class A                                                            | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |       98846 | NS      | $1144636.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cochlear Ltd.                                                    | Cochlear Ltd.                                                                          | CUSIP: N/A<br>LEI: 5493001OLLWY8KV5UC08       | Short            | EC               | CORP              | AU        |      -11133 | NS      | $-2201840.36  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Ltd.                                                      | Keppel Ltd.                                                                            | CUSIP: N/A<br>LEI: 254900SQ7IPDOY6IDW33       | Short            | EC               | CORP              | SG        |     -214200 | NS      | $-1250836.96  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |       22387 | NS      | $2008152.13   | 0.11%             |  |  |  | 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      | $821.66       | 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      | $-120530.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                     | Humana, Inc.                                                                           | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Short            | EC               | CORP              | US        |       -1807 | NS      | $-441775.36   | -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      | $-127975.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Zscaler, Inc.                                                    | Zscaler, Inc.                                                                          | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |        9811 | NS      | $3080065.34   | 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      | $51545.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanwa Holdings Corp.                                             | Sanwa Holdings Corp.                                                                   | CUSIP: N/A<br>LEI: 5299003X6BCA4ROO5A70       | Long             | EC               | CORP              | JP        |      104300 | NS      | $3459177.29   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   299000000 | PA      | $30314.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                   | Thermo Fisher Scientific, Inc.                                                         | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Short            | EC               | CORP              | US        |       -5348 | NS      | $-2168400.08  | -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      | $-14911.78    | -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      | $12214.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paycom Software, Inc.                                            | Paycom Software, Inc.                                                                  | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Short            | EC               | CORP              | US        |       -9902 | NS      | $-2291322.80  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear, Inc.                                          | Gildan Activewear, Inc.                                                                | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Short            | EC               | CORP              | CA        |      -12069 | NS      | $-594697.93   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR, Inc.                                                     | PACCAR, Inc.                                                                           | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Short            | EC               | CORP              | US        |      -22290 | NS      | $-2118887.40  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Air Canada                                                       | Air Canada                                                                             | CUSIP: 008911877<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Short            | EC               | CORP              | CA        |      -11873 | NS      | $-183707.81   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Medibank Pvt Ltd.                                                | Medibank Pvt Ltd.                                                                      | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Short            | EC               | CORP              | AU        |     -128988 | NS      | $-428356.28   | -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      | $2232.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CAC 40 10 Euro Index                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |           4 | NC      | $185.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          84 | NC      | $266154.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -8 | NC      | $-20365.04    | -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      | $1667.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury Long Bond                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -141 | NC      | $-412033.92   | -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      | $2595.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BP plc                                                           | BP plc                                                                                 | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Short            | EC               | CORP              | GB        |     -392638 | NS      | $-1956239.26  | -0.10%            |  |  |  | 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      | $-814.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shopify, Inc.                                                    | Shopify, Inc., Class A                                                                 | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       17486 | NS      | $2016780.73   | 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      | $-532.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                        | O'Reilly Automotive, Inc.                                                              | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Short            | EC               | CORP              | US        |      -73477 | NS      | $-6622482.01  | -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      | $-1506.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                          | Republic Services, Inc., Class A                                                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Short            | EC               | CORP              | US        |      -23480 | NS      | $-5790402.80  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                                         | Skyworks Solutions, Inc.                                                               | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Short            | EC               | CORP              | US        |      -38306 | NS      | $-2854563.12  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Fortrea Holdings, Inc.                                           | Fortrea Holdings, Inc.                                                                 | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Short            | EC               | CORP              | US        |      -30521 | NS      | $-150773.74   | -0.01%            |  |  |  | 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        |        8367 | NS      | $1034077.53   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair plc                                                      | Pentair plc                                                                            | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |       17887 | NS      | $1836279.42   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd.                                                   | Fortescue Ltd.                                                                         | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Short            | EC               | CORP              | AU        |     -166227 | NS      | $-1670952.51  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           2 | NC      | $19079.74     | 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      | $-3404.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -9 | NC      | $-63700.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Sanso Holdings Corp.                                      | Nippon Sanso Holdings Corp.                                                            | CUSIP: N/A<br>LEI: 353800F1K6653B4VPY57       | Short            | EC               | CORP              | JP        |      -97100 | NS      | $-3674410.55  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          12 | NC      | $132242.43    | 0.01%             |  |  |  | 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        |      -19900 | NS      | $-823104.84   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                         | Universal Music Group NV                                                               | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Short            | EC               | CORP              | NL        |      -44797 | NS      | $-1453239.84  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           5 | NC      | $7020.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          35 | NC      | $130001.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa Securities Group, Inc.                                     | Daiwa Securities Group, Inc.                                                           | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Short            | EC               | CORP              | JP        |     -420700 | NS      | $-2987823.10  | -0.16%            |  |  |  | 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      | $7249.92      | 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      | $100912.70    | 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      | $2601.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                       | Builders FirstSource, Inc.                                                             | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Short            | EC               | CORP              | US        |      -16221 | NS      | $-1892828.49  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management, Inc.                                   | Apollo Global Management, Inc.                                                         | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Short            | EC               | CORP              | US        |      -16916 | NS      | $-2399872.92  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -5 | NC      | $-8152.30     | -0.00%            |  |  |  | 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        |       50757 | NS      | $2647827.84   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          11 | NC      | $72.82        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JDE Peet's NV                                                    | JDE Peet's NV                                                                          | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Short            | EC               | CORP              | NL        |      -10750 | NS      | $-307069.18   | -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      | $9392.08      | 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      | $-18925.85    | -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      | $7739.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bachem Holding AG                                                | Bachem Holding AG, Class B                                                             | CUSIP: N/A<br>LEI: 506700S81111XI7TG884       | Short            | EC               | CORP              | CH        |      -13032 | NS      | $-955908.11   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Middleby Corp. (The)                                             | Middleby Corp. (The)                                                                   | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |        5394 | NS      | $776736.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp.                                       | Taylor Morrison Home Corp., Class A                                                    | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       50862 | NS      | $3123944.04   | 0.16%             |  |  |  | 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        |       95100 | NS      | $2529415.66   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $-3932.67     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           4 | NC      | $28446.03     | 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      | $5942.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -68 | NC      | $-52665.52    | -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      | $-29359.28    | -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      | $88807.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                             | Ingersoll Rand, Inc.                                                                   | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Short            | EC               | CORP              | US        |      -56981 | NS      | $-4739679.58  | -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      | $427.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO, Inc.                                                       | ZOZO, Inc.                                                                             | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |       41800 | NS      | $451636.73    | 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      | $90652.13     | 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      | $-6541.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                                      | Pandora A/S                                                                            | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |       12318 | NS      | $2170374.74   | 0.11%             |  |  |  | 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      | $12603.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 20500000000 | PA      | $-105039.33   | -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      | $-17808.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DiaSorin SpA                                                     | DiaSorin SpA                                                                           | CUSIP: N/A<br>LEI: 8156002878BDF0EE4348       | Short            | EC               | CORP              | IT        |       -3886 | NS      | $-415918.76   | -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      | $-1382.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -1 | NC      | $1840.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health, Inc.                                         | Hims & Hers Health, Inc.                                                               | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |        4294 | NS      | $214055.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -33 | NC      | $-34699.17    | -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      | $2271.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                           | Chocoladefabriken Lindt & Spruengli AG                                                 | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Short            | EC               | CORP              | CH        |         -45 | NS      | $-758412.10   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Mueller Industries, Inc.                                         | Mueller Industries, Inc.                                                               | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |        2236 | NS      | $177694.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Copper                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -336 | NC      | $-1527775.59  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Azenta, Inc.                                                     | Azenta, Inc.                                                                           | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Short            | EC               | CORP              | US        |      -32865 | NS      | $-1011584.70  | -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      | $9875.79      | 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      | $-34215.28    | -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      | $-5039.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                                         | Mowi ASA                                                                               | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Short            | EC               | CORP              | NO        |      -16728 | NS      | $-323074.85   | -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      | $-20763.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lumentum Holdings, Inc.                                          | Lumentum Holdings, Inc.                                                                | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |       -2118 | NS      | $-201337.08   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           2 | NC      | $3705.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp.                                               | Atmos Energy Corp.                                                                     | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       16347 | NS      | $2519236.17   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp.                                          | Regions Financial Corp.                                                                | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       29840 | NS      | $701836.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies, Inc.                                   | Watts Water Technologies, Inc., Class A                                                | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |        2798 | NS      | $688000.22    | 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      | $87946.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties, Inc.                              | Gaming and Leisure Properties, Inc.                                                    | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Short            | EC               | CORP              | US        |      -14482 | NS      | $-676019.76   | -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      | $-48446.78    | -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      | $88753.02     | 0.00%             |  |  |  | No            |                  2 | 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        |      249706 | NS      | $2117895.85   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -10 | NC      | $-97521.30    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | S&P 500 E-Mini Index                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         180 | NC      | $1842746.19   | 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      | $-795.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -16 | NC      | $-16728.16    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kobe Steel Ltd.                                                  | Kobe Steel Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300ZDCYYUPHEE5K87       | Short            | EC               | CORP              | JP        |      -61500 | NS      | $-671355.96   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corp.                                                    | Shimizu Corp.                                                                          | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |      284100 | NS      | $3173329.87   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Utilities Ltd.                                          | Canadian Utilities Ltd., Class A                                                       | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Short            | EC               | CORP              | CA        |      -29613 | NS      | $-819399.92   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                                         | Ipsen SA                                                                               | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |        4949 | NS      | $589514.01    | 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      | $-82782.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     7105500 | PA      | $85776.39     | 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      | $-130235.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp.                                                     | Otsuka Corp.                                                                           | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Short            | EC               | CORP              | JP        |      -16200 | NS      | $-330016.68   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    43700000 | PA      | $106913.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                                       | Ferrari NV                                                                             | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Short            | EC               | CORP              | NL        |       -3705 | NS      | $-1815119.89  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    62800000 | PA      | $54506.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          30 | NC      | $57295.30     | 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      | $74601.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MSA Safety, Inc.                                                 | MSA Safety, Inc.                                                                       | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Short            | EC               | CORP              | US        |       -7561 | NS      | $-1266694.33  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                                            | Arista Networks, Inc.                                                                  | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       88923 | NS      | $9097712.13   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies, Inc.                                           | BWX Technologies, Inc.                                                                 | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Short            | EC               | CORP              | US        |       -1155 | NS      | $-166389.30   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Honda Motor Co. Ltd.                                             | Honda Motor Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |      183100 | NS      | $1765606.65   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                | Wolters Kluwer NV                                                                      | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Short            | EC               | CORP              | NL        |      -13804 | NS      | $-2308554.88  | -0.12%            |  |  |  | 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        |       89400 | NS      | $1357077.53   | 0.07%             |  |  |  | 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      | $38802.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                      | Ageas SA/NV                                                                            | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |       12841 | NS      | $868662.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ExlService Holdings, Inc.                                        | ExlService Holdings, Inc.                                                              | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Short            | EC               | CORP              | US        |      -44658 | NS      | $-1955573.82  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Life Holding AG                                            | Swiss Life Holding AG (Registered)                                                     | CUSIP: N/A<br>LEI: 5493000KUC3Z24U77V93       | Short            | EC               | CORP              | CH        |       -5910 | NS      | $-5983073.06  | -0.31%            |  |  |  | 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      | $-5335.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    22356000 | PA      | $-121664.51   | -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      | $-1080.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    12100000 | PA      | $63392.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial plc                                             | Rentokil Initial plc                                                                   | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Short            | EC               | CORP              | GB        |     -420739 | NS      | $-2029968.42  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -12 | NC      | $43293.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AltaGas Ltd.                                                     | AltaGas Ltd.                                                                           | CUSIP: 021361100<br>LEI: 2549008X5V70MOS4HM10 | Short            | EC               | CORP              | CA        |      -11984 | NS      | $-347881.42   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Natural Gas                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -384 | NC      | $977343.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   184600000 | PA      | $293675.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   781300000 | PA      | $329774.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                                         | Volvo AB, Class B                                                                      | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Short            | EC               | CORP              | SE        |      -38353 | NS      | $-1079162.05  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                           | Playtika Holding Corp.                                                                 | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |       85092 | NS      | $402485.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.                                     | Grand Canyon Education, Inc.                                                           | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |        3924 | NS      | $741636.00    | 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      | $-57874.37    | -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      | $1.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                      | United Parcel Service, Inc., Class B                                                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       33360 | NS      | $3367358.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                         | Fabrinet                                                                               | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |        3680 | NS      | $1084422.40   | 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      | $-1406.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                        | Thales SA                                                                              | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |        3603 | NS      | $1063874.35   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                                         | Tryg A/S                                                                               | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Short            | EC               | CORP              | DK        |       -6387 | NS      | $-165111.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kirby Corp.                                                      | Kirby Corp.                                                                            | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |        5687 | NS      | $644962.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group, Inc.                                  | Jefferies Financial Group, Inc.                                                        | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Short            | EC               | CORP              | US        |      -21756 | NS      | $-1189835.64  | -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      | $-67981.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                | Genuine Parts Co.                                                                      | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       10948 | NS      | $1328101.88   | 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      | $12107.72     | 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      | $-2223.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IMCD NV                                                          | IMCD NV                                                                                | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Short            | EC               | CORP              | NL        |       -6524 | NS      | $-877447.78   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                         | Marvell Technology, Inc.                                                               | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20371 | NS      | $1576715.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                                       | Simon Property Group, Inc.                                                             | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       13799 | NS      | $2218327.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $-41500.18    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4400000 | PA      | $16576.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1800000 | PA      | $-4401.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                              | EOG Resources, Inc.                                                                    | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Short            | EC               | CORP              | US        |      -18522 | NS      | $-2215416.42  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Lasertec Corp.                                                   | Lasertec Corp.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -24700 | NS      | $-3311298.64  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Morningstar, Inc.                                                | Morningstar, Inc.                                                                      | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |        3490 | NS      | $1095615.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexagon AB                                                       | Hexagon AB, Class B                                                                    | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Short            | EC               | CORP              | SE        |     -145295 | NS      | $-1464515.25  | -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      | $-200091.29   | -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      | $-1043.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                   | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Short            | EC               | CORP              | US        |      -20459 | NS      | $-6526011.82  | -0.34%            |  |  |  | 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      | $-34212.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                             | Steel Dynamics, Inc.                                                                   | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |        7823 | NS      | $1001422.23   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                 | Omega Healthcare Investors, Inc.                                                       | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |       51689 | NS      | $1894401.85   | 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      | $5227.53      | 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      | $-39241.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gitlab, Inc.                                                     | Gitlab, Inc., Class A                                                                  | CUSIP: 37637K108<br>LEI: 9845004Y40FACG81ED49 | Long             | EC               | CORP              | US        |        4666 | NS      | $210483.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                                    | Raymond James Financial, Inc.                                                          | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |        4011 | NS      | $615167.07    | 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      | $-4980.08     | -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      | $128.15       | 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      | $1788.62      | 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      | $109907.02    | 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      | $155491.11    | 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      | $4712.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US Foods Holding Corp.                                           | US Foods Holding Corp.                                                                 | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |       26424 | NS      | $2034912.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp.                                   | First American Financial Corp.                                                         | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Short            | EC               | CORP              | US        |      -29876 | NS      | $-1834087.64  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Banque Cantonale Vaudoise                                        | Banque Cantonale Vaudoise (Registered)                                                 | CUSIP: N/A<br>LEI: K1MOBB3OPSBBQO554R76       | Short            | EC               | CORP              | CH        |       -3203 | NS      | $-369410.98   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -27 | NC      | $-74926.27    | -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      | $-1131.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           7 | NC      | $-10629.01    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          49 | NC      | $76277.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $-9227.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                           | Mercedes-Benz Group AG                                                                 | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Short            | EC               | CORP              | DE        |      -50778 | NS      | $-2958334.41  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| APA Group                                                        | APA Group                                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | AU        |     -273949 | NS      | $-1472959.69  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                               | Johnson Controls International plc                                                     | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |       56120 | NS      | $5927394.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Cocoa                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          56 | NC      | $-179765.25   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797QQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   124200000 | PA      | $122274996.88 | 6.41%             | 2025-11-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         145 | NC      | $73155.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp.                                                     | Bruker Corp.                                                                           | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |       55924 | NS      | $2304068.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -46 | NC      | $-125366.16   | -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      | $183973.69    | 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      | $18043.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                          | Molina Healthcare, Inc.                                                                | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        6204 | NS      | $1848171.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings, Inc.                                                 | DraftKings, Inc., Class A                                                              | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |       60721 | NS      | $2604323.69   | 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      | $-1307.63     | -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      | $118245.38    | 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      | $19160.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pegasystems, Inc.                                                | Pegasystems, Inc.                                                                      | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |       49032 | NS      | $2654102.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life, Inc.                                                 | Globe Life, Inc.                                                                       | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       13011 | NS      | $1617137.19   | 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      | $-21214.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Essent Group Ltd.                                                | Essent Group Ltd.                                                                      | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |       19469 | NS      | $1182352.37   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                             | Analog Devices, Inc.                                                                   | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Short            | EC               | CORP              | US        |       -8936 | NS      | $-2126946.72  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp.                                                        | CDW Corp.                                                                              | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Short            | EC               | CORP              | US        |      -12523 | NS      | $-2236482.57  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| RELX plc                                                         | RELX plc                                                                               | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |      114427 | NS      | $6201677.92   | 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      | $31216.58     | 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      | $-698.88      | -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      | $2.93         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                | HF Sinclair Corp.                                                                      | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |       65211 | NS      | $2678867.88   | 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      | $-1159.54     | -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      | $-17000.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                          | Veolia Environnement SA                                                                | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Short            | EC               | CORP              | FR        |       -6537 | NS      | $-233383.17   | -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      | $23041.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Home                                                          | KB Home                                                                                | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Short            | EC               | CORP              | US        |      -29594 | NS      | $-1567594.18  | -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      | $-841.51      | -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      | $-92848.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                     | Nutrien Ltd.                                                                           | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Short            | EC               | CORP              | CA        |       -2618 | NS      | $-152552.45   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Mineral Resources Ltd.                                           | Mineral Resources Ltd.                                                                 | CUSIP: N/A<br>LEI: 5299007V1ACKFFX2P066       | Short            | EC               | CORP              | AU        |      -76788 | NS      | $-1090970.37  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Cytokinetics, Inc.                                               | Cytokinetics, Inc.                                                                     | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |       14976 | NS      | $494807.04    | 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      | $-8.36        | -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      | $1495.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    76000000 | PA      | $20468.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                          | Progressive Corp. (The)                                                                | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        8543 | NS      | $2279784.98   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Group, Inc.                                              | Rakuten Group, Inc.                                                                    | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | EC               | CORP              | JP        |       32400 | NS      | $178529.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     9100000 | PA      | $22284.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -27 | NC      | $-13921.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     7400000 | PA      | $-109784.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd.                                                 | Pro Medicus Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       24410 | NS      | $4567957.70   | 0.24%             |  |  |  | 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      | $5914.33      | 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      | $3403.64      | 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      | $-39392.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          18 | NC      | $37479.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mapfre SA                                                        | Mapfre SA                                                                              | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | EC               | CORP              | ES        |      250197 | NS      | $1024857.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp.                                                | QuidelOrtho Corp.                                                                      | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |        5758 | NS      | $165945.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -11 | NC      | $-77820.19    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          11 | NC      | $98.47        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                        | Westinghouse Air Brake Technologies Corp.                                              | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       19943 | NS      | $4175067.05   | 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      | $-4037.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trade Desk, Inc. (The)                                           | Trade Desk, Inc. (The), Class A                                                        | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |       11303 | NS      | $813702.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | White Sugar                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          17 | NC      | $85.87        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Worldline SA                                                     | Worldline SA                                                                           | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Short            | EC               | CORP              | FR        |      -23758 | NS      | $-100456.74   | -0.01%            |  |  |  | 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      | $6104.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., Class A                                                                   | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Short            | EC               | CORP              | US        |       -2568 | NS      | $-174444.24   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                                         | Bayer AG (Registered)                                                                  | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |       64737 | NS      | $1950350.38   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -23 | NC      | $-88797.02    | -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      | $-99356.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                           | Home Depot, Inc. (The)                                                                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        1836 | NS      | $673151.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty, Inc.                                  | Rexford Industrial Realty, Inc.                                                        | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Short            | EC               | CORP              | US        |      -54914 | NS      | $-1953290.98  | -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      | $-5114.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -52 | NC      | $-1589355.12  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp. Japan                                               | Oracle Corp. Japan                                                                     | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |       13700 | NS      | $1632911.43   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    46800000 | PA      | $4630.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp.                                  | Mitsubishi Chemical Group Corp.                                                        | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Short            | EC               | CORP              | JP        |     -217700 | NS      | $-1144236.48  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                                         | QBE Insurance Group Ltd.                                                               | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |      143589 | NS      | $2211145.24   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| iA Financial Corp., Inc.                                         | iA Financial Corp., Inc.                                                               | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |        9697 | NS      | $1063091.71   | 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      | $35129.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4400000 | PA      | $-5531.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                                        | Airbus SE                                                                              | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |       16103 | NS      | $3368759.66   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797QP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    97000000 | PA      | $95570521.67  | 5.01%             | 2025-11-06      | None          | 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      | $26545.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                       | AT&T, Inc.                                                                             | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Short            | EC               | CORP              | US        |     -145176 | NS      | $-4201393.44  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Healthineers AG                                          | Siemens Healthineers AG                                                                | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Short            | EC               | CORP              | DE        |      -35795 | NS      | $-1987136.63  | -0.10%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Sartorius AG                                                     | Sartorius AG (Preference)                                                              | CUSIP: N/A<br>LEI: 529900EQV2DY4FOAMU38       | Short            | EP               | CORP              | DE        |       -5306 | NS      | $-1351426.64  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                   | Illumina, Inc.                                                                         | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       13438 | NS      | $1282119.58   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp.                                                    | Parsons Corp.                                                                          | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |       28122 | NS      | $2018315.94   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           9 | NC      | $15290.33     | 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      | $-44150.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iida Group Holdings Co. Ltd.                                     | Iida Group Holdings Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 35380051BV8PV1I4S949       | Short            | EC               | CORP              | JP        |      -11900 | NS      | $-167626.33   | -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      | $1618.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           2 | NC      | $2920.28      | 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      | $-6051.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                            | McCormick & Co., Inc. (Non-Voting)                                                     | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       12686 | NS      | $961852.52    | 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      | $-39722.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                             | Eastman Chemical Co.                                                                   | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Short            | EC               | CORP              | US        |      -54067 | NS      | $-4036642.22  | -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      | $5691.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                    | Newmont Corp.                                                                          | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       57734 | NS      | $3363582.84   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius Stedim Biotech                                         | Sartorius Stedim Biotech                                                               | CUSIP: N/A<br>LEI: 52990006IVXY7GCSSR39       | Short            | EC               | CORP              | FR        |        -758 | NS      | $-181360.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EPAM Systems, Inc.                                               | EPAM Systems, Inc.                                                                     | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |        9976 | NS      | $1763956.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                                               | Vail Resorts, Inc.                                                                     | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Short            | EC               | CORP              | US        |      -13332 | NS      | $-2094857.16  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| HKT Trust & HKT Ltd.                                             | HKT Trust & HKT Ltd.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      134000 | NS      | $200339.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -19 | NC      | $-101457.71   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems, Inc.                                   | FactSet Research Systems, Inc.                                                         | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Short            | EC               | CORP              | US        |       -5689 | NS      | $-2544575.92  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Bank Ltd.                                                | Rakuten Bank Ltd.                                                                      | CUSIP: N/A<br>LEI: 3538007HFAF2NOCBUE44       | Long             | EC               | CORP              | JP        |        5300 | NS      | $242967.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners, Inc.                                | Pinnacle Financial Partners, Inc.                                                      | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |       13784 | NS      | $1521891.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                                                   | Exelixis, Inc.                                                                         | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |       45817 | NS      | $2019384.28   | 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      | $-620033.36   | -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      | $-48438.08    | -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      | $-171147.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                      | Rogers Communications, Inc., Class B                                                   | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Short            | EC               | CORP              | CA        |     -103929 | NS      | $-3082571.92  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                            | Schneider Electric SE                                                                  | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |       11058 | NS      | $2968905.98   | 0.16%             |  |  |  | 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      | $-3957.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | White Sugar                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $350.72       | 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      | $61011.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    62500000 | PA      | $72743.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey plc                                                | Taylor Wimpey plc                                                                      | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Short            | EC               | CORP              | GB        |     -113128 | NS      | $-184479.36   | -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      | $2116.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co. Ltd.                                      | Ono Pharmaceutical Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Short            | EC               | CORP              | JP        |     -326600 | NS      | $-3539617.81  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                                             | Barrick Mining Corp.                                                                   | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       32713 | NS      | $681045.38    | 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      | $19111.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                       | Corebridge Financial, Inc.                                                             | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |       29019 | NS      | $1030174.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                                               | HealthEquity, Inc.                                                                     | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |       11928 | NS      | $1249577.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          12 | NC      | $16968.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR, Inc.                                                        | UDR, Inc.                                                                              | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |       58168 | NS      | $2374999.44   | 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      | $5692.65      | 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      | $-11481.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          11 | NC      | $76224.11     | 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      | $1857.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                   | Charles River Laboratories International, Inc.                                         | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Short            | EC               | CORP              | US        |      -16403 | NS      | $-2488827.19  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd.                                              | Tokyo Electron Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |       18300 | NS      | $3504623.18   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Popular, Inc.                                                    | Popular, Inc.                                                                          | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       27491 | NS      | $3029783.11   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                                   | Coherent Corp.                                                                         | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |        4325 | NS      | $385833.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -84 | NC      | $-270139.63   | -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      | $5788.39      | 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      | $-81507.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies plc                                           | Trane Technologies plc                                                                 | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |        8837 | NS      | $3865392.17   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ampol Ltd.                                                       | Ampol Ltd.                                                                             | CUSIP: N/A<br>LEI: 5493009TD1CGVRZ27U11       | Short            | EC               | CORP              | AU        |      -73450 | NS      | $-1244827.58  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Euro-BTP                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         898 | NC      | $350070.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co.                                                      | Deere & Co.                                                                            | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Short            | EC               | CORP              | US        |       -3880 | NS      | $-1972941.20  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    77700000 | PA      | $49407.29     | 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      | $-16956.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Under Armour, Inc.                                               | Under Armour, Inc., Class A                                                            | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Short            | EC               | CORP              | US        |      -73297 | NS      | $-500618.51   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                                     | Target Corp.                                                                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Short            | EC               | CORP              | US        |       -8264 | NS      | $-815243.60   | -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      | $-41478.08    | -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      | $-14106.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    20800000 | PA      | $362920.39    | 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      | $-31610.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     7105500 | PA      | $85738.14     | 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      | $-3885.37     | -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      | $21731.94     | 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      | $11714.09     | 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      | $-36512.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | French Base Electricity                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | DE        |           1 | NC      | $-58762.15    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co., Inc.                                   | American Water Works Co., Inc.                                                         | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       23884 | NS      | $3322503.24   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4400000 | PA      | $16843.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mohawk Industries, Inc.                                          | Mohawk Industries, Inc.                                                                | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Short            | EC               | CORP              | US        |      -15474 | NS      | $-1622294.16  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                                   | Rheinmetall AG                                                                         | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |        4901 | NS      | $10378841.04  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods plc                                     | Associated British Foods plc                                                           | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Short            | EC               | CORP              | GB        |      -11971 | NS      | $-338232.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Corp.                                                     | Yamaha Corp.                                                                           | CUSIP: N/A<br>LEI: 529900S5TENP3IJS7S02       | Short            | EC               | CORP              | JP        |     -233400 | NS      | $-1686770.76  | -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      | $-19623.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          12 | NC      | $-39420.71    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6200000 | PA      | $36336.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAR Group Ltd.                                                   | CAR Group Ltd.                                                                         | CUSIP: N/A<br>LEI: 5299009TFWZGH2AN7D11       | Short            | EC               | CORP              | AU        |      -22679 | NS      | $-558522.10   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp., Class A                                                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Short            | EC               | CORP              | US        |      -51321 | NS      | $-1831646.49  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Scout24 SE                                                       | Scout24 SE                                                                             | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |        6372 | NS      | $879647.17    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          18 | NC      | $316872.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EMS-Chemie Holding AG                                            | EMS-Chemie Holding AG (Registered)                                                     | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Short            | EC               | CORP              | CH        |       -1448 | NS      | $-1094693.33  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                   | VeriSign, Inc.                                                                         | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       34590 | NS      | $9989592.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply, Inc.                                   | SiteOne Landscape Supply, Inc.                                                         | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Short            | EC               | CORP              | US        |       -9021 | NS      | $-1090999.74  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries plc                                      | James Hardie Industries plc                                                            | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Short            | EC               | CORP              | IE        |      -53952 | NS      | $-1448790.60  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Hankyu Hanshin Holdings, Inc.                                    | Hankyu Hanshin Holdings, Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -40200 | NS      | $-1092783.02  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Old Republic International Corp.                                 | Old Republic International Corp.                                                       | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |       13444 | NS      | $516787.36    | 0.03%             |  |  |  | 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        |       13174 | NS      | $2455897.08   | 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      | $631023.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          14 | NC      | $-19229.14    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                         | Hermes International SCA                                                               | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |        1942 | NS      | $5264501.39   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Global Ltd.                                              | Liberty Global Ltd., Class A                                                           | CUSIP: N/A<br>LEI: 213800HRMKKTYH7SKA24       | Short            | EC               | CORP              | BM        |      -34340 | NS      | $-343743.40   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Euro-Schatz                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -1587 | NC      | $27018.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew plc                                               | Smith & Nephew plc                                                                     | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Short            | EC               | CORP              | GB        |      -69151 | NS      | $-1058995.28  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     7300000 | PA      | $256224.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp.                                       | Cincinnati Financial Corp.                                                             | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |        7018 | NS      | $1045120.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                  | Telefonaktiebolaget LM Ericsson, Class B                                               | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |      486465 | NS      | $4157000.72   | 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      | $90915.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings, Inc.                                            | Resona Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |       70600 | NS      | $652049.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon plc                                                          | Aon plc, Class A                                                                       | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Short            | EC               | CORP              | IE        |       -5099 | NS      | $-1819119.24  | -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      | $-9524.99     | -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      | $134284.47    | 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      | $-3571.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CarMax, Inc.                                                     | CarMax, Inc.                                                                           | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7308 | NS      | $491170.68    | 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      | $59017.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                                        | Amundi SA                                                                              | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |        4182 | NS      | $338975.36    | 0.02%             |  |  |  | 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      | $-70096.99    | -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      | $7487.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                                     | Hitachi Ltd.                                                                           | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |       72100 | NS      | $2095539.91   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| WW Grainger, Inc.                                                | WW Grainger, Inc.                                                                      | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        2679 | NS      | $2786802.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia (The)                                        | Bank of Nova Scotia (The)                                                              | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |       49542 | NS      | $2739498.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  5300000000 | PA      | $-4412.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                       | Travelers Cos., Inc. (The)                                                             | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       21521 | NS      | $5757728.34   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                                     | Fastenal Co.                                                                           | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Short            | EC               | CORP              | US        |     -119367 | NS      | $-5013414.00  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                                    | Equinix, Inc.                                                                          | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Short            | EC               | CORP              | US        |       -1382 | NS      | $-1099339.54  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                         | Enel SpA                                                                               | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |      904150 | NS      | $8581021.70   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | MSCI Singapore Index                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         644 | NC      | $245084.07    | 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      | $80052.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Glacier Bancorp, Inc.                                            | Glacier Bancorp, Inc.                                                                  | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Short            | EC               | CORP              | US        |      -32111 | NS      | $-1383341.88  | -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      | $-34677.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd.                                          | ANZ Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 9845005D9C6BAA10BK72       | Short            | EC               | CORP              | AU        |     -196198 | NS      | $-3762447.10  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -8 | NC      | $-16471.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                           | Sempra                                                                                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Short            | EC               | CORP              | US        |      -27488 | NS      | $-2082765.76  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                                        | MDU Resources Group, Inc.                                                              | CUSIP: 552690109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -104366 | NS      | $-1739781.22  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Euro-Bobl                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -21 | NC      | $2881.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                                         | Western Alliance Bancorp                                                               | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Short            | EC               | CORP              | US        |      -12191 | NS      | $-950654.18   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                                       | Eiffage SA                                                                             | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |        5431 | NS      | $763127.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          61 | NC      | $-81439.61    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co. (The)                                               | Southern Co. (The)                                                                     | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Short            | EC               | CORP              | US        |      -65097 | NS      | $-5977857.51  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp.                                                | Asahi Kasei Corp.                                                                      | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Short            | EC               | CORP              | JP        |     -236000 | NS      | $-1680028.85  | -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      | $-86373.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                 | Delivery Hero SE                                                                       | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Short            | EC               | CORP              | DE        |      -30739 | NS      | $-834324.88   | -0.04%            |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  2541900000 | PA      | $2622.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                                     | Chipotle Mexican Grill, Inc., Class A                                                  | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4594 | NS      | $257953.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                                      | Adobe, Inc.                                                                            | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        6723 | NS      | $2600994.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity, Inc.                                                     | Acuity, Inc.                                                                           | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         969 | NS      | $289091.46    | 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      | $-3072.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -26 | NC      | $103306.58    | 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      | $-174962.14   | -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      | $-123151.98   | -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      | $-6293.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd.                                       | Woodside Energy Group Ltd.                                                             | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Short            | EC               | CORP              | AU        |     -174319 | NS      | $-2692689.98  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| A2A SpA                                                          | A2A SpA                                                                                | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | EC               | CORP              | IT        |      296833 | NS      | $799525.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Remy Cointreau SA                                                | Remy Cointreau SA                                                                      | CUSIP: N/A<br>LEI: 5493004V6A3Z027YT216       | Short            | EC               | CORP              | FR        |       -4872 | NS      | $-249027.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                            | Pilgrim's Pride Corp.                                                                  | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |       39739 | NS      | $1787460.22   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Industries Corp.                                          | Toyota Industries Corp.                                                                | CUSIP: N/A<br>LEI: 35380000WKGEAHEMW830       | Short            | EC               | CORP              | JP        |      -50900 | NS      | $-5744712.75  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Ultragenyx Pharmaceutical, Inc.                                  | Ultragenyx Pharmaceutical, Inc.                                                        | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |       13877 | NS      | $504567.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services, Inc.                               | West Pharmaceutical Services, Inc.                                                     | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Short            | EC               | CORP              | US        |       -4304 | NS      | $-941715.20   | -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      | $-3276.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   126600000 | PA      | $-32419.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands plc                                              | Imperial Brands plc                                                                    | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |       47136 | NS      | $1862351.25   | 0.10%             |  |  |  | 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      | $-14047.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    12900000 | PA      | $-50031.84    | -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      | $-36541.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Persimmon plc                                                    | Persimmon plc                                                                          | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Short            | EC               | CORP              | GB        |      -37064 | NS      | $-659383.04   | -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      | $-17658.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NewMarket Corp.                                                  | NewMarket Corp.                                                                        | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |        1894 | NS      | $1308488.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo plc                                                       | Diageo plc                                                                             | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Short            | EC               | CORP              | GB        |     -165431 | NS      | $-4171525.81  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                                       | Chubb Ltd.                                                                             | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Short            | EC               | CORP              | CH        |       -3748 | NS      | $-1085870.56  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                                      | Spire, Inc.                                                                            | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Short            | EC               | CORP              | US        |      -12130 | NS      | $-885368.70   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -34 | NC      | $-44702.82    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies, Inc.                                      | Teledyne Technologies, Inc.                                                            | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Short            | EC               | CORP              | US        |       -6433 | NS      | $-3295690.23  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Aflac, Inc.                                                      | Aflac, Inc.                                                                            | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Short            | EC               | CORP              | US        |      -22041 | NS      | $-2324443.86  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -4 | NC      | $-27481.77    | -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      | $107374.58    | 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      | $-32762.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Heavy Industries Ltd.                                   | Kawasaki Heavy Industries Ltd.                                                         | CUSIP: N/A<br>LEI: 5493008FFSI8SQ74AT93       | Long             | EC               | CORP              | JP        |       41900 | NS      | $3167538.92   | 0.17%             |  |  |  | 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      | $-36217.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -32 | NC      | $35867.12     | 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      | $12815.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grocery Outlet Holding Corp.                                     | Grocery Outlet Holding Corp.                                                           | CUSIP: 39874R101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -125931 | NS      | $-1564063.02  | -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      | $133214.90    | 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      | $506.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acerinox SA                                                      | Acerinox SA                                                                            | CUSIP: N/A<br>LEI: 95980020140005582721       | Long             | EC               | CORP              | ES        |       42332 | NS      | $540474.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Qualys, Inc.                                                     | Qualys, Inc.                                                                           | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       23036 | NS      | $3291153.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp.                                         | Texas Pacific Land Corp.                                                               | CUSIP: 88262P102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1091 | NS      | $-1152521.49  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Demant A/S                                                       | Demant A/S                                                                             | CUSIP: N/A<br>LEI: 213800RM6L9LN78BVA56       | Short            | EC               | CORP              | DK        |       -8507 | NS      | $-355435.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    83800000 | PA      | $-233610.26   | -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      | $-14099.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -99 | NC      | $-249837.11   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems, Inc.                                              | Veeva Systems, Inc., Class A                                                           | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       13310 | NS      | $3833013.80   | 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      | $38022.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    57700000 | PA      | $69078.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                              | Vertiv Holdings Co., Class A                                                           | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       42051 | NS      | $5399768.91   | 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      | $14521.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -29 | NC      | $-282843.77   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| The Campbell's Co.                                               | The Campbell's Co.                                                                     | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Short            | EC               | CORP              | US        |      -41969 | NS      | $-1286349.85  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                              | LVMH Moet Hennessy Louis Vuitton SE                                                    | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Short            | EC               | CORP              | FR        |       -4499 | NS      | $-2354686.52  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Lennox International, Inc.                                       | Lennox International, Inc.                                                             | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |        4314 | NS      | $2472957.36   | 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      | $-575.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROBLOX Corp.                                                     | ROBLOX Corp., Class A                                                                  | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       78951 | NS      | $8305645.20   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co.                                       | Performance Food Group Co.                                                             | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |        9694 | NS      | $847934.18    | 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      | $10643.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                                          | Aristocrat Leisure Ltd.                                                                | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |       70608 | NS      | $3025185.18   | 0.16%             |  |  |  | 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      | $108043.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          46 | NC      | $22388.99     | 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      | $-171171.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          14 | NC      | $51989.70     | 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      | $48294.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Suisan Kaisha Ltd.                                          | Toyo Suisan Kaisha Ltd.                                                                | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       53200 | NS      | $3536050.66   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                           | General Dynamics Corp.                                                                 | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        7604 | NS      | $2217782.64   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Shionogi & Co. Ltd.                                              | Shionogi & Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |      139800 | NS      | $2516718.85   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797NU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    85747000 | PA      | $84004477.76  | 4.40%             | 2025-12-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -30 | NC      | $-161272.15   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         347 | NC      | $453945.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 90-Day New Zealand Bill                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         136 | NC      | $16135.65     | 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      | $31476.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -114 | NC      | $-50018.01    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Electrolux AB                                                    | Electrolux AB, Class B                                                                 | CUSIP: N/A<br>LEI: 549300Y3HHZB1ZGFPJ93       | Long             | EC               | CORP              | SE        |      275444 | NS      | $1958835.10   | 0.10%             |  |  |  | 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      | $-279.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp.                                               | Ralph Lauren Corp., Class A                                                            | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |        5243 | NS      | $1438050.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group AG                                                     | GEA Group AG                                                                           | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |        8618 | NS      | $604122.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Note                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          16 | NC      | $5000.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           7 | NC      | $19134.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysmex Corp.                                                     | Sysmex Corp.                                                                           | CUSIP: N/A<br>LEI: 5299001ZO4CKWACMZI55       | Short            | EC               | CORP              | JP        |      -93200 | NS      | $-1622352.60  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                                   | Autodesk, Inc.                                                                         | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       11651 | NS      | $3606800.07   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                                      | L3Harris Technologies, Inc.                                                            | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Short            | EC               | CORP              | US        |       -5737 | NS      | $-1439069.08  | -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      | $6067.79      | 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      | $-176632.19   | -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      | $452.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -57 | NC      | $-199638.72   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Steel Corp.                                               | Nippon Steel Corp.                                                                     | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Short            | EC               | CORP              | JP        |      -87300 | NS      | $-1651012.08  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                      | First Quantum Minerals Ltd.                                                            | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Short            | EC               | CORP              | CA        |      -65244 | NS      | $-1158988.33  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp.                                                   | Huntsman Corp.                                                                         | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |       70307 | NS      | $732598.94    | 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      | $-80551.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                  | Universal Health Services, Inc., Class B                                               | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       10587 | NS      | $1917835.05   | 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      | $-4643.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swissquote Group Holding SA                                      | Swissquote Group Holding SA (Registered)                                               | CUSIP: N/A<br>LEI: 549300O3WME82RDPEN66       | Long             | EC               | CORP              | CH        |        3023 | NS      | $1718091.56   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimano, Inc.                                                    | Shimano, Inc.                                                                          | CUSIP: N/A<br>LEI: 529900L32YT3P9DECR10       | Short            | EC               | CORP              | JP        |      -23400 | NS      | $-3392542.45  | -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      | $90555.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lyft, Inc.                                                       | Lyft, Inc., Class A                                                                    | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |      277204 | NS      | $4368735.04   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd.                                                | Wynn Resorts Ltd.                                                                      | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Short            | EC               | CORP              | US        |      -11354 | NS      | $-1063529.18  | -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      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                                    | Alfa Laval AB                                                                          | CUSIP: N/A<br>LEI: 549300UCKT2UK88AG251       | Long             | EC               | CORP              | SE        |       58270 | NS      | $2454252.64   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventas, Inc.                                                     | Ventas, Inc.                                                                           | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       48626 | NS      | $3070731.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -22 | NC      | $-98070.28    | -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      | $6883.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1700000 | PA      | $-20575.69    | -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      | $-387.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                 | Pernod Ricard SA                                                                       | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Short            | EC               | CORP              | FR        |      -36765 | NS      | $-3667358.18  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          19 | NC      | $87882.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp.                                          | Universal Display Corp.                                                                | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6519 | NS      | $1006924.74   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           5 | NC      | $-8492.35     | -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      | $-37053.18    | -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      | $-90211.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                            | STMicroelectronics NV                                                                  | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Short            | EC               | CORP              | NL        |      -96251 | NS      | $-2951247.75  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Tesco plc                                                        | Tesco plc                                                                              | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |      542062 | NS      | $2988671.42   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd.                                       | Axis Capital Holdings Ltd.                                                             | CUSIP: N/A<br>LEI: 635400VD2NQBYAHMEM55       | Long             | EC               | CORP              | BM        |       23214 | NS      | $2410077.48   | 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      | $-1175.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          57 | NC      | $85948.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                                                     | Prysmian SpA                                                                           | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Short            | EC               | CORP              | IT        |      -41413 | NS      | $-2932008.10  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                     | Iberdrola SA                                                                           | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |       89244 | NS      | $1716878.79   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -4 | NC      | $-41098.52    | -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      | $-8924.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Aluminum                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          -7 | NC      | $-7348.09     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   293000000 | PA      | $2304.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M3, Inc.                                                         | M3, Inc.                                                                               | CUSIP: N/A<br>LEI: 3538001UOKRWIODYM055       | Short            | EC               | CORP              | JP        |     -119500 | NS      | $-1641536.94  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month CORRA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         642 | NC      | $3459.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AddTech AB                                                       | AddTech AB, Class B                                                                    | CUSIP: N/A<br>LEI: 549300QZ5U2IDRHPWL60       | Long             | EC               | CORP              | SE        |        4992 | NS      | $170185.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln Electric Holdings, Inc.                                  | Lincoln Electric Holdings, Inc.                                                        | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |        9188 | NS      | $1904856.16   | 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      | $2856.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          19 | NC      | $-49080.94    | -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      | $9697.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                      | Dick's Sporting Goods, Inc.                                                            | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Short            | EC               | CORP              | US        |       -2512 | NS      | $-496898.72   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    24300000 | PA      | $34587.95     | 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      | $22874.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          42 | NC      | $151452.46    | 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      | $-2485.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                                  | Knorr-Bremse AG                                                                        | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               | CORP              | DE        |        7442 | NS      | $721851.39    | 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      | $-5380.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBALFOUNDRIES, Inc.                                            | GLOBALFOUNDRIES, Inc.                                                                  | CUSIP: N/A<br>LEI: 549300BA76VK784VMX48       | Short            | EC               | CORP              | KY        |      -35081 | NS      | $-1340094.20  | -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      | $-45971.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   139600000 | PA      | $104401.74    | 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      | $-16415.77    | -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      | $40446.57     | 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      | $-13007.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                           | Freeport-McMoRan, Inc.                                                                 | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |        6632 | NS      | $287497.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                                               | Chemours Co. (The)                                                                     | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Short            | EC               | CORP              | US        |      -58794 | NS      | $-673191.30   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Natera, Inc.                                                     | Natera, Inc.                                                                           | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16452 | NS      | $2779400.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| New Hope Corp. Ltd.                                              | New Hope Corp. Ltd.                                                                    | CUSIP: N/A<br>LEI: 254900DHRUGXZSLSNZ83       | Short            | EC               | CORP              | AU        |     -152210 | NS      | $-370663.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Italgas SpA                                                      | Italgas SpA                                                                            | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |      159669 | NS      | $1354427.15   | 0.07%             |  |  |  | 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      | $-1383.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    54800000 | PA      | $-36622.38    | -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      | $-989.62      | -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      | $-37055.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797PX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    14000000 | PA      | $13870398.36  | 0.73%             | 2025-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co.                                               | Tractor Supply Co.                                                                     | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Short            | EC               | CORP              | US        |      -44142 | NS      | $-2329373.34  | -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      | $0.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                       | MSCI, Inc., Class A                                                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        3614 | NS      | $2084338.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co. (The)                                       | Sherwin-Williams Co. (The)                                                             | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        2845 | NS      | $976859.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Vopak NV                                             | Koninklijke Vopak NV                                                                   | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |       19376 | NS      | $962391.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd.                              | Norwegian Cruise Line Holdings Ltd.                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | BM        |      -37221 | NS      | $-754841.88   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                                     | Mattel, Inc.                                                                           | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |       63216 | NS      | $1246619.52   | 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      | $-19616.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                   | Commerzbank AG                                                                         | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |      168948 | NS      | $5324062.53   | 0.28%             |  |  |  | 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      | $28742.52     | 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      | $11978.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever plc                                                     | Unilever plc                                                                           | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Short            | EC               | CORP              | GB        |      -39650 | NS      | $-2419691.20  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                        | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       11041 | NS      | $939809.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   176800000 | PA      | $3684.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | MSCI Emerging Markets Index                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         999 | NC      | $1394041.35   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group, Inc.                                      | Kinsale Capital Group, Inc.                                                            | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Short            | EC               | CORP              | US        |       -2065 | NS      | $-999253.50   | -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      | $3041.99      | 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      | $113078.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -35 | NC      | $-135055.90   | -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      | $-12433.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dolby Laboratories, Inc.                                         | Dolby Laboratories, Inc., Class A                                                      | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Short            | EC               | CORP              | US        |       -9750 | NS      | $-724035.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5800000 | PA      | $44344.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp.                                        | Renesas Electronics Corp.                                                              | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Short            | EC               | CORP              | JP        |     -223200 | NS      | $-2761303.68  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                       | Archer-Daniels-Midland Co.                                                             | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Short            | EC               | CORP              | US        |      -64689 | NS      | $-3414285.42  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                                        | Orkla ASA                                                                              | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |       20295 | NS      | $221042.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                     | Airbnb, Inc., Class A                                                                  | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       13320 | NS      | $1762768.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SharkNinja, Inc.                                                 | SharkNinja, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | KY        |      -15584 | NS      | $-1542660.16  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                                     | DNB Bank ASA                                                                           | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Short            | EC               | CORP              | NO        |      -87221 | NS      | $-2412059.97  | -0.13%            |  |  |  | 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      | $2117.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    45000000 | PA      | $-1391.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          91 | NC      | $-12793.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797QR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    95000000 | PA      | $93448993.90  | 4.90%             | 2025-11-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                                        | Gjensidige Forsikring ASA                                                              | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Short            | EC               | CORP              | NO        |      -15487 | NS      | $-392594.66   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    35200000 | PA      | $42641.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cousins Properties, Inc.                                         | Cousins Properties, Inc.                                                               | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |       44433 | NS      | $1334322.99   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          13 | NC      | $67496.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Telecommunications Ltd.                                | Singapore Telecommunications Ltd.                                                      | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |      476900 | NS      | $1437752.62   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          26 | NC      | $85118.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Euro-Bund                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         230 | NC      | $-198075.46   | -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      | $-185400.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cognex Corp.                                                     | Cognex Corp.                                                                           | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |       11540 | NS      | $366048.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month SARON                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         300 | NC      | $-101236.30   | -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      | $13393.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMC Corp.                                                        | SMC Corp.                                                                              | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Short            | EC               | CORP              | JP        |      -17300 | NS      | $-6199669.98  | -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      | $-39727.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                          | Texas Instruments, Inc.                                                                | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Short            | EC               | CORP              | US        |      -27196 | NS      | $-5646433.52  | -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      | $6734.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valvoline, Inc.                                                  | Valvoline, Inc.                                                                        | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Short            | EC               | CORP              | US        |      -42582 | NS      | $-1612580.34  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -9 | NC      | $-10896.37    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                                       | Baxter International, Inc.                                                             | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Short            | EC               | CORP              | US        |     -112825 | NS      | $-3416341.00  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Pembina Pipeline Corp.                                           | Pembina Pipeline Corp.                                                                 | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Short            | EC               | CORP              | CA        |      -52041 | NS      | $-1953997.67  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.                          | Mid-America Apartment Communities, Inc.                                                | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Short            | EC               | CORP              | US        |      -15291 | NS      | $-2263220.91  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     7900000 | PA      | $105200.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -61 | NC      | $57717.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                                               | Ryder System, Inc.                                                                     | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |        8776 | NS      | $1395384.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Zensho Holdings Co. Ltd.                                         | Zensho Holdings Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 353800DYF3UDM49ITT03       | Long             | EC               | CORP              | JP        |       21400 | NS      | $1295263.67   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                             | Cenovus Energy, Inc.                                                                   | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |      114871 | NS      | $1563106.03   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                                                 | Royal Gold, Inc.                                                                       | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       27391 | NS      | $4871215.44   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LANXESS AG                                                       | LANXESS AG                                                                             | CUSIP: N/A<br>LEI: 529900PTLRE72EMYIJ77       | Long             | EC               | CORP              | DE        |       12006 | NS      | $357962.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Restaurant Brands International, Inc.                            | Restaurant Brands International, Inc.                                                  | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Short            | EC               | CORP              | CA        |      -25551 | NS      | $-1694893.95  | -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      | $-214698.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Renault SA                                                       | Renault SA                                                                             | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |       36493 | NS      | $1683969.37   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ISS A/S                                                          | ISS A/S                                                                                | CUSIP: N/A<br>LEI: 213800LEZA58SZNCBN19       | Long             | EC               | CORP              | DK        |       66183 | NS      | $1847221.18   | 0.10%             |  |  |  | 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      | $2492.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 2 Year Note                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -717 | NC      | $-584350.38   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -5 | NC      | $-7816.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Beijer Ref AB                                                    | Beijer Ref AB, Class B                                                                 | CUSIP: N/A<br>LEI: 549300PZZEUVH08H4G75       | Short            | EC               | CORP              | SE        |      -79961 | NS      | $-1261865.92  | -0.07%            |  |  |  | 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      | $-1637.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          32 | NC      | $-66148.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CyberAgent, Inc.                                                 | CyberAgent, Inc.                                                                       | CUSIP: N/A<br>LEI: 3538006T5KZABPGS8Q08       | Long             | EC               | CORP              | JP        |      119900 | NS      | $1369918.87   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SKF AB                                                           | SKF AB, Class B                                                                        | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Short            | EC               | CORP              | SE        |     -126986 | NS      | $-2916906.73  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Corteva, Inc.                                                    | Corteva, Inc.                                                                          | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       33087 | NS      | $2465974.11   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikari Tsushin, Inc.                                             | Hikari Tsushin, Inc.                                                                   | CUSIP: N/A<br>LEI: 3538001SOIIV8U3OXH94       | Long             | EC               | CORP              | JP        |        2900 | NS      | $856272.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Exact Sciences Corp.                                             | Exact Sciences Corp.                                                                   | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |       12419 | NS      | $659945.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                                       | News Corp., Class A                                                                    | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       34903 | NS      | $1037317.16   | 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      | $11117.70     | 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      | $126252.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Watsco, Inc.                                                     | Watsco, Inc.                                                                           | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |        5050 | NS      | $2230181.00   | 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      | $-41607.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Williams-Sonoma, Inc.                                            | Williams-Sonoma, Inc.                                                                  | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |        4994 | NS      | $815869.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                 | Goodyear Tire & Rubber Co. (The)                                                       | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Short            | EC               | CORP              | US        |      -67622 | NS      | $-701240.14   | -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      | $-261.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                          | Element Solutions, Inc.                                                                | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |        8431 | NS      | $190962.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -55 | NC      | $-185937.59   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                                            | Walt Disney Co. (The)                                                                  | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Short            | EC               | CORP              | US        |       -1378 | NS      | $-170885.78   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Acciona SA                                                       | Acciona SA                                                                             | CUSIP: N/A<br>LEI: 54930002KP75TLLLNO21       | Short            | EC               | CORP              | ES        |       -1341 | NS      | $-241868.61   | -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      | $-3148.23     | -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      | $167868.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                  | DR Horton, Inc.                                                                        | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Short            | EC               | CORP              | US        |       -6132 | NS      | $-790537.44   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Arteria Ltd.                                               | Atlas Arteria Ltd.                                                                     | CUSIP: N/A<br>LEI: 254900SGF4ZQDBH2YC59       | Short            | EC               | CORP              | AU        |     -303369 | NS      | $-1016731.66  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| East Japan Railway Co.                                           | East Japan Railway Co.                                                                 | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Short            | EC               | CORP              | JP        |     -148800 | NS      | $-3200826.67  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                               | Chord Energy Corp.                                                                     | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Short            | EC               | CORP              | US        |      -13995 | NS      | $-1355415.75  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1300000 | PA      | $5519.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toro Co. (The)                                                   | Toro Co. (The)                                                                         | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Short            | EC               | CORP              | US        |      -23179 | NS      | $-1638291.72  | -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      | $7222.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    23900000 | PA      | $-70124.77    | -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      | $-4577.55     | -0.00%            |  |  |  | No            |                  2 | 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        |     -122500 | NS      | $-2738562.00  | -0.14%            |  |  |  | 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      | $-722.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                 | S&P Global, Inc.                                                                       | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Short            | EC               | CORP              | US        |       -8026 | NS      | $-4232029.54  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Telia Co. AB                                                     | Telia Co. AB                                                                           | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |      162867 | NS      | $585804.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   829900000 | PA      | $6852.79      | 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      | $-18869.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American plc                                               | Anglo American plc                                                                     | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Short            | EC               | CORP              | GB        |      -88945 | NS      | $-2621925.66  | -0.14%            |  |  |  | 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      | $167828.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp.                                                      | HEICO Corp.                                                                            | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Short            | EC               | CORP              | US        |       -2039 | NS      | $-668792.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Computershare Ltd.                                               | Computershare Ltd.                                                                     | CUSIP: N/A<br>LEI: 21380085HOKTMGLV9G93       | Long             | EC               | CORP              | AU        |      117350 | NS      | $3078569.75   | 0.16%             |  |  |  | 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      | $-17002.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                                       | Elanco Animal Health, Inc.                                                             | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Short            | EC               | CORP              | US        |      -65110 | NS      | $-929770.80   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| J Sainsbury plc                                                  | J Sainsbury plc                                                                        | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Short            | EC               | CORP              | GB        |      -70179 | NS      | $-279302.92   | -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      | $2354.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teradata Corp.                                                   | Teradata Corp.                                                                         | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Short            | EC               | CORP              | US        |      -28348 | NS      | $-632443.88   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates, Inc.                                    | Jack Henry & Associates, Inc.                                                          | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Short            | EC               | CORP              | US        |      -12525 | NS      | $-2256629.25  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos., Inc. (The)                                        | Williams Cos., Inc. (The)                                                              | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Short            | EC               | CORP              | US        |      -58369 | NS      | $-3666156.89  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Ramsay Health Care Ltd.                                          | Ramsay Health Care Ltd.                                                                | CUSIP: N/A<br>LEI: 549300QBX122KF2JPI10       | Short            | EC               | CORP              | AU        |      -67991 | NS      | $-1642551.28  | -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      | $-23380.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                    | Canadian National Railway Co.                                                          | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Short            | EC               | CORP              | CA        |      -27620 | NS      | $-2877915.77  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          23 | NC      | $99538.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omron Corp.                                                      | Omron Corp.                                                                            | CUSIP: N/A<br>LEI: 549300ZHW0TR2QZ0NY83       | Short            | EC               | CORP              | JP        |      -45600 | NS      | $-1229214.12  | -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      | $-6289.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                           | Encompass Health Corp.                                                                 | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |        8877 | NS      | $1088586.51   | 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      | $-3527.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations, Inc.                                     | Hilton Grand Vacations, Inc.                                                           | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Short            | EC               | CORP              | US        |      -42607 | NS      | $-1769468.71  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                                        | APA Corp.                                                                              | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       18496 | NS      | $338291.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Redeia Corp. SA                                                  | Redeia Corp. SA                                                                        | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Short            | EC               | CORP              | ES        |      -79074 | NS      | $-1692004.62  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Phelix De Base Electricity                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | DE        |           1 | NC      | $-85900.71    | -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      | $3714.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vornado Realty Trust                                             | Vornado Realty Trust                                                                   | CUSIP: 929042109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -47321 | NS      | $-1809555.04  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   128000000 | PA      | $-67882.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                                        | Fresenius Medical Care AG                                                              | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |        6315 | NS      | $362829.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SCSK Corp.                                                       | SCSK Corp.                                                                             | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |       69400 | NS      | $2090861.42   | 0.11%             |  |  |  | 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      | $10203.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                                      | FinecoBank Banca Fineco SpA                                                            | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Short            | EC               | CORP              | IT        |     -111912 | NS      | $-2482604.57  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                | Hershey Co. (The)                                                                      | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Short            | EC               | CORP              | US        |      -25994 | NS      | $-4313704.30  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -26 | NC      | $-79042.76    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    10900000 | PA      | $-30687.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          13 | NC      | $-42375.18    | -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      | $366.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                                | Eversource Energy                                                                      | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       38235 | NS      | $2432510.70   | 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      | $-103521.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lotus Bakeries NV                                                | Lotus Bakeries NV                                                                      | CUSIP: N/A<br>LEI: 5493004C0K34IFI67I03       | Short            | EC               | CORP              | BE        |         -29 | NS      | $-279441.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                     | Nasdaq, Inc.                                                                           | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       20346 | NS      | $1819339.32   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                                         | Roper Technologies, Inc.                                                               | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Short            | EC               | CORP              | US        |       -9753 | NS      | $-5528390.52  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                                   | AutoZone, Inc.                                                                         | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         624 | NS      | $2316431.52   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL Energy Ltd.                                                  | AGL Energy Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300QAZ8A74DEDXO80       | Long             | EC               | CORP              | AU        |       53393 | NS      | $342379.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Air France-KLM                                                   | Air France-KLM                                                                         | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | EC               | CORP              | FR        |       98218 | NS      | $1075090.31   | 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      | $1068.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion plc                                            | JD Sports Fashion plc                                                                  | CUSIP: N/A<br>LEI: 213800HROV6Y9MUU8375       | Short            | EC               | CORP              | GB        |     -793839 | NS      | $-968066.86   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| YETI Holdings, Inc.                                              | YETI Holdings, Inc.                                                                    | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Short            | EC               | CORP              | US        |      -24835 | NS      | $-782799.20   | -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      | $-181647.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2100000 | PA      | $3019.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Soybean                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -1936 | NC      | $409292.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                                        | Church & Dwight Co., Inc.                                                              | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Short            | EC               | CORP              | US        |       -1687 | NS      | $-162137.57   | -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      | $-5041.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Capstone Copper Corp.                                            | Capstone Copper Corp.                                                                  | CUSIP: 14071L108<br>LEI: 549300III6KGKKC42W63 | Short            | EC               | CORP              | CA        |     -110714 | NS      | $-679690.87   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui OSK Lines Ltd.                                            | Mitsui OSK Lines Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800P8O843TMAZ6S09       | Short            | EC               | CORP              | JP        |      -35400 | NS      | $-1182350.56  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                              | Japan Tobacco, Inc.                                                                    | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |       14000 | NS      | $412431.97    | 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      | $10878.29     | 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      | $191261.74    | 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      | $-37892.65    | -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      | $13398.59     | 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      | $18567.43     | 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      | $-815.90      | -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      | $-265070.20   | -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      | $-1160.95     | -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      | $-4524.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nexi SpA                                                         | Nexi SpA                                                                               | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | EC               | CORP              | IT        |      279095 | NS      | $1666841.72   | 0.09%             |  |  |  | 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      | $18613.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          48 | NC      | $6756.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                                             | Otis Worldwide Corp.                                                                   | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       35424 | NS      | $3507684.48   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                            | Dominion Energy, Inc.                                                                  | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Short            | EC               | CORP              | US        |      -23602 | NS      | $-1333985.04  | -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      | $-1176.99     | -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      | $8547.86      | 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      | $180259.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   145890000 | PA      | $143838732.62 | 7.54%             | 2025-10-30      | None          | 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      | $12541.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                  | First Citizens BancShares, Inc., Class A                                               | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Short            | EC               | CORP              | US        |       -1959 | NS      | $-3832724.73  | -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      | $93532.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Open House Group Co. Ltd.                                        | Open House Group Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 529900WQOGPBIJEHW865       | Short            | EC               | CORP              | JP        |       -6600 | NS      | $-298466.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           9 | NC      | $66524.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4000000 | PA      | $9792.95      | 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      | $26658.96     | 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      | $-8119.21     | -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      | $-98581.25    | -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      | $3844.79      | 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      | $8960.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Albemarle Corp.                                                  | Albemarle Corp.                                                                        | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Short            | EC               | CORP              | US        |      -24631 | NS      | $-1543624.77  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -45 | NC      | $11998.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -5 | NC      | $8225.55      | 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      | $-40539.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                            | Churchill Downs, Inc.                                                                  | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Short            | EC               | CORP              | US        |      -13158 | NS      | $-1328958.00  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   182900000 | PA      | $-1949088.55  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Neogen Corp.                                                     | Neogen Corp.                                                                           | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Short            | EC               | CORP              | US        |      -47873 | NS      | $-228832.94   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                                      | AvalonBay Communities, Inc.                                                            | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Short            | EC               | CORP              | US        |      -16940 | NS      | $-3447290.00  | -0.18%            |  |  |  | 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      | $25.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                      | Crocs, Inc.                                                                            | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Short            | EC               | CORP              | US        |      -16443 | NS      | $-1665347.04  | -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      | $-17311.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corp.                                                     | Kajima Corp.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       76200 | NS      | $1987426.67   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   207100000 | PA      | $-14750.32    | -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      | $-7474.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                       | NIKE, Inc., Class B                                                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Short            | EC               | CORP              | US        |     -106148 | NS      | $-7540753.92  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Nitori Holdings Co. Ltd.                                         | Nitori Holdings Co. Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -47600 | NS      | $-4581515.06  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    18100000 | PA      | $8361.22      | 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      | $-7634.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                            | Lockheed Martin Corp.                                                                  | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Short            | EC               | CORP              | US        |       -4304 | NS      | $-1993354.56  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                                                     | Invesco Ltd.                                                                           | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |       20330 | NS      | $320604.10    | 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      | $5162.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lantheus Holdings, Inc.                                          | Lantheus Holdings, Inc.                                                                | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Short            | EC               | CORP              | US        |      -13145 | NS      | $-1076049.70  | -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      | $-3397.83     | -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      | $-910.83      | -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      | $84412.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brother Industries Ltd.                                          | Brother Industries Ltd.                                                                | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Short            | EC               | CORP              | JP        |      -21000 | NS      | $-362258.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Dillard's, Inc.                                                  | Dillard's, Inc., Class A                                                               | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Short            | EC               | CORP              | US        |        -634 | NS      | $-264904.22   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -309 | NC      | $-223981.17   | -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      | $15176.84     | 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      | $6763.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Global SA                                                  | Bunge Global SA                                                                        | CUSIP: N/A<br>LEI: 254900IVXSV9K0B7PO26       | Short            | EC               | CORP              | CH        |      -22618 | NS      | $-1815773.04  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    31200000 | PA      | $84305.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rollins, Inc.                                                    | Rollins, Inc.                                                                          | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       33518 | NS      | $1891085.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group, Inc.                                               | Zillow Group, Inc., Class C                                                            | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |        9282 | NS      | $650204.10    | 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      | $-176.72      | -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      | $36070.18     | 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      | $-13251.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp.                                                       | Hoya Corp.                                                                             | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |        1400 | NS      | $166266.96    | 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      | $31205.41     | 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      | $283884.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chiba Bank Ltd. (The)                                            | Chiba Bank Ltd. (The)                                                                  | CUSIP: N/A<br>LEI: FGJPAKKCTZVSKZXNBS63       | Short            | EC               | CORP              | JP        |     -194400 | NS      | $-1796592.16  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                  | Principal Financial Group, Inc.                                                        | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Short            | EC               | CORP              | US        |       -7434 | NS      | $-590482.62   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                        | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |        4091 | NS      | $618886.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                   | Broadcom, Inc.                                                                         | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       26329 | NS      | $7257588.85   | 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      | $-32741.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IPG Photonics Corp.                                              | IPG Photonics Corp.                                                                    | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Short            | EC               | CORP              | US        |      -13623 | NS      | $-935218.95   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                                                   | McKesson Corp.                                                                         | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        3106 | NS      | $2276014.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corp.                                                | Bridgestone Corp.                                                                      | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Short            | EC               | CORP              | JP        |      -26400 | NS      | $-1079554.00  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Datadog, Inc.                                                    | Datadog, Inc., Class A                                                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       13059 | NS      | $1754215.47   | 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      | $-41458.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           9 | NC      | $-28725.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Stantec, Inc.                                                    | Stantec, Inc.                                                                          | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |       10758 | NS      | $1170562.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         893 | NC      | $-41533.82    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ADT, Inc.                                                        | ADT, Inc.                                                                              | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      139955 | NS      | $1185418.85   | 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      | $-177366.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SSE plc                                                          | SSE plc                                                                                | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Short            | EC               | CORP              | GB        |      -42970 | NS      | $-1081990.62  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| American Financial Group, Inc.                                   | American Financial Group, Inc.                                                         | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Short            | EC               | CORP              | US        |      -10571 | NS      | $-1334165.91  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Gap, Inc. (The)                                                  | Gap, Inc. (The)                                                                        | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |       64453 | NS      | $1405719.93   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   781300000 | PA      | $329543.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   387100000 | PA      | $972.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Hawaiian, Inc.                                             | First Hawaiian, Inc.                                                                   | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Short            | EC               | CORP              | US        |      -20915 | NS      | $-522038.40   | -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      | $36061.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   298000000 | PA      | $-2554.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Funds - Treasury Instruments Fund | Goldman Sachs Financial Square Funds - Treasury Instruments Fund, Institutional Shares | CUSIP: 38142B500<br>LEI: 549300DAH6N80PM31E83 | Long             | STIV             | RF                | US        |      859373 | NS      | $859373.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DSM-Firmenich AG                                                 | DSM-Firmenich AG                                                                       | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |       19725 | NS      | $2098447.41   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| T. Rowe Price Group, Inc.                                        | T. Rowe Price Group, Inc.                                                              | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Short            | EC               | CORP              | US        |      -37998 | NS      | $-3666807.00  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc.                     | Expeditors International of Washington, Inc.                                           | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Short            | EC               | CORP              | US        |       -4057 | NS      | $-463512.25   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands, Inc.                                             | Conagra Brands, Inc.                                                                   | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Short            | EC               | CORP              | US        |      -82790 | NS      | $-1694711.30  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG                                         | Daimler Truck Holding AG                                                               | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Short            | EC               | CORP              | DE        |      -11330 | NS      | $-537540.14   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Kilroy Realty Corp.                                              | Kilroy Realty Corp.                                                                    | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |       75375 | NS      | $2586116.25   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                    | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |      115844 | NS      | $6626764.53   | 0.35%             |  |  |  | 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      | $-777.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amdocs Ltd.                                                      | Amdocs Ltd.                                                                            | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |       13019 | NS      | $1187853.56   | 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      | $-13574.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Bearings, Inc.                                               | RBC Bearings, Inc.                                                                     | CUSIP: 75524B104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5098 | NS      | $-1961710.40  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                                          | BASF SE                                                                                | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Short            | EC               | CORP              | DE        |      -87504 | NS      | $-4327906.05  | -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      | $90598.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Gas Co. Ltd.                                               | Osaka Gas Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |       32700 | NS      | $838752.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CNO Financial Group, Inc.                                        | CNO Financial Group, Inc.                                                              | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |       53705 | NS      | $2071938.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp.                                                    | Visteon Corp.                                                                          | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Short            | EC               | CORP              | US        |       -5823 | NS      | $-543285.90   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group plc                                                | Admiral Group plc                                                                      | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Short            | EC               | CORP              | GB        |       -5989 | NS      | $-268945.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Tire Corp. Ltd.                                         | Canadian Tire Corp. Ltd., Class A                                                      | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Short            | EC               | CORP              | CA        |       -2255 | NS      | $-306997.94   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -32 | NC      | $121342.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                                | Sumitomo Electric Industries Ltd.                                                      | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |      145600 | NS      | $3122160.49   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SoFi Technologies, Inc.                                          | SoFi Technologies, Inc.                                                                | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |      100041 | NS      | $1821746.61   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Rapeseed                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         175 | NC      | $-173295.41   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd.                                                         | ABB Ltd. (Registered)                                                                  | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |       23927 | NS      | $1433917.36   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    22600000 | PA      | $1289.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Getinge AB                                                       | Getinge AB, Class B                                                                    | CUSIP: N/A<br>LEI: 5493003PZ4F570G3W735       | Short            | EC               | CORP              | SE        |       -8988 | NS      | $-180575.57   | -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      | $54886.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          41 | NC      | $195462.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                                  | Danske Bank A/S                                                                        | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |       45068 | NS      | $1840749.15   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Pirelli & C SpA                                                  | Pirelli & C SpA                                                                        | CUSIP: N/A<br>LEI: 815600A0C9AFC1F2A709       | Long             | EC               | CORP              | IT        |       45391 | NS      | $312883.62    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Warner Bros Discovery, Inc.                                      | Warner Bros Discovery, Inc.                                                            | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Short            | EC               | CORP              | US        |     -230667 | NS      | $-2643443.82  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -12 | NC      | $-148900.70   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Kobe Bussan Co. Ltd.                                             | Kobe Bussan Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 353800CJIFNHN2DXRD59       | Long             | EC               | CORP              | JP        |       24800 | NS      | $770178.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Weatherford International plc                                    | Weatherford International plc                                                          | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Short            | EC               | CORP              | IE        |      -14809 | NS      | $-745040.79   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           8 | NC      | $-25493.37    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.                               | BJ's Wholesale Club Holdings, Inc.                                                     | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Short            | EC               | CORP              | US        |      -10418 | NS      | $-1123372.94  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Resources Ltd.                                     | Northern Star Resources Ltd.                                                           | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |      251581 | NS      | $3107562.35   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Alaska Air Group, Inc.                                           | Alaska Air Group, Inc.                                                                 | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |       43840 | NS      | $2169203.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                              | Abbott Laboratories                                                                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       27056 | NS      | $3679886.56   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   188000000 | PA      | $1307919.94   | 0.07%             |  |  |  | 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      | $-729940.29   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -2 | NC      | $-27666.78    | -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      | $2750.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trelleborg AB                                                    | Trelleborg AB, Class B                                                                 | CUSIP: N/A<br>LEI: 213800XY16PAWG2PAD14       | Short            | EC               | CORP              | SE        |      -34724 | NS      | $-1293507.32  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp.                                                        | Kao Corp.                                                                              | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |       47100 | NS      | $2110344.11   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukuoka Financial Group, Inc.                                    | Fukuoka Financial Group, Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       17900 | NS      | $478229.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp.                                              | Toyota Tsusho Corp.                                                                    | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |        7600 | NS      | $172149.49    | 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      | $103892.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                               | Oversea-Chinese Banking Corp. Ltd.                                                     | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Short            | EC               | CORP              | SG        |      -45300 | NS      | $-580896.21   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | MSCI EAFE Index                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          88 | NC      | $153216.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings, Inc.                                   | United Airlines Holdings, Inc.                                                         | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       26011 | NS      | $2071255.93   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Saab AB                                                          | Saab AB, Class B                                                                       | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |      124377 | NS      | $6954328.95   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                      | Capital One Financial Corp.                                                            | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       10281 | NS      | $2187385.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                                           | Costco Wholesale Corp.                                                                 | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        2689 | NS      | $2661948.66   | 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      | $-128006.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                 | Sealed Air Corp.                                                                       | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Short            | EC               | CORP              | US        |      -48450 | NS      | $-1503403.50  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                                               | Publicis Groupe SA                                                                     | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Short            | EC               | CORP              | FR        |       -8658 | NS      | $-977875.77   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 90-Day Australian Bank Bill                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         287 | NC      | $89784.06     | 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      | $-16913.52    | -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      | $-54762.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                               | Crown Castle, Inc.                                                                     | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Short            | EC               | CORP              | US        |      -13089 | NS      | $-1344632.97  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1121200000 | PA      | $65286.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   244800000 | PA      | $-1544.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IBEX 35 Index                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |         160 | NC      | $162218.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    12100000 | PA      | $63392.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           6 | NC      | $32611.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    15300000 | PA      | $132432.51    | 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      | $10645.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           6 | NC      | $11245.68     | 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      | $-387.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -24 | NC      | $-25046.03    | -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      | $6316.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sega Sammy Holdings, Inc.                                        | Sega Sammy Holdings, Inc.                                                              | CUSIP: N/A<br>LEI: 5493006B6WMKNQ8QNP51       | Short            | EC               | CORP              | JP        |      -39000 | NS      | $-933507.61   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Clarivate plc                                                    | Clarivate plc                                                                          | CUSIP: N/A<br>LEI: 549300WDHIIODXFO0R55       | Short            | EC               | CORP              | JE        |     -543122 | NS      | $-2335424.60  | -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      | $9426.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fluidra SA                                                       | Fluidra SA                                                                             | CUSIP: N/A<br>LEI: 95980020140005026620       | Long             | EC               | CORP              | ES        |        6809 | NS      | $170706.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| elf Beauty, Inc.                                                 | elf Beauty, Inc.                                                                       | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |        5790 | NS      | $720507.60    | 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      | $62368.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd.                                                | Isuzu Motors Ltd.                                                                      | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Short            | EC               | CORP              | JP        |     -217100 | NS      | $-2750209.69  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Appfolio, Inc.                                                   | Appfolio, Inc., Class A                                                                | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Short            | EC               | CORP              | US        |       -4415 | NS      | $-1016686.20  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                                        | Essity AB, Class B                                                                     | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Short            | EC               | CORP              | SE        |      -16926 | NS      | $-468661.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Procore Technologies, Inc.                                       | Procore Technologies, Inc.                                                             | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Short            | EC               | CORP              | US        |      -11960 | NS      | $-818303.20   | -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      | $-16415.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          14 | NC      | $-50643.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    10900000 | PA      | $-28337.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line, Inc.                                  | Old Dominion Freight Line, Inc.                                                        | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Short            | EC               | CORP              | US        |      -13734 | NS      | $-2229028.20  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher plc                                                   | Kingfisher plc                                                                         | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Short            | EC               | CORP              | GB        |     -161850 | NS      | $-646363.74   | -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      | $11194.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    63100000 | PA      | $-20822.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                        | XPO, Inc.                                                                              | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Short            | EC               | CORP              | US        |      -14517 | NS      | $-1833351.93  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Ltd.                                     | National Australia Bank Ltd.                                                           | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Short            | EC               | CORP              | AU        |     -122450 | NS      | $-3173633.80  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                    | Workday, Inc., Class A                                                                 | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Short            | EC               | CORP              | US        |       -1904 | NS      | $-456960.00   | -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      | $10484.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -4 | NC      | $-11928.52    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -16 | NC      | $-49479.03    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alamos Gold, Inc.                                                | Alamos Gold, Inc., Class A                                                             | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |       60992 | NS      | $1622272.99   | 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      | $-13577.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hakuhodo DY Holdings, Inc.                                       | Hakuhodo DY Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -32100 | NS      | $-265898.58   | -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      | $18573.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hormel Foods Corp.                                               | Hormel Foods Corp.                                                                     | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Short            | EC               | CORP              | US        |      -72660 | NS      | $-2197965.00  | -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      | $-23329.09    | -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      | $-3000.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                               | DT Midstream, Inc.                                                                     | CUSIP: 23345M107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -8582 | NS      | $-943247.62   | -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      | $-528.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -16 | NC      | $-68607.87    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          50 | NC      | $-79437.00    | -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      | $131249.79    | 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      | $1857.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HubSpot, Inc.                                                    | HubSpot, Inc.                                                                          | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |        2649 | NS      | $1474512.87   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FANUC Corp.                                                      | FANUC Corp.                                                                            | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Short            | EC               | CORP              | JP        |      -59900 | NS      | $-1626122.56  | -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      | $-5281.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BCE, Inc.                                                        | BCE, Inc.                                                                              | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Short            | EC               | CORP              | CA        |     -123428 | NS      | $-2737305.38  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings, Inc.                                      | DoubleVerify Holdings, Inc.                                                            | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       42837 | NS      | $641269.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia OYJ                                                        | Nokia OYJ                                                                              | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |      102250 | NS      | $530537.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                    | Coloplast A/S, Class B                                                                 | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Short            | EC               | CORP              | DK        |      -16270 | NS      | $-1548951.83  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| DCC plc                                                          | DCC plc                                                                                | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Short            | EC               | CORP              | IE        |       -4185 | NS      | $-271609.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          13 | NC      | $68655.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Loblaw Cos. Ltd.                                                 | Loblaw Cos. Ltd.                                                                       | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |        5383 | NS      | $890413.62    | 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      | $135.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RS GROUP plc                                                     | RS GROUP plc                                                                           | CUSIP: N/A<br>LEI: 549300KVXDURRKVW7R37       | Short            | EC               | CORP              | GB        |      -52987 | NS      | $-418277.57   | -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      | $29387.68     | 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      | $-93367.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                  | ASML Holding NV                                                                        | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |        6499 | NS      | $5207888.10   | 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      | $-4642.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    61200000 | PA      | $1052427.90   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        1083 | NC      | $617592.35    | 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      | $4366.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Canola                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          93 | NC      | $-546.17      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                                      | Keysight Technologies, Inc.                                                            | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       12077 | NS      | $1978937.22   | 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      | $-16820.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Burberry Group plc                                               | Burberry Group plc                                                                     | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |       37144 | NS      | $603338.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                | Philip Morris International, Inc.                                                      | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       46134 | NS      | $8402385.42   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                                          | Avis Budget Group, Inc.                                                                | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |        2256 | NS      | $381376.80    | 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      | $-2772.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LivaNova plc                                                     | LivaNova plc                                                                           | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |       14104 | NS      | $634962.08    | 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      | $-35656.70    | -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      | $13844.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group plc (The)                                             | Sage Group plc (The)                                                                   | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |       87878 | NS      | $1509111.92   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd.                                              | Qantas Airways Ltd.                                                                    | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |      339063 | NS      | $2395335.19   | 0.13%             |  |  |  | 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      | $-18928.55    | -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      | $10624.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                   | Commonwealth Bank of Australia                                                         | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Short            | EC               | CORP              | AU        |      -18633 | NS      | $-2267790.31  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Quebecor, Inc.                                                   | Quebecor, Inc., Class B                                                                | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       23308 | NS      | $709466.94    | 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      | $3312.05      | 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      | $-2563.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                                     | Leonardo SpA                                                                           | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |       98890 | NS      | $5580053.91   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Fraport AG Frankfurt Airport Services Worldwide                  | Fraport AG Frankfurt Airport Services Worldwide                                        | CUSIP: N/A<br>LEI: 5299001ERX0K10IZUL40       | Long             | EC               | CORP              | DE        |        2982 | NS      | $224960.70    | 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      | $-6458.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                                          | EXOR NV                                                                                | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Short            | EC               | CORP              | NL        |       -4062 | NS      | $-410048.86   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                                        | Akamai Technologies, Inc.                                                              | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Short            | EC               | CORP              | US        |      -18848 | NS      | $-1503316.48  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    66300000 | PA      | $5198.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                         | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |       86468 | NS      | $2431480.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International, Inc.                                        | Magna International, Inc.                                                              | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Short            | EC               | CORP              | CA        |      -35965 | NS      | $-1390268.11  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797PY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    34614000 | PA      | $34267533.24  | 1.80%             | 2025-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    13840000 | PA      | $307655.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    69500000 | PA      | $-5360.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                              | Sonoco Products Co.                                                                    | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |        7999 | NS      | $348436.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp.                                                     | Chemed Corp.                                                                           | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |         997 | NS      | $485469.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -42 | NC      | $-152195.26   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $40586.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half, Inc.                                                | Robert Half, Inc.                                                                      | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       35703 | NS      | $1465608.15   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen, Inc.                                                     | Biogen, Inc.                                                                           | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Short            | EC               | CORP              | US        |       -9571 | NS      | $-1202021.89  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                    | Alnylam Pharmaceuticals, Inc.                                                          | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |        1865 | NS      | $608157.85    | 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      | $-909.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Associated Banc-Corp.                                            | Associated Banc-Corp.                                                                  | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |       25392 | NS      | $619310.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocado Group plc                                                  | Ocado Group plc                                                                        | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Short            | EC               | CORP              | GB        |      -87883 | NS      | $-274112.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | UK Allowances Carbon Dioxide Emissions                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          32 | NC      | $114793.86    | 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      | $-70583.60    | -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      | $6762.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clariant AG                                                      | Clariant AG (Registered)                                                               | CUSIP: N/A<br>LEI: 529900VSEKBY7TMPP349       | Short            | EC               | CORP              | CH        |     -130901 | NS      | $-1394386.64  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Motors Corp.                                          | Mitsubishi Motors Corp.                                                                | CUSIP: N/A<br>LEI: 5299006ZTN6MO1N5BR16       | Long             | EC               | CORP              | JP        |      137600 | NS      | $389058.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $-7906.22     | -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      | $-5441.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          26 | NC      | $44553.48     | 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      | $1082.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Brent Crude Oil                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         355 | NC      | $-1070004.04  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Canon, Inc.                                                      | Canon, Inc.                                                                            | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |       50700 | NS      | $1470489.15   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Avantor, Inc.                                                    | Avantor, Inc.                                                                          | CUSIP: 05352A100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -48884 | NS      | $-657978.64   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp.                                                 | Murphy Oil Corp.                                                                       | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |       53810 | NS      | $1210725.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies, Inc.                                      | Palantir Technologies, Inc., Class A                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       26920 | NS      | $3669734.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RBOB Gasoline                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         279 | NC      | $-896729.53   | -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      | $21145.95     | 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      | $160882.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| A O Smith Corp.                                                  | A O Smith Corp.                                                                        | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Short            | EC               | CORP              | US        |      -13344 | NS      | $-874966.08   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Avolta AG                                                        | Avolta AG                                                                              | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Long             | EC               | CORP              | CH        |        7242 | NS      | $394479.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          33 | NC      | $76461.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                                             | Vulcan Materials Co.                                                                   | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Short            | EC               | CORP              | US        |       -2428 | NS      | $-633270.96   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp.                                                 | CMS Energy Corp.                                                                       | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Short            | EC               | CORP              | US        |      -57563 | NS      | $-3987964.64  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corp.                                                     | ITOCHU Corp.                                                                           | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |       15700 | NS      | $822130.79    | 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      | $-44144.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Knight-Swift Transportation Holdings, Inc.                       | Knight-Swift Transportation Holdings, Inc., Class A                                    | CUSIP: 499049104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -25131 | NS      | $-1111544.13  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                           | Keurig Dr Pepper, Inc.                                                                 | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       82955 | NS      | $2742492.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                                           | Southwest Airlines Co.                                                                 | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Short            | EC               | CORP              | US        |      -96273 | NS      | $-3123096.12  | -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      | $80708.16     | 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      | $-94611.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hamamatsu Photonics KK                                           | Hamamatsu Photonics KK                                                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |     -180200 | NS      | $-2189320.68  | -0.11%            |  |  |  | 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      | $26.23        | 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      | $26009.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                              | Intesa Sanpaolo SpA                                                                    | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |      564854 | NS      | $3253790.81   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes, Inc.                                           | Invitation Homes, Inc.                                                                 | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       34603 | NS      | $1134978.40   | 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      | $9428.45      | 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      | $18276.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GoDaddy, Inc.                                                    | GoDaddy, Inc., Class A                                                                 | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |        9042 | NS      | $1628102.52   | 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      | $16738.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                   | Air Liquide SA                                                                         | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Short            | EC               | CORP              | FR        |       -9883 | NS      | $-2037885.79  | -0.11%            |  |  |  | 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      | $13905.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federated Hermes, Inc.                                           | Federated Hermes, Inc., Class B                                                        | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |       49604 | NS      | $2198449.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                                   | QUALCOMM, Inc.                                                                         | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Short            | EC               | CORP              | US        |      -12060 | NS      | $-1920675.60  | -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      | $11302.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    10900000 | PA      | $-987.38      | -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      | $5786.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                   | Fortinet, Inc.                                                                         | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       50323 | NS      | $5320147.56   | 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      | $5432.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                | Xcel Energy, Inc.                                                                      | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       67010 | NS      | $4563381.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -5 | NC      | $-23063.51    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sonova Holding AG                                                | Sonova Holding AG (Registered)                                                         | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Short            | EC               | CORP              | CH        |       -7814 | NS      | $-2330333.97  | -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      | $-181662.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                | Black Hills Corp.                                                                      | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Short            | EC               | CORP              | US        |      -20534 | NS      | $-1151957.40  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co. (The)                                                 | Timken Co. (The)                                                                       | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Short            | EC               | CORP              | US        |      -14782 | NS      | $-1072434.10  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                             | Infrastrutture Wireless Italiane SpA                                                   | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Short            | EC               | CORP              | IT        |      -19209 | NS      | $-234886.83   | -0.01%            |  |  |  | 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      | $-18866.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -8 | NC      | $-2441.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                                        | Nexstar Media Group, Inc., Class A                                                     | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Short            | EC               | CORP              | US        |       -2205 | NS      | $-381354.75   | -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      | $126282.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telix Pharmaceuticals Ltd.                                       | Telix Pharmaceuticals Ltd.                                                             | CUSIP: N/A<br>LEI: 894500HTWOOGIHLLSB86       | Short            | EC               | CORP              | AU        |       -9733 | NS      | $-156336.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | HSCEI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |          22 | NC      | $-6678.35     | -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      | $-124229.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Open Text Corp.                                                  | Open Text Corp.                                                                        | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Short            | EC               | CORP              | CA        |      -13837 | NS      | $-404313.74   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Symrise AG                                                       | Symrise AG, Class A                                                                    | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Short            | EC               | CORP              | DE        |      -26451 | NS      | $-2773767.85  | -0.15%            |  |  |  | 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      | $-3862.98     | -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      | $-1014.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Super Micro Computer, Inc.                                       | Super Micro Computer, Inc.                                                             | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               | CORP              | US        |       -8300 | NS      | $-406783.00   | -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      | $-6453.06     | -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      | $1461.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| H&R Block, Inc.                                                  | H&R Block, Inc.                                                                        | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Short            | EC               | CORP              | US        |      -15110 | NS      | $-829387.90   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Silver                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         105 | NC      | $-146364.23   | -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      | $40.99        | 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      | $-17661.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Whitecap Resources, Inc.                                         | Whitecap Resources, Inc.                                                               | CUSIP: 96467A200<br>LEI: 894500O7XZ1G8OL9CB28 | Long             | EC               | CORP              | CA        |       76299 | NS      | $512675.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirax Group plc                                                 | Spirax Group plc                                                                       | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Short            | EC               | CORP              | GB        |       -3824 | NS      | $-312697.04   | -0.02%            |  |  |  | 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        |      206000 | NS      | $5187278.06   | 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      | $61924.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                     | Kohl's Corp.                                                                           | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Short            | EC               | CORP              | US        |      -62844 | NS      | $-532917.12   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                                         | Vinci SA                                                                               | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Short            | EC               | CORP              | FR        |       -8693 | NS      | $-1281960.06  | -0.07%            |  |  |  | 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      | $-8929.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gentex Corp.                                                     | Gentex Corp.                                                                           | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Short            | EC               | CORP              | US        |      -94397 | NS      | $-2075790.03  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -26 | NC      | $-108453.43   | -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      | $-36069.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Angi, Inc.                                                       | Angi, Inc.                                                                             | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |       17577 | NS      | $268225.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          10 | NC      | $-38.30       | -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      | $-4907.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Phelix De Base Electricity                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | DE        |           7 | NC      | $-69822.58    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         153 | NC      | $97776.47     | 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      | $3930.76      | 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      | $12740.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                    | Chevron Corp.                                                                          | CUSIP: 166764100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1095 | NS      | $-156793.05   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -13 | NC      | $-69507.10    | -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      | $532.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                         | Infineon Technologies AG                                                               | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Short            | EC               | CORP              | DE        |      -18850 | NS      | $-804368.07   | -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      | $18957.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                            | Gilead Sciences, Inc.                                                                  | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Short            | EC               | CORP              | US        |      -37898 | NS      | $-4201751.26  | -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      | $-18186.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -15 | NC      | $-45491.10    | -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      | $-17806.01    | -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      | $38806.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -155 | NC      | $-521317.71   | -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      | $-16312.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dentsu Group, Inc.                                               | Dentsu Group, Inc.                                                                     | CUSIP: N/A<br>LEI: 5299007PBBE83ZLJZG91       | Short            | EC               | CORP              | JP        |     -119500 | NS      | $-2647875.13  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Shimamura Co. Ltd.                                               | Shimamura Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       32900 | NS      | $2308463.59   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  6963900000 | PA      | $411.89       | 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      | $32.46        | 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      | $112398.68    | 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      | $-2334.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trex Co., Inc.                                                   | Trex Co., Inc.                                                                         | CUSIP: 89531P105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -53119 | NS      | $-2888611.22  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Equifax, Inc.                                                    | Equifax, Inc.                                                                          | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Short            | EC               | CORP              | US        |       -8213 | NS      | $-2130205.81  | -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      | $18572.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -13 | NC      | $-67372.13    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   321100000 | PA      | $-3902.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | S&P Midcap 400 E-Mini Index                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          71 | NC      | $393743.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Nikkei 225 Index                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        -122 | NC      | $-1950483.15  | -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      | $-24587.54    | -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      | $-36220.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MicroStrategy, Inc.                                              | MicroStrategy, Inc., Class A                                                           | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EC               | CORP              | US        |       -9755 | NS      | $-3943263.65  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty, Inc.                                                | Ulta Beauty, Inc.                                                                      | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        4396 | NS      | $2056536.72   | 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      | $-19989.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                            | Cardinal Health, Inc.                                                                  | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       11174 | NS      | $1877232.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |   181022246 | PA      | $-44791.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                              | CNA Financial Corp.                                                                    | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Short            | EC               | CORP              | US        |       -9753 | NS      | $-453807.09   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                                             | United Rentals, Inc.                                                                   | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Short            | EC               | CORP              | US        |        -994 | NS      | $-748879.60   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Shimadzu Corp.                                                   | Shimadzu Corp.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |     -107600 | NS      | $-2660195.33  | -0.14%            |  |  |  | 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      | $-1115.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                           | Antero Resources Corp.                                                                 | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       13246 | NS      | $533548.88    | 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      | $12587.51     | 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      | $-2876.22     | -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      | $-93391.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lendlease Corp. Ltd.                                             | Lendlease Corp. Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300MQ0F0TIIEK5592       | Short            | EC               | CORP              | AU        |      -70584 | NS      | $-250129.36   | -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      | $-180.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2900000 | PA      | $-8912.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| F5, Inc.                                                         | F5, Inc.                                                                               | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Short            | EC               | CORP              | US        |        -567 | NS      | $-166879.44   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -9 | NC      | $-23154.59    | -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      | $-6057.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 20575600000 | PA      | $883.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           8 | NC      | $45796.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                           | SAP SE                                                                                 | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |       23451 | NS      | $7170834.20   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                      | Pinnacle West Capital Corp.                                                            | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Short            | EC               | CORP              | US        |      -37622 | NS      | $-3366040.34  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| LY Corp.                                                         | LY Corp.                                                                               | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Short            | EC               | CORP              | JP        |     -643300 | NS      | $-2369019.85  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd.                                       | CK Hutchison Holdings Ltd.                                                             | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |       36000 | NS      | $221676.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                                         | Svenska Cellulosa AB SCA, Class B                                                      | CUSIP: N/A<br>LEI: 549300FW5JDRV1IJ0M67       | Short            | EC               | CORP              | SE        |      -32522 | NS      | $-422875.84   | -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      | $23734.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                              | Expedia Group, Inc.                                                                    | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9626 | NS      | $1623713.68   | 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      | $44213.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -14 | NC      | $30587.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                                    | Netflix, Inc.                                                                          | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        4075 | NS      | $5456954.75   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp.                                                     | Enovis Corp.                                                                           | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |       11008 | NS      | $345210.88    | 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      | $88741.54     | 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      | $14768.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEI Investments Co.                                              | SEI Investments Co.                                                                    | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Short            | EC               | CORP              | US        |      -20173 | NS      | $-1812745.78  | -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      | $-5865.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Davide Campari-Milano NV                                         | Davide Campari-Milano NV                                                               | CUSIP: N/A<br>LEI: 213800ED5AN2J56N6Z02       | Short            | EC               | CORP              | NL        |     -220069 | NS      | $-1481583.10  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                           | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Short            | EC               | CORP              | LR        |       -3676 | NS      | $-1151102.64  | -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      | $-141962.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Palladium                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          19 | NC      | $50427.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co. (The)                                            | J M Smucker Co. (The)                                                                  | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Short            | EC               | CORP              | US        |       -5713 | NS      | $-561016.60   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Hoshizaki Corp.                                                  | Hoshizaki Corp.                                                                        | CUSIP: N/A<br>LEI: 5299001QAMLGU3SRBG20       | Long             | EC               | CORP              | JP        |        4600 | NS      | $158507.06    | 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      | $38086.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co., Inc.                                   | Chubu Electric Power Co., Inc.                                                         | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |      119400 | NS      | $1477507.18   | 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      | $11692.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                    | ONE Gas, Inc.                                                                          | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Short            | EC               | CORP              | US        |      -14579 | NS      | $-1047646.94  | -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      | $-173564.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                                       | US Bancorp                                                                             | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       66710 | NS      | $3018627.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp.                                                        | PPL Corp.                                                                              | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       66875 | NS      | $2266393.75   | 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      | $-468.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    26572800 | PA      | $15994.09     | 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      | $4942.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                                 | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |        9052 | NS      | $1593152.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                                           | ON Semiconductor Corp.                                                                 | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               | CORP              | US        |      -52106 | NS      | $-2730875.46  | -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      | $-205.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortis, Inc.                                                     | Fortis, Inc.                                                                           | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Short            | EC               | CORP              | CA        |      -73706 | NS      | $-3519268.68  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom, Inc.                                                     | Dexcom, Inc.                                                                           | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       17016 | NS      | $1485326.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares, Inc.                                          | United Bankshares, Inc.                                                                | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Short            | EC               | CORP              | US        |      -39140 | NS      | $-1425870.20  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                                             | Voya Financial, Inc.                                                                   | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Short            | EC               | CORP              | US        |      -22646 | NS      | $-1607866.00  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd.                                                     | Valaris Ltd.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | BM        |      -49452 | NS      | $-2082423.72  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                              | Post Holdings, Inc.                                                                    | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Short            | EC               | CORP              | US        |       -3883 | NS      | $-423363.49   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| South32 Ltd.                                                     | South32 Ltd.                                                                           | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Short            | EC               | CORP              | AU        |     -115479 | NS      | $-220668.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                         | Arthur J Gallagher & Co.                                                               | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Short            | EC               | CORP              | US        |      -18975 | NS      | $-6074277.00  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                                            | Axon Enterprise, Inc.                                                                  | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Short            | EC               | CORP              | US        |       -1822 | NS      | $-1508506.68  | -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      | $47837.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group                                                 | Transurban Group                                                                       | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Short            | EC               | CORP              | AU        |     -301409 | NS      | $-2773252.71  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                        | Essential Utilities, Inc.                                                              | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Short            | EC               | CORP              | US        |      -29921 | NS      | $-1111265.94  | -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      | $-18284.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                                            | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Short            | EC               | CORP              | US        |      -56920 | NS      | $-4646379.60  | -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      | $-67958.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ryan Specialty Holdings, Inc.                                    | Ryan Specialty Holdings, Inc., Class A                                                 | CUSIP: 78351F107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -24613 | NS      | $-1673437.87  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    19800000 | PA      | $117887.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Synovus Financial Corp.                                          | Synovus Financial Corp.                                                                | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |       19063 | NS      | $986510.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SBM Offshore NV                                                  | SBM Offshore NV                                                                        | CUSIP: N/A<br>LEI: 549300RDGCRYZ5QE6513       | Long             | EC               | CORP              | NL        |        6122 | NS      | $161857.15    | 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      | $-185387.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  1060000000 | PA      | $-3052.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                  | Brunswick Corp.                                                                        | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Short            | EC               | CORP              | US        |       -3730 | NS      | $-206045.20   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BayCurrent, Inc.                                                 | BayCurrent, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       32100 | NS      | $1651366.81   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                            | Deutsche Lufthansa AG (Registered)                                                     | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | EC               | CORP              | DE        |      143864 | NS      | $1221353.57   | 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      | $13447.19     | 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      | $3075.73      | 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      | $-350.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  3778800000 | PA      | $-6681.31     | -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      | $118239.82    | 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      | $-814.71      | -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      | $-578.87      | -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      | $87952.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corp.                                                     | Taisei Corp.                                                                           | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |       41400 | NS      | $2411158.78   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                                 | Brookfield Asset Management Ltd., Class A                                              | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Short            | EC               | CORP              | CA        |      -12408 | NS      | $-686756.72   | -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      | $-1382.69     | -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      | $-23245.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Maximus, Inc.                                                    | Maximus, Inc.                                                                          | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Short            | EC               | CORP              | US        |       -7614 | NS      | $-534502.80   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corp.                                                   | Ralliant Corp.                                                                         | CUSIP: 750940108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -11149 | NS      | $-540615.01   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          22 | NC      | $17879.64     | 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      | $-14510.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bechtle AG                                                       | Bechtle AG                                                                             | CUSIP: N/A<br>LEI: 529900HA2QT774RUXW59       | Short            | EC               | CORP              | DE        |      -25989 | NS      | $-1220011.25  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Talanx AG                                                        | Talanx AG                                                                              | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |        4356 | NS      | $564719.41    | 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      | $-15734.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                  | Microsoft Corp.                                                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Short            | EC               | CORP              | US        |      -11855 | NS      | $-5896795.55  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Bollore SE                                                       | Bollore SE                                                                             | CUSIP: N/A<br>LEI: 969500LEKCHH6VV86P94       | Short            | EC               | CORP              | FR        |     -192676 | NS      | $-1211045.35  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    50200000 | PA      | $36547.08     | 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      | $-795.58      | -0.00%            |  |  |  | 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        |       -1165 | NS      | $-222293.65   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | DAX Index                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          37 | NC      | $362958.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                            | Alexandria Real Estate Equities, Inc.                                                  | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       37412 | NS      | $2717233.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Investec plc                                                     | Investec plc                                                                           | CUSIP: N/A<br>LEI: 2138007Z3U5GWDN3MY22       | Short            | EC               | CORP              | GB        |      -44529 | NS      | $-333118.89   | -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      | $10141.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| W R Berkley Corp.                                                | W R Berkley Corp.                                                                      | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       27088 | NS      | $1990155.36   | 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      | $-37024.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 5 Year Note                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -562 | NC      | $-448514.19   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands, Inc.                                            | BellRing Brands, Inc.                                                                  | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |       33670 | NS      | $1950503.10   | 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      | $-19156.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                             | Travel + Leisure Co.                                                                   | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |       55834 | NS      | $2881592.74   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dr Ing hc F Porsche AG                                           | Dr Ing hc F Porsche AG (Preference)                                                    | CUSIP: N/A<br>LEI: 529900EWEX125AULXI58       | Short            | EP               | CORP              | DE        |      -76082 | NS      | $-3760270.16  | -0.20%            |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2000000 | PA      | $2875.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          45 | NC      | $55252.00     | 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      | $4458.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Macy's, Inc.                                                     | Macy's, Inc.                                                                           | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Short            | EC               | CORP              | US        |      -67021 | NS      | $-781464.86   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                                            | Matador Resources Co.                                                                  | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |       31120 | NS      | $1485046.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                                 | Mitsubishi Heavy Industries Ltd.                                                       | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |       73100 | NS      | $1829282.77   | 0.10%             |  |  |  | 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      | $15178.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    61200000 | PA      | $1052411.37   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          11 | NC      | $196934.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  3778800000 | PA      | $-6681.31     | -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      | $30474.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -31 | NC      | $146932.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings, Inc.                                       | MarketAxess Holdings, Inc.                                                             | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Short            | EC               | CORP              | US        |        -738 | NS      | $-164824.92   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3700000 | PA      | $1679.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    62900000 | PA      | $54592.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                         | UnitedHealth Group, Inc.                                                               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Short            | EC               | CORP              | US        |       -5468 | NS      | $-1705851.96  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          20 | NC      | $85747.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp                                                 | Wartsila OYJ Abp                                                                       | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |      190289 | NS      | $4497359.25   | 0.24%             |  |  |  | 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      | $572794.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Niterra Co. Ltd.                                                 | Niterra Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               | CORP              | JP        |       99200 | NS      | $3298234.23   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          12 | NC      | $176502.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co. Ltd.                                        | Sekisui Chemical Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |       41100 | NS      | $744349.09    | 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      | $-3568.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Software, Inc.                                     | Constellation Software, Inc.                                                           | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Short            | EC               | CORP              | CA        |        -305 | NS      | $-1118359.46  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Bandai Namco Holdings, Inc.                                      | Bandai Namco Holdings, Inc.                                                            | CUSIP: N/A<br>LEI: 3538008EFEM34VRJDQ95       | Long             | EC               | CORP              | JP        |      137600 | NS      | $4931476.00   | 0.26%             |  |  |  | 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      | $3312.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    38500000 | PA      | $-7753.80     | -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      | $-23323.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                    | Corning, Inc.                                                                          | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |       33302 | NS      | $1751352.18   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CBOE Volatility Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         199 | NC      | $-176326.64   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                                                 | McDonald's Corp.                                                                       | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Short            | EC               | CORP              | US        |      -21060 | NS      | $-6153100.20  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                                        | KBR, Inc.                                                                              | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |        5370 | NS      | $257437.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          17 | NC      | $71019.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                              | Fifth Third Bancorp                                                                    | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       40710 | NS      | $1674402.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -7 | NC      | $-12979.41    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                                     | Coca-Cola Consolidated, Inc.                                                           | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       18499 | NS      | $2065413.35   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                                                 | AptarGroup, Inc.                                                                       | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       10315 | NS      | $1613575.45   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Asics Corp.                                                      | Asics Corp.                                                                            | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |      177200 | NS      | $4518667.77   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -6 | NC      | $-32467.67    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Italian Base Electricity                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | DE        |          11 | NC      | $-137066.59   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                                              | Realty Income Corp.                                                                    | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Short            | EC               | CORP              | US        |     -102896 | NS      | $-5927838.56  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Elekta AB                                                        | Elekta AB, Class B                                                                     | CUSIP: N/A<br>LEI: 54930044O54BK617EP80       | Short            | EC               | CORP              | SE        |      -32350 | NS      | $-166883.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    22600000 | PA      | $1289.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                                                | Galderma Group AG                                                                      | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |        3619 | NS      | $526042.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                                            | Sonic Healthcare Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Short            | EC               | CORP              | AU        |      -40127 | NS      | $-708289.28   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Toho Co. Ltd.                                                    | Toho Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: 529900IYHHYWU4O3H185       | Short            | EC               | CORP              | JP        |      -10000 | NS      | $-589958.49   | -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      | $128.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    14600000 | PA      | $6227.63      | 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      | $128.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   830000000 | PA      | $6834.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IAC, Inc.                                                        | IAC, Inc.                                                                              | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Short            | EC               | CORP              | US        |       -9802 | NS      | $-366006.68   | -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      | $3718.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oshkosh Corp.                                                    | Oshkosh Corp.                                                                          | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       16468 | NS      | $1869776.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           2 | NC      | $6790.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           4 | NC      | $-14087.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          83 | NC      | $277658.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    31200000 | PA      | $-315007.54   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd.                                            | Woolworths Group Ltd.                                                                  | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Short            | EC               | CORP              | AU        |     -139465 | NS      | $-2856774.54  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $3925.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           5 | NC      | $21446.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories, Inc.                                       | Silicon Laboratories, Inc.                                                             | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |        7823 | NS      | $1152797.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SGX Iron Ore                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | SG        |        -510 | NC      | $-64837.15    | -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      | $11305.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                | Lowe's Cos., Inc.                                                                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Short            | EC               | CORP              | US        |      -16719 | NS      | $-3709444.53  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3000000 | PA      | $3164.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                 | Fortune Brands Innovations, Inc.                                                       | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Short            | EC               | CORP              | US        |      -39063 | NS      | $-2010963.24  | -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      | $1488.62      | 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      | $-40561.38    | -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      | $-39246.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                              | CNX Resources Corp.                                                                    | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |       26626 | NS      | $896763.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Randstad NV                                                      | Randstad NV                                                                            | CUSIP: N/A<br>LEI: 7245009EAAUUQJ0U4T57       | Short            | EC               | CORP              | NL        |      -34277 | NS      | $-1584315.74  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| B&M European Value Retail SA                                     | B&M European Value Retail SA                                                           | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Short            | EC               | CORP              | LU        |      -57860 | NS      | $-215494.57   | -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      | $-35385.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT AB                                                           | EQT AB                                                                                 | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Short            | EC               | CORP              | SE        |      -66528 | NS      | $-2231748.93  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| NTT Data Group Corp.                                             | NTT Data Group Corp.                                                                   | CUSIP: N/A<br>LEI: 353800SZGJGSLJRRWB43       | Long             | EC               | CORP              | JP        |      103300 | NS      | $2869344.81   | 0.15%             |  |  |  | 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      | $24173.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Corp.                                                      | Tokyu Corp.                                                                            | CUSIP: N/A<br>LEI: 3538005PGNIBTZYXAE45       | Short            | EC               | CORP              | JP        |      -44600 | NS      | $-530567.56   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                              | Hanover Insurance Group, Inc. (The)                                                    | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |        3537 | NS      | $600830.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDP Education Ltd.                                               | IDP Education Ltd.                                                                     | CUSIP: N/A<br>LEI: 98450014FAFE73Q0A257       | Short            | EC               | CORP              | AU        |     -564408 | NS      | $-1366597.27  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                   | NiSource, Inc.                                                                         | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |       59508 | NS      | $2400552.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services, Inc.                                 | JB Hunt Transport Services, Inc.                                                       | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       17605 | NS      | $2528078.00   | 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      | $38084.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Light & Wonder, Inc.                                             | Light & Wonder, Inc.                                                                   | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |        2647 | NS      | $254800.22    | 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      | $-9511.36     | -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      | $-37371.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                            | Nomura Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |      319400 | NS      | $2104750.91   | 0.11%             |  |  |  | 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      | $81186.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd.                                          | Arch Capital Group Ltd.                                                                | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Short            | EC               | CORP              | BM        |      -18201 | NS      | $-1657201.05  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          20 | NC      | $-35227.42    | -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      | $1212.09      | 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                  | Short            | EC               | CORP              | US        |       -5340 | NS      | $-1115793.00  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings, Inc.                                            | Affirm Holdings, Inc., Class A                                                         | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       31862 | NS      | $2202938.68   | 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      | $-82012.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mondi plc                                                        | Mondi plc                                                                              | CUSIP: N/A<br>LEI: 213800LOZA69QFDC9N34       | Short            | EC               | CORP              | GB        |      -30791 | NS      | $-503140.79   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                             | PPG Industries, Inc.                                                                   | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       21022 | NS      | $2391252.50   | 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      | $19161.65     | 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      | $145943.05    | 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      | $4721.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corpay, Inc.                                                     | Corpay, Inc.                                                                           | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        2006 | NS      | $665630.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      100000 | PA      | $-95.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                             | Sompo Holdings, Inc.                                                                   | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Short            | EC               | CORP              | JP        |      -93800 | NS      | $-2826644.47  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   114099000 | PA      | $112852735.42 | 5.91%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Evercore, Inc.                                                   | Evercore, Inc., Class A                                                                | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |       12023 | NS      | $3246450.46   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | French Base Electricity                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | DE        |          -2 | NC      | $9173.76      | 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      | $90614.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -41 | NC      | $-196379.34   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    15300000 | PA      | $132632.75    | 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      | $-141979.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  7300000000 | PA      | $21151.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd.                                      | Axalta Coating Systems Ltd.                                                            | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |       95224 | NS      | $2827200.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Insurance Australia Group Ltd.                                   | Insurance Australia Group Ltd.                                                         | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Short            | EC               | CORP              | AU        |     -174348 | NS      | $-1036502.88  | -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      | $8261.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd.                                                         | CSL Ltd.                                                                               | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Short            | EC               | CORP              | AU        |      -35269 | NS      | $-5571113.75  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Coty, Inc.                                                       | Coty, Inc., Class A                                                                    | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Short            | EC               | CORP              | US        |     -149147 | NS      | $-693533.55   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                                              | Valero Energy Corp.                                                                    | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Short            | EC               | CORP              | US        |      -11899 | NS      | $-1599463.58  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                                                  | Norsk Hydro ASA                                                                        | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |       43548 | NS      | $249373.28    | 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      | $-4590.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         155 | NC      | $510790.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           2 | NC      | $6360.76      | 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      | $-1386.40     | -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      | $117777.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                   | Enbridge, Inc.                                                                         | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Short            | EC               | CORP              | CA        |      -88041 | NS      | $-3992312.65  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust, Inc.                                  | Independence Realty Trust, Inc.                                                        | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Short            | EC               | CORP              | US        |      -83780 | NS      | $-1482068.20  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Concordia Financial Group Ltd.                                   | Concordia Financial Group Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      106200 | NS      | $689213.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  2541900000 | PA      | $2622.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                             | Northern Trust Corp.                                                                   | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Short            | EC               | CORP              | US        |       -2728 | NS      | $-345883.12   | -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      | $19110.18     | 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        |      -40517 | NS      | $-1266709.12  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| George Weston Ltd.                                               | George Weston Ltd.                                                                     | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |       10211 | NS      | $2047898.81   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           4 | NC      | $57308.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Chemical Corp.                                            | Nissan Chemical Corp.                                                                  | CUSIP: N/A<br>LEI: 3538002E4L1CUGJFFU25       | Short            | EC               | CORP              | JP        |      -30100 | NS      | $-917976.81   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Maplebear, Inc.                                                  | Maplebear, Inc.                                                                        | CUSIP: 565394103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -11342 | NS      | $-513112.08   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    64700000 | PA      | $5072.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                        | Holcim AG                                                                              | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |       41886 | NS      | $3110418.38   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 90-Day New Zealand Bill                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         141 | NC      | $11896.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV, Inc.                                                        | NOV, Inc.                                                                              | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |       34664 | NS      | $430873.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                                     | Stanley Black & Decker, Inc.                                                           | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Short            | EC               | CORP              | US        |      -30537 | NS      | $-2068881.75  | -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      | $10517.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Industrial Realty Trust, Inc.                              | First Industrial Realty Trust, Inc.                                                    | CUSIP: 32054K103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7571 | NS      | $-364392.23   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797MH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    14949000 | PA      | $14834051.01  | 0.78%             | 2025-09-04      | None          | 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      | $-12429.87    | -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      | $-70399.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avient Corp.                                                     | Avient Corp.                                                                           | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Short            | EC               | CORP              | US        |      -15459 | NS      | $-499480.29   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA, Inc.                                                 | Murphy USA, Inc.                                                                       | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Short            | EC               | CORP              | US        |       -2933 | NS      | $-1193144.40  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Robusta Coffee                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -9 | NC      | $1759.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          29 | NC      | $292499.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                           | CapitaLand Integrated Commercial Trust                                                 | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Short            | EC               | CORP              | SG        |      -26748 | NS      | $-45674.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Primerica, Inc.                                                  | Primerica, Inc.                                                                        | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |        3501 | NS      | $958118.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -8 | NC      | $-80293.28    | -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      | $5365.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UiPath, Inc.                                                     | UiPath, Inc., Class A                                                                  | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |      129300 | NS      | $1655040.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    76000000 | PA      | $20631.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QuantumScape Corp.                                               | QuantumScape Corp.                                                                     | CUSIP: 74767V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -38343 | NS      | $-257664.96   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Fujikura Ltd.                                                    | Fujikura Ltd.                                                                          | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |       65800 | NS      | $3461437.98   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MISUMI Group, Inc.                                               | MISUMI Group, Inc.                                                                     | CUSIP: N/A<br>LEI: 353800SJWGE5BEK2V032       | Long             | EC               | CORP              | JP        |       50600 | NS      | $675939.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                            | International Business Machines Corp.                                                  | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Short            | EC               | CORP              | US        |        -571 | NS      | $-168319.38   | -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      | $91974.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    54800000 | PA      | $-36622.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   924200000 | PA      | $-5593.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   187900000 | PA      | $1307339.68   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ECX Emission                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          83 | NC      | $-628679.15   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                                    | Honeywell International, Inc.                                                          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Short            | EC               | CORP              | US        |       -9503 | NS      | $-2213058.64  | -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      | $-20772.59    | -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      | $-2560.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797QE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    70000000 | PA      | $69186687.50  | 3.62%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                   | Wyndham Hotels & Resorts, Inc.                                                         | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Short            | EC               | CORP              | US        |      -17286 | NS      | $-1403796.06  | -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      | $23870.83     | 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      | $32056.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, Inc.                                      | Host Hotels & Resorts, Inc.                                                            | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Short            | EC               | CORP              | US        |     -132343 | NS      | $-2032788.48  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   897000000 | PA      | $122203.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                            | Colgate-Palmolive Co.                                                                  | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       27819 | NS      | $2528747.10   | 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      | $-14984.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Inchcape plc                                                     | Inchcape plc                                                                           | CUSIP: N/A<br>LEI: 213800RGEH1MPPNM2T57       | Short            | EC               | CORP              | GB        |      -26632 | NS      | $-265358.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -49 | NC      | $-65784.95    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                                              | UMB Financial Corp.                                                                    | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Short            | EC               | CORP              | US        |      -10403 | NS      | $-1093979.48  | -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      | $10516.96     | 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      | $-71494.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cboe Global Markets, Inc.                                        | Cboe Global Markets, Inc.                                                              | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        5324 | NS      | $1241610.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics, Inc.                                          | Quest Diagnostics, Inc.                                                                | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Short            | EC               | CORP              | US        |       -7030 | NS      | $-1262798.90  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | KC HRW Wheat                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -660 | NC      | $550444.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -30 | NC      | $-55100.87    | -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      | $-19992.40    | -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      | $40994.98     | 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      | $23736.66     | 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      | $134113.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Welltower, Inc.                                                  | Welltower, Inc.                                                                        | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Short            | EC               | CORP              | US        |      -39562 | NS      | $-6081866.26  | -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      | $1081.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                     | Lennar Corp., Class A                                                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Short            | EC               | CORP              | US        |      -15562 | NS      | $-1721312.82  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Stora Enso OYJ                                                   | Stora Enso OYJ, Class R                                                                | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Short            | EC               | CORP              | FI        |      -69278 | NS      | $-753161.71   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $-10917.31    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                                 | Roche Holding AG                                                                       | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |        7996 | NS      | $2610053.42   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                       | Allianz SE (Registered)                                                                | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |        9305 | NS      | $3776281.15   | 0.20%             |  |  |  | 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      | $-1301.31     | -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      | $20436.60     | 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      | $18579.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Houlihan Lokey, Inc.                                             | Houlihan Lokey, Inc., Class A                                                          | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Short            | EC               | CORP              | US        |       -3199 | NS      | $-575660.05   | -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      | $-348.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Envista Holdings Corp.                                           | Envista Holdings Corp.                                                                 | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Short            | EC               | CORP              | US        |      -72662 | NS      | $-1419815.48  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp.                                               | Agree Realty Corp.                                                                     | CUSIP: 008492100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -16626 | NS      | $-1214695.56  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          30 | NC      | $160560.30    | 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      | $82481.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellway plc                                                      | Bellway plc                                                                            | CUSIP: N/A<br>LEI: 213800CY4L3HST4FGZ98       | Short            | EC               | CORP              | GB        |      -38280 | NS      | $-1516459.80  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   667300000 | PA      | $233382.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabra Health Care REIT, Inc.                                     | Sabra Health Care REIT, Inc.                                                           | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |       74840 | NS      | $1380049.60   | 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      | $-128752.69   | -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      | $29367.88     | 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      | $-12120.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Penumbra, Inc.                                                   | Penumbra, Inc.                                                                         | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |        4729 | NS      | $1213603.27   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          15 | NC      | $89430.55     | 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      | $84458.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Manhattan Associates, Inc.                                       | Manhattan Associates, Inc.                                                             | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       19515 | NS      | $3853627.05   | 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      | $16772.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Coffee 'C'                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         156 | NC      | $-2961538.00  | -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      | $3084.91      | 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      | $8206.94      | 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      | $54971.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko OYJ                                                        | Kesko OYJ, Class B                                                                     | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Short            | EC               | CORP              | FI        |       -6509 | NS      | $-160539.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corp.                                                     | Kubota Corp.                                                                           | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Short            | EC               | CORP              | JP        |     -509000 | NS      | $-5739943.36  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| VF Corp.                                                         | VF Corp.                                                                               | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Short            | EC               | CORP              | US        |      -49090 | NS      | $-576807.50   | -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      | $141657.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANA Holdings, Inc.                                               | ANA Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Long             | EC               | CORP              | JP        |        8600 | NS      | $168388.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp.                                                        | EQT Corp.                                                                              | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       11342 | NS      | $661465.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -4 | NC      | $-22107.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi HC Capital, Inc.                                      | Mitsubishi HC Capital, Inc.                                                            | CUSIP: N/A<br>LEI: 353800MZ3QX9RLMH7B09       | Short            | EC               | CORP              | JP        |     -515200 | NS      | $-3793277.14  | -0.20%            |  |  |  | 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      | $-16492.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          24 | NC      | $18936.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Electric Corp.                                          | Yokogawa Electric Corp.                                                                | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |      136200 | NS      | $3638427.87   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    24000000 | PA      | $-70723.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         159 | NC      | $80667.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.                                     | Southwest Gas Holdings, Inc.                                                           | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Short            | EC               | CORP              | US        |      -24315 | NS      | $-1808792.85  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -3 | NC      | $-4940.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   432900000 | PA      | $897157.80    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsara, Inc.                                                    | Samsara, Inc., Class A                                                                 | CUSIP: 79589L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       40165 | NS      | $1597763.70   | 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      | $4365.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                         | International Flavors & Fragrances, Inc.                                               | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       16937 | NS      | $1245716.35   | 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      | $90861.39     | 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      | $2.93         | 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      | $88763.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          42 | NC      | $-98655.06    | -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      | $7798.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                                    | Rio Tinto plc                                                                          | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Short            | EC               | CORP              | GB        |      -48826 | NS      | $-2841874.17  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6300000 | PA      | $92239.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                | Cigna Group (The)                                                                      | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        5340 | NS      | $1765297.20   | 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      | $135214.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOITEC                                                           | SOITEC                                                                                 | CUSIP: N/A<br>LEI: 969500ZR92SQCU9TST26       | Short            | EC               | CORP              | FR        |       -8017 | NS      | $-442072.17   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| International Bancshares Corp.                                   | International Bancshares Corp.                                                         | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Short            | EC               | CORP              | US        |       -6573 | NS      | $-437498.88   | -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      | $-8551.09     | -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      | $-1116.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exponent, Inc.                                                   | Exponent, Inc.                                                                         | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Short            | EC               | CORP              | US        |       -8746 | NS      | $-653413.66   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Kinden Corp.                                                     | Kinden Corp.                                                                           | CUSIP: N/A<br>LEI: 35380008T6JUN5TU9T34       | Long             | EC               | CORP              | JP        |       73700 | NS      | $2165194.26   | 0.11%             |  |  |  | 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      | $-177.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    21300000 | PA      | $-10481.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                                                      | Heineken NV                                                                            | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Short            | EC               | CORP              | NL        |      -25560 | NS      | $-2229927.44  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Low Sulphur Gasoil                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        1066 | NC      | $3345134.74   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -26 | NC      | $-55282.24    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                                     | Vertex Pharmaceuticals, Inc.                                                           | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Short            | EC               | CORP              | US        |       -9091 | NS      | $-4047313.20  | -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      | $452.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| White Mountains Insurance Group Ltd.                             | White Mountains Insurance Group Ltd.                                                   | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Short            | EC               | CORP              | BM        |       -1150 | NS      | $-2065078.00  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -8 | NC      | $-11939.48    | -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      | $4597.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlassian Corp.                                                  | Atlassian Corp., Class A                                                               | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |        7935 | NS      | $1611519.15   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  2116600000 | PA      | $1123349.88   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    66500000 | PA      | $28283.03     | 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      | $-47628.62    | -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      | $18679.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Communities, Inc.                                            | Sun Communities, Inc.                                                                  | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Short            | EC               | CORP              | US        |      -26402 | NS      | $-3339588.98  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Ebara Corp.                                                      | Ebara Corp.                                                                            | CUSIP: N/A<br>LEI: 353800UV8U3SOMCDTI49       | Long             | EC               | CORP              | JP        |       39700 | NS      | $761353.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   956500000 | PA      | $-3383.50     | -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      | $-84904.75    | -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      | $-24259.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings plc                                  | Seagate Technology Holdings plc                                                        | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |       14368 | NS      | $2073733.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          26 | NC      | $110379.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop, Inc.                                                   | Wingstop, Inc.                                                                         | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |        5080 | NS      | $1710639.20   | 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      | $133205.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                                       | Siemens AG (Registered)                                                                | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Short            | EC               | CORP              | DE        |      -21784 | NS      | $-5595399.00  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co. Ltd.                                         | Japan Post Bank Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Short            | EC               | CORP              | JP        |     -347800 | NS      | $-3749468.07  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Ferrovial SE                                                     | Ferrovial SE                                                                           | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Short            | EC               | CORP              | NL        |      -59541 | NS      | $-3176077.70  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Genpact Ltd.                                                     | Genpact Ltd.                                                                           | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Short            | EC               | CORP              | BM        |       -5505 | NS      | $-242275.05   | -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      | $-1219.27     | -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      | $-668.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Cocoa                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         186 | NC      | $-1346279.09  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier, Inc.                                                   | Rayonier, Inc.                                                                         | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Short            | EC               | CORP              | US        |      -29391 | NS      | $-651892.38   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial, Inc.                                         | Sun Life Financial, Inc.                                                               | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Short            | EC               | CORP              | CA        |      -32601 | NS      | $-2169250.31  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                     | Zimmer Biomet Holdings, Inc.                                                           | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       13460 | NS      | $1227686.60   | 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      | $-1343.43     | -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      | $21264.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    46800000 | PA      | $4630.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Corp.                                                 | Brookfield Corp., Class A                                                              | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |       24327 | NS      | $1505621.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MEIJI Holdings Co. Ltd.                                          | MEIJI Holdings Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 5299002D52YIP6DWMV49       | Short            | EC               | CORP              | JP        |      -53500 | NS      | $-1183088.70  | -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      | $1069.96      | 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      | $33860.81     | 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      | $7219.87      | 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      | $849.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                                     | Twilio, Inc., Class A                                                                  | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |       22865 | NS      | $2843491.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   897000000 | PA      | $122201.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RPM International, Inc.                                          | RPM International, Inc.                                                                | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Short            | EC               | CORP              | US        |       -7312 | NS      | $-803150.08   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co.                                                  | Halliburton Co.                                                                        | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       39335 | NS      | $801647.30    | 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      | $-1385.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp.                                                    | Insulet Corp.                                                                          | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |        4882 | NS      | $1533826.76   | 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      | $-4574.95     | -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      | $10308.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cava Group, Inc.                                                 | Cava Group, Inc.                                                                       | CUSIP: 148929102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -13577 | NS      | $-1143590.71  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                                            | Delta Air Lines, Inc.                                                                  | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       47309 | NS      | $2326656.62   | 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      | $25337.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                     | Kenvue, Inc.                                                                           | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Short            | EC               | CORP              | US        |     -182959 | NS      | $-3829331.87  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.                                | American Electric Power Co., Inc.                                                      | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Short            | EC               | CORP              | US        |      -51722 | NS      | $-5366674.72  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -23 | NC      | $-100329.68   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp.                                                       | IDEX Corp.                                                                             | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Short            | EC               | CORP              | US        |      -29004 | NS      | $-5092232.28  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Limited Purpose Cash Investment Fund                             | Limited Purpose Cash Investment Fund                                                   | CUSIP: 90262Y729<br>LEI: 549300GUQBQJ6160QP80 | Long             | STIV             | RF                | US        |   399289189 | NS      | $399169401.77 | 20.91%            |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                                         | Option Care Health, Inc.                                                               | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Short            | EC               | CORP              | US        |      -59633 | NS      | $-1936879.84  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| BRP, Inc.                                                        | BRP, Inc.                                                                              | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Short            | EC               | CORP              | CA        |      -12576 | NS      | $-610445.09   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           7 | NC      | $25038.09     | 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      | $7221.35      | 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      | $27097.21     | 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      | $-12769.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    33500000 | PA      | $16984.22     | 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      | $44209.29     | 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      | $3354.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           8 | NC      | $18539.07     | 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      | $-64415.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          31 | NC      | $-112257.36   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp.                                              | BOK Financial Corp.                                                                    | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |        3693 | NS      | $360547.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LNG Japan/Korea Marker                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $-7325.17     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                   | Public Storage                                                                         | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Short            | EC               | CORP              | US        |       -6486 | NS      | $-1903122.12  | -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      | $59009.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Landstar System, Inc.                                            | Landstar System, Inc.                                                                  | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Short            | EC               | CORP              | US        |       -7652 | NS      | $-1063781.04  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1200000 | PA      | $3101.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          22 | NC      | $-80956.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp.                                                    | Vontier Corp.                                                                          | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |       15894 | NS      | $586488.60    | 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      | $11047.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -18 | NC      | $-40335.76    | -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      | $26548.05     | 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      | $10629.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Generali                                                         | Generali                                                                               | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Short            | EC               | CORP              | IT        |     -156613 | NS      | $-5570962.67  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Comerica, Inc.                                                   | Comerica, Inc.                                                                         | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Short            | EC               | CORP              | US        |      -31405 | NS      | $-1873308.25  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                              | Huntington Ingalls Industries, Inc.                                                    | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Short            | EC               | CORP              | US        |       -9224 | NS      | $-2227227.04  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.                                   | Citizens Financial Group, Inc.                                                         | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Short            | EC               | CORP              | US        |      -25535 | NS      | $-1142691.25  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                          | E.ON SE                                                                                | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      142984 | NS      | $2634571.61   | 0.14%             |  |  |  | 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      | $-3141.71     | -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      | $-5381.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5000000 | PA      | $-2557.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                             | Dollar General Corp.                                                                   | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Short            | EC               | CORP              | US        |      -15475 | NS      | $-1770030.50  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co.                                               | DXC Technology Co.                                                                     | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Short            | EC               | CORP              | US        |      -73796 | NS      | $-1128340.84  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Sojitz Corp.                                                     | Sojitz Corp.                                                                           | CUSIP: N/A<br>LEI: 5493004SE33MRLPB1W98       | Long             | EC               | CORP              | JP        |      163000 | NS      | $4005486.98   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    69500000 | PA      | $-5360.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions, Inc.                             | Broadridge Financial Solutions, Inc.                                                   | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       10939 | NS      | $2658505.17   | 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      | $5366.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties, Inc.                                            | VICI Properties, Inc., Class A                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Short            | EC               | CORP              | US        |     -112951 | NS      | $-3682202.60  | -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      | $-11459.97    | -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      | $62519.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                   | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Short            | EC               | CORP              | US        |        -592 | NS      | $-171626.72   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           4 | NC      | $39752.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                                       | Charles Schwab Corp. (The)                                                             | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       36882 | NS      | $3365113.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                                   | Chugai Pharmaceutical Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |       53800 | NS      | $2809318.99   | 0.15%             |  |  |  | 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      | $-1508.27     | -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      | $-19126.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Berkeley Group Holdings plc                                      | Berkeley Group Holdings plc                                                            | CUSIP: N/A<br>LEI: 2138009OQSSLVVHQAL78       | Short            | EC               | CORP              | GB        |      -10016 | NS      | $-530697.18   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Accor SA                                                         | Accor SA                                                                               | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |        4696 | NS      | $246110.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                                       | Cullen/Frost Bankers, Inc.                                                             | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |       20913 | NS      | $2688157.02   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -50 | NC      | $-137015.80   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals plc                                         | Jazz Pharmaceuticals plc                                                               | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Short            | EC               | CORP              | IE        |       -1496 | NS      | $-158755.52   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Shell plc                                                        | Shell plc                                                                              | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |       64911 | NS      | $2264715.79   | 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      | $872706.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Pure Storage, Inc.                                               | Pure Storage, Inc., Class A                                                            | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |       34082 | NS      | $1962441.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti, Inc.                                                   | Ubiquiti, Inc.                                                                         | CUSIP: 90353W103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3621 | NS      | $-1490584.65  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Prologis, Inc.                                                   | Prologis, Inc.                                                                         | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Short            | EC               | CORP              | US        |      -17804 | NS      | $-1871556.48  | -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      | $-1154.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yakult Honsha Co. Ltd.                                           | Yakult Honsha Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 353800YJPSPGG7KI0S71       | Short            | EC               | CORP              | JP        |     -104500 | NS      | $-1968050.49  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Kuraray Co. Ltd.                                                 | Kuraray Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 549300W9JPTOE739QZ31       | Long             | EC               | CORP              | JP        |       39000 | NS      | $495935.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month CORRA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         195 | NC      | $7662.16      | 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      | $3926.63      | 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      | $-57897.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bentley Systems, Inc.                                            | Bentley Systems, Inc., Class B                                                         | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Short            | EC               | CORP              | US        |      -20059 | NS      | $-1082584.23  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment, Inc.                                         | Penn Entertainment, Inc.                                                               | CUSIP: 707569109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -63882 | NS      | $-1141571.34  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                                   | Synopsys, Inc.                                                                         | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Short            | EC               | CORP              | US        |       -7642 | NS      | $-3917900.56  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Feeder Cattle                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          34 | NC      | $207969.41    | 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      | $-746511.66   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                | Tyson Foods, Inc., Class A                                                             | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |        9837 | NS      | $550281.78    | 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      | $-29337.27    | -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      | $-648624.53   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Liontown Resources Ltd.                                          | Liontown Resources Ltd.                                                                | CUSIP: N/A<br>LEI: 529900LT0V2IEL7WZY56       | Long             | EC               | CORP              | AU        |      634857 | NS      | $293279.39    | 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      | $-16826.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Park Hotels & Resorts, Inc.                                      | Park Hotels & Resorts, Inc.                                                            | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |       57730 | NS      | $590577.90    | 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      | $-1563.90     | -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      | $15308.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                                  | Nippon Yusen KK                                                                        | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |       90600 | NS      | $3259331.56   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAIL, Inc.                                                      | GRAIL, Inc.                                                                            | CUSIP: 384747101<br>LEI: 2549009XSNESW3VE8024 | Long             | EC               | CORP              | US        |       18380 | NS      | $945099.60    | 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      | $-173540.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lundin Mining Corp.                                              | Lundin Mining Corp.                                                                    | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Short            | EC               | CORP              | CA        |     -130039 | NS      | $-1367474.56  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          27 | NC      | $69086.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                       | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Short            | EC               | CORP              | US        |      -43693 | NS      | $-9154994.29  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp.                                       | Edwards Lifesciences Corp.                                                             | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       31846 | NS      | $2490675.66   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                                     | Vistra Corp.                                                                           | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |        3653 | NS      | $707987.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Euro STOXX 50 Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         294 | NC      | $131162.31    | 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      | $145929.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines Group, Inc.                                    | American Airlines Group, Inc.                                                          | CUSIP: 02376R102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -299317 | NS      | $-3358336.74  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce, Inc.                                                   | Dayforce, Inc.                                                                         | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Short            | EC               | CORP              | US        |      -17761 | NS      | $-983781.79   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   299000000 | PA      | $30317.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6300000 | PA      | $36284.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                 | ABN AMRO Bank NV                                                                       | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Short            | EC               | CORP              | NL        |      -99108 | NS      | $-2706237.83  | -0.14%            |  |  |  | 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      | $25339.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BILL Holdings, Inc.                                              | BILL Holdings, Inc.                                                                    | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Short            | EC               | CORP              | US        |      -41019 | NS      | $-1897538.94  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -42 | NC      | $82403.58     | 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      | $3403.99      | 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      | $40837.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corp.                                                      | Aisin Corp.                                                                            | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |       42300 | NS      | $541118.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR & Co., Inc.                                                  | KKR & Co., Inc.                                                                        | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Short            | EC               | CORP              | US        |      -24872 | NS      | $-3308722.16  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Five9, Inc.                                                      | Five9, Inc.                                                                            | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Short            | EC               | CORP              | US        |      -79092 | NS      | $-2094356.16  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -1 | NC      | $-6170.13     | -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      | $75683.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corp.                                                   | Marubeni Corp.                                                                         | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |      114600 | NS      | $2310135.13   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp.                                                        | CSX Corp.                                                                              | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Short            | EC               | CORP              | US        |     -128168 | NS      | $-4182121.84  | -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      | $-8623.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                          | Micron Technology, Inc.                                                                | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |        9467 | NS      | $1166807.75   | 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      | $54979.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Littelfuse, Inc.                                                 | Littelfuse, Inc.                                                                       | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Short            | EC               | CORP              | US        |        -780 | NS      | $-176849.40   | -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      | $426.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -4 | NC      | $-33599.52    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                  | Advanced Drainage Systems, Inc.                                                        | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Short            | EC               | CORP              | US        |      -15550 | NS      | $-1786073.00  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA                                               | Cellnex Telecom SA                                                                     | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Short            | EC               | CORP              | ES        |      -39171 | NS      | $-1525249.71  | -0.08%            |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           9 | NC      | $20976.84     | 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      | $14762.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STAG Industrial, Inc.                                            | STAG Industrial, Inc.                                                                  | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Short            | EC               | CORP              | US        |       -8829 | NS      | $-320316.12   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Suntory Beverage & Food Ltd.                                     | Suntory Beverage & Food Ltd.                                                           | CUSIP: N/A<br>LEI: 549300FONLMVK7YYYH41       | Long             | EC               | CORP              | JP        |        8600 | NS      | $275023.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           4 | NC      | $11253.82     | 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      | $29500.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        1147 | NC      | $950695.87    | 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      | $-324.15      | -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      | $134298.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                           | Verisk Analytics, Inc., Class A                                                        | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |        5655 | NS      | $1761532.50   | 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      | $14692.69     | 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      | $7673.16      | 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      | $5552.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    62500000 | PA      | $72743.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          72 | NC      | $129186.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurofins Scientific SE                                           | Eurofins Scientific SE                                                                 | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Short            | EC               | CORP              | LU        |      -21609 | NS      | $-1539971.81  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    15800000 | PA      | $62482.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings, Inc.                                      | Tokio Marine Holdings, Inc.                                                            | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |       56700 | NS      | $2403005.81   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Duolingo, Inc.                                                   | Duolingo, Inc., Class A                                                                | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3485 | NS      | $1428919.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3000000 | PA      | $-8983.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allegion plc                                                     | Allegion plc                                                                           | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |       17968 | NS      | $2589548.16   | 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      | $-206.38      | -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        |      -74769 | NS      | $-1892992.86  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                | Hannover Rueck SE                                                                      | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Short            | EC               | CORP              | DE        |       -9048 | NS      | $-2851145.86  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                               | Altria Group, Inc.                                                                     | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Short            | EC               | CORP              | US        |      -33986 | NS      | $-1992599.18  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories, Inc.                                         | IDEXX Laboratories, Inc.                                                               | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        6867 | NS      | $3683046.78   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4300000 | PA      | $-5405.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barry Callebaut AG                                               | Barry Callebaut AG (Registered)                                                        | CUSIP: N/A<br>LEI: 213800Y5RWKLDPUTT265       | Short            | EC               | CORP              | CH        |       -3023 | NS      | $-3304347.75  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                            | Commercial Metals Co.                                                                  | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Short            | EC               | CORP              | US        |      -32221 | NS      | $-1575929.11  | -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      | $505.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Solar, Inc.                                                | First Solar, Inc.                                                                      | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Short            | EC               | CORP              | US        |      -12061 | NS      | $-1996577.94  | -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      | $-23376.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                     | Ameren Corp.                                                                           | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        7005 | NS      | $672760.20    | 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      | $-175405.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Guidewire Software, Inc.                                         | Guidewire Software, Inc.                                                               | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |       17769 | NS      | $4183711.05   | 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      | $5780.84      | 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      | $157.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3700000 | PA      | $1679.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                         | CenterPoint Energy, Inc.                                                               | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Short            | EC               | CORP              | US        |     -170602 | NS      | $-6267917.48  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1226700000 | PA      | $-4365.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                          | GFL Environmental, Inc.                                                                | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Short            | EC               | CORP              | CA        |       -5053 | NS      | $-255071.21   | -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      | $22575.80     | 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      | $-13003.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -26 | NC      | $-62337.52    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.                         | Science Applications International Corp.                                               | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |        7626 | NS      | $858763.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                                              | Coca-Cola Co. (The)                                                                    | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       17375 | NS      | $1229281.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp.                                                                 | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Short            | EC               | CORP              | US        |      -52343 | NS      | $-2250225.57  | -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      | $-18237.72    | -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      | $9029.32      | 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      | $144410.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                    | MetLife, Inc.                                                                          | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Short            | EC               | CORP              | US        |      -21583 | NS      | $-1735704.86  | -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      | $-16916.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    18100000 | PA      | $8361.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 20575600000 | PA      | $883.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                                     | Carrefour SA                                                                           | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |       95350 | NS      | $1345029.19   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                          | DuPont de Nemours, Inc.                                                                | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       23068 | NS      | $1582234.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           7 | NC      | $126195.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    21500000 | PA      | $-6522.81     | -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      | $-1343.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          30 | NC      | $-122210.27   | -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      | $-175382.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CBOE Volatility Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         173 | NC      | $-270448.65   | -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      | $-604.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reynolds Consumer Products, Inc.                                 | Reynolds Consumer Products, Inc.                                                       | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20355 | NS      | $436004.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                               | Equity Residential                                                                     | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Short            | EC               | CORP              | US        |      -43041 | NS      | $-2904837.09  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity Funds Treasury Trust Fund Portfolio          | BlackRock Liquidity Funds Treasury Trust Fund Portfolio                                | CUSIP: 09248U551<br>LEI: 549300U5PI8CHFJM7202 | Long             | STIV             | RF                | US        |    27197361 | NS      | $27197361.45  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Toromont Industries Ltd.                                         | Toromont Industries Ltd.                                                               | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Short            | EC               | CORP              | CA        |       -6037 | NS      | $-542587.43   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                       | Genmab A/S                                                                             | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |        7773 | NS      | $1614206.73   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ITV plc                                                          | ITV plc                                                                                | CUSIP: N/A<br>LEI: ZLECI7ED2QMWFGYCXZ59       | Long             | EC               | CORP              | GB        |      574072 | NS      | $650362.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| West Fraser Timber Co. Ltd.                                      | West Fraser Timber Co. Ltd.                                                            | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Short            | EC               | CORP              | CA        |      -16170 | NS      | $-1185780.21  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp.                                         | Zebra Technologies Corp., Class A                                                      | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |        7113 | NS      | $2193364.68   | 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      | $-54756.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd.                                                    | WH Group Ltd.                                                                          | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |     1400000 | NS      | $1349308.95   | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SS&C Technologies Holdings, Inc.                                 | SS&C Technologies Holdings, Inc.                                                       | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |       57055 | NS      | $4724154.00   | 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      | $-5643.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Husqvarna AB                                                     | Husqvarna AB, Class B                                                                  | CUSIP: N/A<br>LEI: 549300GYQIIJ3UXB7655       | Short            | EC               | CORP              | SE        |     -110449 | NS      | $-582199.59   | -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      | $-21962.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                               | Hyatt Hotels Corp., Class A                                                            | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Short            | EC               | CORP              | US        |      -26805 | NS      | $-3743318.25  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| WEX, Inc.                                                        | WEX, Inc.                                                                              | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Short            | EC               | CORP              | US        |       -6517 | NS      | $-957282.13   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    58800000 | PA      | $-50350.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      900000 | PA      | $443.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                    | Nordson Corp.                                                                          | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Short            | EC               | CORP              | US        |      -11287 | NS      | $-2419594.19  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos., Inc. (The)                                             | TJX Cos., Inc. (The)                                                                   | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       13671 | NS      | $1688231.79   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| USS Co. Ltd.                                                     | USS Co. Ltd.                                                                           | CUSIP: N/A<br>LEI: 5299000RRQD6UZXG4W72       | Long             | EC               | CORP              | JP        |      199800 | NS      | $2201982.11   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                                          | Daiichi Sankyo Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Short            | EC               | CORP              | JP        |      -64300 | NS      | $-1489709.23  | -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      | $448.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                                       | Skanska AB, Class B                                                                    | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Short            | EC               | CORP              | SE        |       -6406 | NS      | $-149225.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                   | AppLovin Corp., Class A                                                                | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        9670 | NS      | $3385273.60   | 0.18%             |  |  |  | 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      | $13901.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                             | Coterra Energy, Inc.                                                                   | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       21322 | NS      | $541152.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WiseTech Global Ltd.                                             | WiseTech Global Ltd.                                                                   | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               | CORP              | AU        |       11057 | NS      | $792962.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                                                | Bureau Veritas SA                                                                      | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Short            | EC               | CORP              | FR        |      -41152 | NS      | $-1404611.91  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Georg Fischer AG                                                 | Georg Fischer AG (Registered)                                                          | CUSIP: N/A<br>LEI: 529900CMRQYW4U1W2456       | Short            | EC               | CORP              | CH        |      -11813 | NS      | $-966831.99   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Neste OYJ                                                        | Neste OYJ                                                                              | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Short            | EC               | CORP              | FI        |     -164274 | NS      | $-2226266.39  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -57 | NC      | $-77323.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   106400000 | PA      | $703698.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | EURO STOXX 50 Volatility Index                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |           1 | NC      | $-130.53      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems, Inc.                                   | Monolithic Power Systems, Inc.                                                         | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Short            | EC               | CORP              | US        |       -1287 | NS      | $-941286.06   | -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      | $11977.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Penske Automotive Group, Inc.                                    | Penske Automotive Group, Inc.                                                          | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |        4597 | NS      | $789810.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                                                 | ServiceNow, Inc.                                                                       | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        3327 | NS      | $3420422.16   | 0.18%             |  |  |  | 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      | $-13970.09    | -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      | $-11461.50    | -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      | $71537.43     | 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      | $-646.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                        | MKS, Inc.                                                                              | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Short            | EC               | CORP              | US        |      -17021 | NS      | $-1691206.56  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                                                | Ross Stores, Inc.                                                                      | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Short            | EC               | CORP              | US        |      -27220 | NS      | $-3472727.60  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp.                                           | Norfolk Southern Corp.                                                                 | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        2089 | NS      | $534721.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NY Harbor ULSD                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         609 | NC      | $-910833.11   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    -2743380 | PA      | $25420.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential plc                                                   | Prudential plc                                                                         | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Short            | EC               | CORP              | GB        |      -91950 | NS      | $-1150869.31  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Buzzi SpA                                                        | Buzzi SpA                                                                              | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |       26821 | NS      | $1487495.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                             | Macquarie Group Ltd.                                                                   | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Short            | EC               | CORP              | AU        |       -4158 | NS      | $-625386.69   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                             | Dassault Systemes SE                                                                   | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Short            | EC               | CORP              | FR        |      -59753 | NS      | $-2165546.00  | -0.11%            |  |  |  | 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      | $49.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    38100000 | PA      | $15658.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                       | Ameriprise Financial, Inc.                                                             | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       10127 | NS      | $5405083.71   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                   | Takeda Pharmaceutical Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |      205700 | NS      | $6350576.97   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         173 | NC      | $123385.07    | 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      | $-668.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -4 | NC      | $-55480.32    | -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      | $-82037.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corp.                                    | Wheaton Precious Metals Corp.                                                          | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |       22687 | NS      | $2040205.63   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                                      | Terex Corp.                                                                            | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Short            | EC               | CORP              | US        |      -13362 | NS      | $-623871.78   | -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      | $-45970.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -16 | NC      | $-44508.91    | -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      | $-2946.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          31 | NC      | $-158821.37   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -7 | NC      | $-19693.66    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    16000000 | PA      | $63273.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | French Base Electricity                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | DE        |          -6 | NC      | $47811.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem, Inc.                                                      | Xylem, Inc.                                                                            | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Short            | EC               | CORP              | US        |      -23113 | NS      | $-2989897.68  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Nemetschek SE                                                    | Nemetschek SE                                                                          | CUSIP: N/A<br>LEI: 529900R0S2IX1S358J38       | Long             | EC               | CORP              | DE        |       12301 | NS      | $1783556.70   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                                       | Geberit AG (Registered)                                                                | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |        3549 | NS      | $2794996.71   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    12357000 | PA      | $-75605.87    | -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      | $11716.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -41 | NC      | $-198442.72   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties, Inc.                                        | Millrose Properties, Inc., Class A                                                     | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       58361 | NS      | $1663872.11   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -11 | NC      | $-154367.31   | -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      | $-40311.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Knife River Corp.                                                | Knife River Corp.                                                                      | CUSIP: 498894104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -32362 | NS      | $-2642033.68  | -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      | $-3070.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OMXS30 Index                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         266 | NC      | $65207.62     | 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      | $58835.65     | 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      | $14148.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Planet Fitness, Inc.                                             | Planet Fitness, Inc., Class A                                                          | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Short            | EC               | CORP              | US        |      -11346 | NS      | $-1237281.30  | -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      | $3170.43      | 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      | $-19221.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   126600000 | PA      | $-32108.37    | -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      | $10877.53     | 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      | $-176398.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          46 | NC      | $133296.96    | 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      | $61934.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ConvaTec Group plc                                               | ConvaTec Group plc                                                                     | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |      142297 | NS      | $563645.24    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Metso OYJ                                                        | Metso OYJ                                                                              | CUSIP: N/A<br>LEI: 549300R0VN9C371W0E07       | Short            | EC               | CORP              | FI        |      -13486 | NS      | $-174776.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                              | General Mills, Inc.                                                                    | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Short            | EC               | CORP              | US        |      -70204 | NS      | $-3637269.24  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp.                                         | Manulife Financial Corp.                                                               | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |      117241 | NS      | $3748612.55   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           9 | NC      | $9337.77      | 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      | $-383.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                             | Straumann Holding AG (Registered)                                                      | CUSIP: N/A<br>LEI: 50670046ML5FVIM60Z37       | Long             | EC               | CORP              | CH        |       10357 | NS      | $1355624.82   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Lear Corp.                                                       | Lear Corp.                                                                             | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |        6079 | NS      | $577383.42    | 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      | $34453.47     | 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      | $3349.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA Holdings, Inc.                                             | IQVIA Holdings, Inc.                                                                   | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       15955 | NS      | $2514348.45   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                                        | Zurich Insurance Group AG                                                              | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |       12899 | NS      | $9025729.40   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Aalberts NV                                                      | Aalberts NV                                                                            | CUSIP: N/A<br>LEI: 549300EMP9DT6Q35HZ31       | Long             | EC               | CORP              | NL        |        7083 | NS      | $257249.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      100000 | PA      | $-95.76       | -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      | $43753.75     | 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      | $207815.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ABC-Mart, Inc.                                                   | ABC-Mart, Inc.                                                                         | CUSIP: N/A<br>LEI: 353800AXWW4CMTSJWL33       | Long             | EC               | CORP              | JP        |       80400 | NS      | $1651724.08   | 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      | $-1131.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co. Ltd.                                          | Fast Retailing Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Short            | EC               | CORP              | JP        |      -21700 | NS      | $-7440151.58  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                                     | Japan Post Holdings Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Short            | EC               | CORP              | JP        |      -41600 | NS      | $-385308.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                                                      | Aena SME SA                                                                            | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |       58230 | NS      | $1554378.84   | 0.08%             |  |  |  | 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      | $-35659.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    21400000 | PA      | $-10542.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                    | UniCredit SpA                                                                          | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |       94139 | NS      | $6315162.63   | 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      | $-11133.60    | -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      | $-34012.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                            | Nissan Motor Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Short            | EC               | CORP              | JP        |    -1336000 | NS      | $-3232558.02  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| TOMRA Systems ASA                                                | TOMRA Systems ASA                                                                      | CUSIP: N/A<br>LEI: 549300J726JCFJU3VT89       | Short            | EC               | CORP              | NO        |      -31613 | NS      | $-493433.33   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electric Power Co. Holdings, Inc.                          | Tokyo Electric Power Co. Holdings, Inc.                                                | CUSIP: N/A<br>LEI: 5299004EMJ3R4RVR5Y75       | Short            | EC               | CORP              | JP        |     -364000 | NS      | $-1211655.34  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1700000 | PA      | $-10730.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Euro-OAT                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         679 | NC      | $-535117.68   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Valmet OYJ                                                       | Valmet OYJ                                                                             | CUSIP: N/A<br>LEI: 213800D9O7FUQDH83V62       | Short            | EC               | CORP              | FI        |      -45278 | NS      | $-1403255.60  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                       | Agilent Technologies, Inc.                                                             | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       30412 | NS      | $3588920.12   | 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      | $-776.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          36 | NC      | $77436.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd.                                                   | BHP Group Ltd.                                                                         | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Short            | EC               | CORP              | AU        |     -136111 | NS      | $-3274503.65  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                                      | Swisscom AG (Registered)                                                               | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Short            | EC               | CORP              | CH        |       -4252 | NS      | $-3019296.12  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Amcor plc                                                        | Amcor plc                                                                              | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |      382445 | NS      | $3514669.55   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources, Inc.                                          | Civitas Resources, Inc.                                                                | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Short            | EC               | CORP              | US        |      -37830 | NS      | $-1041081.60  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co. plc                                                  | Perrigo Co. plc                                                                        | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Short            | EC               | CORP              | IE        |      -45890 | NS      | $-1226180.80  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings, Inc.                                           | Amentum Holdings, Inc.                                                                 | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Short            | EC               | CORP              | US        |      -21161 | NS      | $-499611.21   | -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      | $4892.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                            | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Short            | EC               | CORP              | CA        |       -2272 | NS      | $-167111.09   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Platinum                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -282 | NC      | $-787975.63   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                                     | Exelon Corp.                                                                           | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Short            | EC               | CORP              | US        |     -108160 | NS      | $-4696307.20  | -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      | $-16733.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         143 | NC      | $1049475.41   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Red Wheat                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         -78 | NC      | $39820.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                                  | Automatic Data Processing, Inc.                                                        | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Short            | EC               | CORP              | US        |       -7192 | NS      | $-2218012.80  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                                       | Constellation Brands, Inc., Class A                                                    | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Short            | EC               | CORP              | US        |       -9679 | NS      | $-1574579.72  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation, Inc.                                            | Onto Innovation, Inc.                                                                  | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |       14093 | NS      | $1422406.49   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -83 | NC      | $-272431.97   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Signify NV                                                       | Signify NV                                                                             | CUSIP: N/A<br>LEI: 549300072P3J1X8NZO35       | Long             | EC               | CORP              | NL        |       13781 | NS      | $374188.48    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Nippon Paint Holdings Co. Ltd.                                   | Nippon Paint Holdings Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 529900RYRJUN78A7PL87       | Short            | EC               | CORP              | JP        |      -93600 | NS      | $-752756.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Commerce Bancshares, Inc.                                        | Commerce Bancshares, Inc.                                                              | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       34516 | NS      | $2145859.72   | 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      | $-14037.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          59 | NC      | $195234.67    | 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      | $-14507.31    | -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      | $-5134.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PVH Corp.                                                        | PVH Corp.                                                                              | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Short            | EC               | CORP              | US        |       -8769 | NS      | $-601553.40   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| West Japan Railway Co.                                           | West Japan Railway Co.                                                                 | CUSIP: N/A<br>LEI: 353800QGUXHZ7EBCR121       | Long             | EC               | CORP              | JP        |       37900 | NS      | $866434.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | WTI Crude Oil                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         794 | NC      | $-164791.13   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Yamato Holdings Co. Ltd.                                         | Yamato Holdings Co. Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -51300 | NS      | $-686586.94   | -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      | $48283.56     | 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      | $-40846.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          99 | NC      | $231064.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          44 | NC      | $57932.28     | 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      | $-84911.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          55 | NC      | $166767.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | FTSE 100 Index                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         227 | NC      | $-73129.86    | -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      | $-103514.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -204 | NC      | $47159.07     | 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      | $-24608.65    | -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      | $12814.09     | 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      | $-37410.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Leggett & Platt, Inc.                                            | Leggett & Platt, Inc.                                                                  | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Short            | EC               | CORP              | US        |      -44568 | NS      | $-397546.56   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Mont Belvieu Propane                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          30 | NC      | $-104362.62   | -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      | $-187737.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                                                        | Endesa SA                                                                              | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |       10375 | NS      | $328628.91    | 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      | $-46101.79    | -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      | $1302.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -4 | NC      | $15315.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Financial, Inc.                                         | Flagstar Financial, Inc.                                                               | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Short            | EC               | CORP              | US        |     -120059 | NS      | $-1272625.40  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797QG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   122224000 | PA      | $120603161.87 | 6.32%             | 2025-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Secom Co. Ltd.                                                   | Secom Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |       16300 | NS      | $585576.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    13840000 | PA      | $307655.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1200000 | PA      | $4015.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    19900000 | PA      | $117849.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| API Group Corp.                                                  | API Group Corp.                                                                        | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Short            | EC               | CORP              | US        |      -25366 | NS      | $-1294934.30  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                                          | Valley National Bancorp                                                                | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Short            | EC               | CORP              | US        |     -367609 | NS      | $-3282748.37  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797QZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    60000000 | PA      | $58832312.40  | 3.08%             | 2025-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                      | Cie Financiere Richemont SA (Registered)                                               | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Short            | EC               | CORP              | CH        |      -14506 | NS      | $-2745012.10  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                      | Apple, Inc.                                                                            | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Short            | EC               | CORP              | US        |       -9630 | NS      | $-1975787.10  | -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      | $-15740.24    | -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      | $1211.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corp.                                                   | Obayashi Corp.                                                                         | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |       91300 | NS      | $1383361.17   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                      | Avnet, Inc.                                                                            | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Short            | EC               | CORP              | US        |      -56551 | NS      | $-3001727.08  | -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      | $-3211.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dollarama, Inc.                                                  | Dollarama, Inc.                                                                        | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |        1576 | NS      | $222057.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma, Inc.                                            | Astellas Pharma, Inc.                                                                  | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |      107500 | NS      | $1052527.62   | 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      | $42701.66     | 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      | $-21965.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -9 | NC      | $-15730.92    | -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      | $6732.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -2 | NC      | $-19097.38    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SCOR SE                                                          | SCOR SE                                                                                | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | EC               | CORP              | FR        |       25073 | NS      | $832726.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Reply SpA                                                        | Reply SpA                                                                              | CUSIP: N/A<br>LEI: 815600DAEFB0388F3521       | Long             | EC               | CORP              | IT        |         970 | NS      | $167635.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Azimut Holding SpA                                               | Azimut Holding SpA                                                                     | CUSIP: N/A<br>LEI: 81560025690EF8540635       | Long             | EC               | CORP              | IT        |       34863 | NS      | $1118454.83   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -32 | NC      | $-18800.26    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Tabcorp Holdings Ltd.                                            | Tabcorp Holdings Ltd.                                                                  | CUSIP: N/A<br>LEI: 213800OCCFUN67NEY278       | Short            | EC               | CORP              | AU        |      -24078 | NS      | $-11322.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Capcom Co. Ltd.                                                  | Capcom Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |       86300 | NS      | $2947273.95   | 0.15%             |  |  |  | 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      | $10886.28     | 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      | $-576.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                              | MTU Aero Engines AG                                                                    | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Short            | EC               | CORP              | DE        |        -388 | NS      | $-172370.37   | -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      | $100698.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc.                                                            | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Short            | EC               | CORP              | US        |      -35028 | NS      | $-994444.92   | -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      | $9397.08      | 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      | $-7824.86     | -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      | $13129.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          27 | NC      | $34513.02     | 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      | $11215.01     | 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      | $-652.26      | -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      | $113073.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Union Co. (The)                                          | Western Union Co. (The)                                                                | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      257558 | NS      | $2168638.36   | 0.11%             |  |  |  | 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        |       83800 | NS      | $749242.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -72 | NC      | $-152062.13   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                   | Alimentation Couche-Tard, Inc.                                                         | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Short            | EC               | CORP              | CA        |      -13710 | NS      | $-681498.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                                 | ArcelorMittal SA                                                                       | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |       44345 | NS      | $1408144.93   | 0.07%             |  |  |  | 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      | $482.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurizon Holdings Ltd.                                            | Aurizon Holdings Ltd.                                                                  | CUSIP: N/A<br>LEI: 5299005PC1O6NOWL3H48       | Short            | EC               | CORP              | AU        |     -112867 | NS      | $-225131.28   | -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      | $-115755.99   | -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      | $3564.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                  | Federal Realty Investment Trust                                                        | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Short            | EC               | CORP              | US        |       -4629 | NS      | $-439708.71   | -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      | $14515.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                               | Toyota Motor Corp.                                                                     | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Short            | EC               | CORP              | JP        |     -279600 | NS      | $-4815548.54  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                            | Coinbase Global, Inc., Class A                                                         | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |        4715 | NS      | $1652560.35   | 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      | $-4526.35     | -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      | $-5703.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| easyJet plc                                                      | easyJet plc                                                                            | CUSIP: N/A<br>LEI: 2138001S47XKWIB7TH90       | Long             | EC               | CORP              | GB        |      385120 | NS      | $2818428.18   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SARON                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         364 | NC      | $-131021.44   | -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      | $14690.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1121200000 | PA      | $65286.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clearway Energy, Inc.                                            | Clearway Energy, Inc., Class C                                                         | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Short            | EC               | CORP              | US        |      -23452 | NS      | $-750464.00   | -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      | $1986.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                     | Verizon Communications, Inc.                                                           | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |        3881 | NS      | $167930.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co. (The)                                                 | Kroger Co. (The)                                                                       | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Short            | EC               | CORP              | US        |      -21094 | NS      | $-1513072.62  | -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      | $-45973.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6300000 | PA      | $9154.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                               | Poste Italiane SpA                                                                     | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |      120731 | NS      | $2594009.58   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                        | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        1525 | NS      | $1079318.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     7000000 | PA      | $-7737.31     | -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      | $650818.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                   | NNN REIT, Inc.                                                                         | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |        4646 | NS      | $200614.28    | 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      | $5246.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Embracer Group AB                                                | Embracer Group AB                                                                      | CUSIP: N/A<br>LEI: 549300RFXXKT652HB549       | Short            | EC               | CORP              | SE        |      -16910 | NS      | $-193014.50   | -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      | $12737.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                                          | Kite Realty Group Trust                                                                | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17148 | NS      | $388402.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Phelix De Base Electricity                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | DE        |           2 | NC      | $-25011.44    | -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      | $-1401.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ypsomed Holding AG                                               | Ypsomed Holding AG (Registered)                                                        | CUSIP: N/A<br>LEI: 391200QLIOTTBNPNSI14       | Long             | EC               | CORP              | CH        |         653 | NS      | $348607.88    | 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      | $370.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | KOSPI 200 Index                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KR        |         483 | NC      | $2213987.66   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Auto Trader Group plc                                            | Auto Trader Group plc                                                                  | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Short            | EC               | CORP              | GB        |      -20428 | NS      | $-231383.79   | -0.01%            |  |  |  | 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      | $-262.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                  | Whirlpool Corp.                                                                        | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Short            | EC               | CORP              | US        |       -8451 | NS      | $-857100.42   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Sandvik AB                                                       | Sandvik AB                                                                             | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |        7031 | NS      | $161448.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   235400000 | PA      | $128497.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Confluent, Inc.                                                  | Confluent, Inc., Class A                                                               | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Short            | EC               | CORP              | US        |      -25169 | NS      | $-627463.17   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                                        | MGM Resorts International                                                              | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |       57077 | NS      | $1962878.03   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          27 | NC      | $45227.40     | 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      | $18276.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                       | Prudential Financial, Inc.                                                             | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Short            | EC               | CORP              | US        |      -63479 | NS      | $-6820183.76  | -0.36%            |  |  |  | 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      | $9028.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                 | Mitsubishi Corp.                                                                       | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Short            | EC               | CORP              | JP        |     -117400 | NS      | $-2345873.13  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                      | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Short            | EC               | CORP              | GB        |     -311131 | NS      | $-3763500.17  | -0.20%            |  |  |  | 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      | $-6046.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd.                                                   | REA Group Ltd.                                                                         | CUSIP: N/A<br>LEI: 894500KA4UBDATOFPN36       | Long             | EC               | CORP              | AU        |        5376 | NS      | $851337.27    | 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      | $7373.22      | 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      | $-69826.32    | -0.00%            |  |  |  | No            |                  2 | 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        |      -50196 | NS      | $-1867000.91  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| U-Haul Holding Co.                                               | U-Haul Holding Co.                                                                     | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Short            | EC               | CORP              | US        |       -3912 | NS      | $-236910.72   | -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      | $-45476.76    | -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      | $850.75       | 0.00%             |  |  |  | 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        |       26460 | NS      | $1839171.28   | 0.10%             |  |  |  | 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      | $-15808.54    | -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      | $-988.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                              | Omnicom Group, Inc.                                                                    | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Short            | EC               | CORP              | US        |      -17227 | NS      | $-1239310.38  | -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      | $103663.57    | 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      | $-12425.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Baker Hughes Co.                                                 | Baker Hughes Co., Class A                                                              | CUSIP: 05722G100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -51136 | NS      | $-1960554.24  | -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      | $24065.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           6 | NC      | $8510.22      | 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      | $-4980.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                 | AutoNation, Inc.                                                                       | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3073 | NS      | $610451.45    | 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      | $-518.89      | -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      | $-15801.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Whitehaven Coal Ltd.                                             | Whitehaven Coal Ltd.                                                                   | CUSIP: N/A<br>LEI: 529900WCZ4I6ZO3RRP86       | Short            | EC               | CORP              | AU        |      -45070 | NS      | $-160887.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd.                                           | Julius Baer Group Ltd.                                                                 | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Short            | EC               | CORP              | CH        |      -54027 | NS      | $-3664913.05  | -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      | $-1154.67     | -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      | $4893.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corp.                                                        | TDK Corp.                                                                              | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |      162200 | NS      | $1893288.66   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                             | ENEOS Holdings, Inc.                                                                   | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Short            | EC               | CORP              | JP        |     -455800 | NS      | $-2259324.50  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          55 | NC      | $136079.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    64300000 | PA      | $703196.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     7900000 | PA      | $106541.54    | 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      | $103650.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          15 | NC      | $43412.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                                      | Amgen, Inc.                                                                            | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        9608 | NS      | $2682649.68   | 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      | $-2601.11     | -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      | $-967.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                                | Fidelity National Financial, Inc.                                                      | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Short            | EC               | CORP              | US        |      -12713 | NS      | $-712690.78   | -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      | $-33998.99    | -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      | $116445.09    | 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      | $433812.46    | 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      | $-176421.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Ethanol                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         -25 | NC      | $-33361.31    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co. Ltd.                                         | Otsuka Holdings Co. Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       53200 | NS      | $2637619.03   | 0.14%             |  |  |  | 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      | $80043.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Japan 10 Year Bond                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |         -38 | NC      | $-105995.43   | -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      | $5225.24      | 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      | $-816.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Short            | EC               | CORP              | US        |       -5161 | NS      | $-413499.32   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -28 | NC      | $-73742.57    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASM International NV                                             | ASM International NV                                                                   | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Short            | EC               | CORP              | NL        |        -273 | NS      | $-175123.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Comfort Systems USA, Inc.                                        | Comfort Systems USA, Inc.                                                              | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       11613 | NS      | $6227006.73   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     8000000 | PA      | $89848.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                       | ORIX Corp.                                                                             | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |      109100 | NS      | $2462024.50   | 0.13%             |  |  |  | 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      | $269.33       | 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      | $-1398.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                | Algonquin Power & Utilities Corp.                                                      | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Short            | EC               | CORP              | CA        |     -124305 | NS      | $-711096.71   | -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      | $-82771.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          10 | NC      | $55925.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron, Inc.                                                    | Textron, Inc.                                                                          | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       23476 | NS      | $1884888.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Helvetia Holding AG                                              | Helvetia Holding AG (Registered)                                                       | CUSIP: N/A<br>LEI: 529900SUJBXTORH0LT80       | Short            | EC               | CORP              | CH        |       -4116 | NS      | $-966339.04   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -7 | NC      | $10027.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                                         | Valmont Industries, Inc.                                                               | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Short            | EC               | CORP              | US        |       -1950 | NS      | $-636811.50   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Tecan Group AG                                                   | Tecan Group AG (Registered)                                                            | CUSIP: N/A<br>LEI: 529900CSN9R3BLETSL26       | Short            | EC               | CORP              | CH        |       -6482 | NS      | $-1326522.34  | -0.07%            |  |  |  | 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      | $117771.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    55500000 | PA      | $-246850.45   | -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      | $-41220.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          10 | NC      | $98953.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elia Group SA/NV                                                 | Elia Group SA/NV                                                                       | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Short            | EC               | CORP              | BE        |       -1546 | NS      | $-178554.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WSP Global, Inc.                                                 | WSP Global, Inc.                                                                       | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Short            | EC               | CORP              | CA        |       -7946 | NS      | $-1620826.45  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co.                                    | Graphic Packaging Holding Co.                                                          | CUSIP: 388689101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -198393 | NS      | $-4180140.51  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $9385.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries, Inc.                                 | Armstrong World Industries, Inc.                                                       | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |        6627 | NS      | $1076489.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp.                                                       | GATX Corp.                                                                             | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Short            | EC               | CORP              | US        |       -4146 | NS      | $-636659.76   | -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      | $18956.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON EXPRESS HOLDINGS, Inc.                                    | NIPPON EXPRESS HOLDINGS, Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      153100 | NS      | $3071249.69   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Kintetsu Group Holdings Co. Ltd.                                 | Kintetsu Group Holdings Co. Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |     -140000 | NS      | $-2650887.23  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Alcoa Corp.                                                      | Alcoa Corp.                                                                            | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       37294 | NS      | $1100545.94   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       49916 | NS      | $2362025.12   | 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      | $16728.25     | 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      | $96.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -11 | NC      | $-213.18      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    41500000 | PA      | $1312.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries Holdings, Inc.                                     | CF Industries Holdings, Inc.                                                           | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        7832 | NS      | $720544.00    | 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      | $2023.90      | 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      | $23040.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp.                                                      | Inpex Corp.                                                                            | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |      242000 | NS      | $3396994.75   | 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      | $-716.16      | -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      | $12586.72     | 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      | $-692.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rivian Automotive, Inc.                                          | Rivian Automotive, Inc., Class A                                                       | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |      141561 | NS      | $1945048.14   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                                                     | Evergy, Inc.                                                                           | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       80042 | NS      | $5517295.06   | 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      | $-281.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nutanix, Inc.                                                    | Nutanix, Inc., Class A                                                                 | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |       37830 | NS      | $2891725.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MINEBEA MITSUMI, Inc.                                            | MINEBEA MITSUMI, Inc.                                                                  | CUSIP: N/A<br>LEI: 353800CCB0CZ75YZ4010       | Short            | EC               | CORP              | JP        |     -275500 | NS      | $-4028839.56  | -0.21%            |  |  |  | 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      | $16150.26     | 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      | $119980.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Halozyme Therapeutics, Inc.                                      | Halozyme Therapeutics, Inc.                                                            | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |       56184 | NS      | $2922691.68   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Crude Oil                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          38 | NC      | $-1230.27     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hydro One Ltd.                                                   | Hydro One Ltd.                                                                         | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Short            | EC               | CORP              | CA        |      -58301 | NS      | $-2100848.22  | -0.11%            |  |  |  | Yes           |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                      | Marsh & McLennan Cos., Inc.                                                            | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Short            | EC               | CORP              | US        |      -13671 | NS      | $-2989027.44  | -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      | $-1383.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BioMerieux                                                       | BioMerieux                                                                             | CUSIP: N/A<br>LEI: 549300AK8Y0LBIQ4T071       | Short            | EC               | CORP              | FR        |       -1736 | NS      | $-240117.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Group Ltd.                                             | Endeavour Group Ltd.                                                                   | CUSIP: N/A<br>LEI: 254900JAN9FOLMWAD533       | Short            | EC               | CORP              | AU        |     -345867 | NS      | $-912963.15   | -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      | $269.72       | 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      | $-25806.43    | -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      | $-19225.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Fortress Energy, Inc.                                        | New Fortress Energy, Inc.                                                              | CUSIP: 644393100<br>LEI: 254900EICTYTCHA5X705 | Short            | EC               | CORP              | US        |      -87971 | NS      | $-292063.72   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Copart, Inc.                                                     | Copart, Inc.                                                                           | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Short            | EC               | CORP              | US        |      -33981 | NS      | $-1667447.67  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Intecc Co. Ltd.                                            | Asahi Intecc Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800J3AV2SCNIO8L39       | Long             | EC               | CORP              | JP        |       62000 | NS      | $980840.89    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                                        | Safran SA                                                                              | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |        6976 | NS      | $2275042.47   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore plc                                                     | Glencore plc                                                                           | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Short            | EC               | CORP              | JE        |     -381794 | NS      | $-1487714.76  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                          | Eni SpA                                                                                | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Short            | EC               | CORP              | IT        |       -9968 | NS      | $-161024.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Centrica plc                                                     | Centrica plc                                                                           | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |     1364307 | NS      | $3027088.08   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corp.                                                      | Tosoh Corp.                                                                            | CUSIP: N/A<br>LEI: 529900YSLFVJF2MDBX02       | Short            | EC               | CORP              | JP        |      -25100 | NS      | $-367305.66   | -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      | $-124238.53   | -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      | $63179.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransUnion                                                       | TransUnion                                                                             | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |       12366 | NS      | $1088208.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co., Inc.                                  | Simpson Manufacturing Co., Inc.                                                        | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Short            | EC               | CORP              | US        |      -12283 | NS      | $-1907672.73  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding plc                                 | Sensata Technologies Holding plc                                                       | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Short            | EC               | CORP              | GB        |      -79370 | NS      | $-2389830.70  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Trend Micro, Inc.                                                | Trend Micro, Inc.                                                                      | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |       13700 | NS      | $947572.28    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -71 | NC      | $-1801580.76  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                                      | Equinor ASA                                                                            | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |       64123 | NS      | $1619365.75   | 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      | $-40839.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sohgo Security Services Co. Ltd.                                 | Sohgo Security Services Co. Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        5100 | NS      | $35707.17     | 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      | $-91194.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6000000 | PA      | $251404.36    | 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      | $-2999.49     | -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      | $-3940.83     | -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      | $89.17        | 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      | $2857.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -38 | NC      | $83339.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nibe Industrier AB                                               | Nibe Industrier AB, Class B                                                            | CUSIP: N/A<br>LEI: 549300ZQH0FIF1P0MX67       | Short            | EC               | CORP              | SE        |      -88099 | NS      | $-376153.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           8 | NC      | $80354.96     | 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      | $-6896.44     | -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        |       15197 | NS      | $1384598.67   | 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      | $91854.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     7000000 | PA      | $-7737.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                    | Paychex, Inc.                                                                          | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Short            | EC               | CORP              | US        |      -18295 | NS      | $-2661190.70  | -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      | $124875.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2200000 | PA      | $3455.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co. Ltd.                                   | Sumitomo Metal Mining Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 353800CF81IXL9974H84       | Short            | EC               | CORP              | JP        |      -43100 | NS      | $-1062198.52  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                      | Acadia Healthcare Co., Inc.                                                            | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Short            | EC               | CORP              | US        |      -18949 | NS      | $-429952.81   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    19000000 | PA      | $35499.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Generac Holdings, Inc.                                           | Generac Holdings, Inc.                                                                 | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Short            | EC               | CORP              | US        |      -18316 | NS      | $-2623034.36  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3900000 | PA      | $9467.64      | 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      | $-45455.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                                      | Bayerische Motoren Werke AG                                                            | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Short            | EC               | CORP              | DE        |      -41372 | NS      | $-3684563.79  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                          | Waste Connections, Inc.                                                                | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |       14095 | NS      | $2631818.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp.                                                   | SoftBank Corp.                                                                         | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |     3152400 | NS      | $4882915.04   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Corp.                                              | First Horizon Corp.                                                                    | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       56467 | NS      | $1197100.40   | 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      | $-100583.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Celsius Holdings, Inc.                                           | Celsius Holdings, Inc.                                                                 | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       57094 | NS      | $2648590.66   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -40 | NC      | $-136132.82   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises, Inc.                                       | Ferguson Enterprises, Inc.                                                             | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |        9981 | NS      | $2173362.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     9100000 | PA      | $22078.70     | 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      | $-11483.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                                     | KBC Group NV                                                                           | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Short            | EC               | CORP              | BE        |      -25131 | NS      | $-2593761.10  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                        | Epiroc AB, Class A                                                                     | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Short            | EC               | CORP              | SE        |      -76271 | NS      | $-1659645.79  | -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      | $40.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  1060000000 | PA      | $-3052.91     | -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      | $-15704.26    | -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      | $-5637.26     | -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      | $-16740.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                   | AIA Group Ltd.                                                                         | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |      144000 | NS      | $1304415.88   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| 3M Co.                                                           | 3M Co.                                                                                 | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       25589 | NS      | $3895669.36   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                                         | Diamondback Energy, Inc.                                                               | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Short            | EC               | CORP              | US        |      -17921 | NS      | $-2462345.40  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                                     | Mondelez International, Inc., Class A                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Short            | EC               | CORP              | US        |      -43298 | NS      | $-2920017.12  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                                     | LyondellBasell Industries NV, Class A                                                  | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Short            | EC               | CORP              | NL        |      -33875 | NS      | $-1960007.50  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg A/S                                                    | Carlsberg A/S, Class B                                                                 | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |        9358 | NS      | $1325873.16   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                   | Tapestry, Inc.                                                                         | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       28127 | NS      | $2469831.87   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                                        | ITT, Inc.                                                                              | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |        8411 | NS      | $1319097.13   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                                   | Texas Capital Bancshares, Inc.                                                         | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       35408 | NS      | $2811395.20   | 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      | $54240.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Interpump Group SpA                                              | Interpump Group SpA                                                                    | CUSIP: N/A<br>LEI: 815600C79D0F31F4D395       | Short            | EC               | CORP              | IT        |      -20704 | NS      | $-861542.04   | -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      | $25634.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                     | Pfizer, Inc.                                                                           | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Short            | EC               | CORP              | US        |      -28025 | NS      | $-679326.00   | -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      | $-12123.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -7 | NC      | $9258.55      | 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      | $-206.02      | -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      | $-86394.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $6872.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shizuoka Financial Group, Inc.                                   | Shizuoka Financial Group, Inc.                                                         | CUSIP: N/A<br>LEI: 353800MNO5C8V2SHGA81       | Long             | EC               | CORP              | JP        |      242200 | NS      | $2818016.63   | 0.15%             |  |  |  | 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      | $-6968.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reliance, Inc.                                                   | Reliance, Inc.                                                                         | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Short            | EC               | CORP              | US        |       -6035 | NS      | $-1894386.50  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     7300000 | PA      | $256636.27    | 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      | $54243.35     | 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      | $22568.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beiersdorf AG                                                    | Beiersdorf AG                                                                          | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Short            | EC               | CORP              | DE        |      -22392 | NS      | $-2814628.83  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Kone OYJ                                                         | Kone OYJ, Class B                                                                      | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |       14217 | NS      | $936626.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          23 | NC      | $89622.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                         | Engie SA                                                                               | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |      107312 | NS      | $2522132.88   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred SE                                                       | Edenred SE                                                                             | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Short            | EC               | CORP              | FR        |      -72420 | NS      | $-2249402.40  | -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      | $-20771.14    | -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      | $-2146.83     | -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      | $-730.66      | -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      | $-152.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                   | Lonza Group AG (Registered)                                                            | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |        3725 | NS      | $2663983.91   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          64 | NC      | $2152225.43   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre, Inc.                                               | MercadoLibre, Inc.                                                                     | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         952 | NS      | $2488175.76   | 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      | $-678.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                                  | TC Energy Corp.                                                                        | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Short            | EC               | CORP              | CA        |     -109945 | NS      | $-5367463.63  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -17 | NC      | $-66376.58    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          33 | NC      | $39518.82     | 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      | $9730.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone, Inc.                                                 | Blackstone, Inc.                                                                       | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Short            | EC               | CORP              | US        |      -56820 | NS      | $-8499135.60  | -0.45%            |  |  |  | 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      | $41005.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott Vacations Worldwide Corp.                               | Marriott Vacations Worldwide Corp.                                                     | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Short            | EC               | CORP              | US        |       -9819 | NS      | $-710011.89   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                        | Nestle SA (Registered)                                                                 | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Short            | EC               | CORP              | CH        |      -79770 | NS      | $-7931241.77  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Australia 10 Year Bond                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         345 | NC      | $206172.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                           | AXA SA                                                                                 | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Short            | EC               | CORP              | FR        |      -66541 | NS      | $-3267498.56  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -45 | NC      | $-60535.80    | -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      | $7225.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 90-Day Australian Bank Bill                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |        1731 | NC      | $255729.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp.                                                      | Loews Corp.                                                                            | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Short            | EC               | CORP              | US        |       -8367 | NS      | $-766919.22   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Coles Group Ltd.                                                 | Coles Group Ltd.                                                                       | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |       37889 | NS      | $519538.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                     | Hasbro, Inc.                                                                           | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       22734 | NS      | $1678223.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                            | NXP Semiconductors NV                                                                  | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Short            | EC               | CORP              | NL        |      -13803 | NS      | $-3015817.47  | -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      | $-832.06      | -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      | $5161.75      | 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      | $-70088.58    | -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      | $62362.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Holdings, Inc.                                           | OneMain Holdings, Inc.                                                                 | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |       50904 | NS      | $2901528.00   | 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      | $5425.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital Power Corp.                                              | Capital Power Corp.                                                                    | CUSIP: 14042M102<br>LEI: 549300QRKTEXGXYVPO80 | Long             | EC               | CORP              | CA        |        4810 | NS      | $193565.63    | 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      | $-2771.75     | -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      | $-648563.34   | -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      | $-1014.16     | -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      | $-185327.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                            | Kongsberg Gruppen ASA                                                                  | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |      135345 | NS      | $5248287.92   | 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      | $1986.67      | 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      | $112393.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                 | Coca-Cola HBC AG                                                                       | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |        5004 | NS      | $261422.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           3 | NC      | $58018.49     | 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      | $162699.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                        | QIAGEN NV                                                                              | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Short            | EC               | CORP              | NL        |      -24073 | NS      | $-1159827.99  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp.                                                      | Intel Corp.                                                                            | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Short            | EC               | CORP              | US        |     -107030 | NS      | $-2397472.00  | -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      | $-25828.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STERIS plc                                                       | STERIS plc                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |        4480 | NS      | $1076185.60   | 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      | $62522.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                         | Unipol Assicurazioni SpA                                                               | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |      188984 | NS      | $3742784.81   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Integrations, Inc.                                         | Power Integrations, Inc.                                                               | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Short            | EC               | CORP              | US        |      -24402 | NS      | $-1364071.80  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Ricoh Co. Ltd.                                                   | Ricoh Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Short            | EC               | CORP              | JP        |      -96300 | NS      | $-908822.03   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                | Brink's Co. (The)                                                                      | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Short            | EC               | CORP              | US        |       -5960 | NS      | $-532168.40   | -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      | $-4016.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDP SA                                                           | EDP SA                                                                                 | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Short            | EC               | CORP              | PT        |     -173755 | NS      | $-754840.04   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                                             | HCA Healthcare, Inc.                                                                   | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        6477 | NS      | $2481338.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaztransport Et Technigaz SA                                     | Gaztransport Et Technigaz SA                                                           | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               | CORP              | FR        |        9980 | NS      | $1974275.89   | 0.10%             |  |  |  | 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      | $2023.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                     | Ecolab, Inc.                                                                           | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       14880 | NS      | $4009267.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    41500000 | PA      | $1312.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synaptics, Inc.                                                  | Synaptics, Inc.                                                                        | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Short            | EC               | CORP              | US        |      -14198 | NS      | $-920314.36   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Ashland, Inc.                                                    | Ashland, Inc.                                                                          | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Short            | EC               | CORP              | US        |       -7514 | NS      | $-377803.92   | -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      | $160907.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         101 | NC      | $98430.99     | 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      | $10937.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI Corp.                                                        | IHI Corp.                                                                              | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |       44300 | NS      | $4791654.83   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co. Ltd.                                                    | Obic Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       78600 | NS      | $3056366.79   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Hirose Electric Co. Ltd.                                         | Hirose Electric Co. Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       16200 | NS      | $1955307.63   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         878 | NC      | $-47379.91    | -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      | $-190.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                             | Dassault Aviation SA                                                                   | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |        4853 | NS      | $1715885.44   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CBOE Volatility Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         139 | NC      | $-47588.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                                            | Elevance Health, Inc.                                                                  | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        5675 | NS      | $2207348.00   | 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      | $11156.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797PF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    13462000 | PA      | $13426178.02  | 0.70%             | 2025-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                                      | Masco Corp.                                                                            | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       20822 | NS      | $1340103.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                                         | Intuitive Surgical, Inc.                                                               | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        5594 | NS      | $3039835.54   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings, Inc.                                       | Crowdstrike Holdings, Inc., Class A                                                    | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Short            | EC               | CORP              | US        |       -2307 | NS      | $-1174978.17  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | S&P/TSX 60 Index                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |         253 | NC      | $769515.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -2 | NC      | $-7994.79     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                                   | EchoStar Corp., Class A                                                                | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Short            | EC               | CORP              | US        |      -58375 | NS      | $-1616987.50  | -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      | $-91166.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SGX FTSE Taiwan Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         105 | NC      | $19738.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp, Inc.                                          | East West Bancorp, Inc.                                                                | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       29401 | NS      | $2968912.98   | 0.16%             |  |  |  | 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        |      -15700 | NS      | $-214047.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                           | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       10654 | NS      | $1977595.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                                                        | ATI, Inc.                                                                              | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Short            | EC               | CORP              | US        |       -1968 | NS      | $-169917.12   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -32 | NC      | $62194.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          27 | NC      | $55322.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global, Inc.                                                  | RB Global, Inc.                                                                        | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Short            | EC               | CORP              | CA        |      -11810 | NS      | $-1254674.28  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Seibu Holdings, Inc.                                             | Seibu Holdings, Inc.                                                                   | CUSIP: N/A<br>LEI: 353800JY9TYV9WTCN620       | Long             | EC               | CORP              | JP        |       48800 | NS      | $1748885.07   | 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      | $277152.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lancaster Colony Corp.                                           | Lancaster Colony Corp.                                                                 | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |        2033 | NS      | $351241.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                               | RH                                                                                     | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Short            | EC               | CORP              | US        |      -11796 | NS      | $-2229561.96  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Live Cattle                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         458 | NC      | $711874.79    | 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      | $-3947.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                                      | BOC Hong Kong Holdings Ltd.                                                            | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |      221000 | NS      | $962066.67    | 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      | $302.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Wheat                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         192 | NC      | $-166409.73   | -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      | $-36514.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barratt Redrow plc                                               | Barratt Redrow plc                                                                     | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Short            | EC               | CORP              | GB        |     -126917 | NS      | $-794753.26   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Etsy, Inc.                                                       | Etsy, Inc.                                                                             | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |        3632 | NS      | $182181.12    | 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      | $-181.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NASDAQ 100 E-Mini Index                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          54 | NC      | $1022219.46   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           4 | NC      | $23053.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                       | Lamb Weston Holdings, Inc.                                                             | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Short            | EC               | CORP              | US        |      -24982 | NS      | $-1295316.70  | -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      | $-163837.10   | -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      | $-11134.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                                    | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Short            | EC               | CORP              | US        |       -7489 | NS      | $-768146.73   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock, Inc.                                                  | Blackrock, Inc.                                                                        | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Short            | EC               | CORP              | US        |        -678 | NS      | $-711391.50   | -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      | $-81454.61    | -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      | $300.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                          | Arrow Electronics, Inc.                                                                | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |       13311 | NS      | $1696220.73   | 0.09%             |  |  |  | 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        |      -19875 | NS      | $-2334820.50  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          32 | NC      | $-109143.88   | -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      | $-1636.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                                      | Brenntag SE                                                                            | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Short            | EC               | CORP              | DE        |      -45814 | NS      | $-3035176.15  | -0.16%            |  |  |  | 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      | $-14044.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -10 | NC      | $-54843.53    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp.                                              | Union Pacific Corp.                                                                    | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       13551 | NS      | $3117814.08   | 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      | $-35388.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Corn                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -398 | NC      | $185407.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GN Store Nord A/S                                                | GN Store Nord A/S                                                                      | CUSIP: N/A<br>LEI: 5493008U3H3W0NKPFL10       | Short            | EC               | CORP              | DK        |      -11410 | NS      | $-176035.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                                | Dollar Tree, Inc.                                                                      | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       24906 | NS      | $2466690.24   | 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      | $-205.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                           | WEC Energy Group, Inc.                                                                 | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       17291 | NS      | $1801722.20   | 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      | $-987.32      | -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      | $-30533.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santos Ltd.                                                      | Santos Ltd.                                                                            | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Short            | EC               | CORP              | AU        |     -113328 | NS      | $-571384.72   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                               | Reinsurance Group of America, Inc.                                                     | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |        2942 | NS      | $583575.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -6 | NC      | $-21488.94    | -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      | $-36410.45    | -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      | $-31805.72    | -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      | $-350.47      | -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      | $109921.88    | 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      | $14763.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                         | Marathon Petroleum Corp.                                                               | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        2037 | NS      | $338366.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group, Inc.                                                | Lucid Group, Inc.                                                                      | CUSIP: 549498103<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | EC               | CORP              | US        |      249262 | NS      | $525942.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -27 | NC      | $-49696.17    | -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      | $45181.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Descartes Systems Group, Inc. (The)                              | Descartes Systems Group, Inc. (The)                                                    | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Short            | EC               | CORP              | CA        |       -4934 | NS      | $-501208.17   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| AGC, Inc.                                                        | AGC, Inc.                                                                              | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Short            | EC               | CORP              | JP        |      -23700 | NS      | $-695255.95   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   139600000 | PA      | $104370.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          16 | NC      | $38616.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           7 | NC      | $-12394.54    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials, Inc.                                  | Martin Marietta Materials, Inc.                                                        | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Short            | EC               | CORP              | US        |       -6555 | NS      | $-3598432.80  | -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      | $10484.52     | 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      | $-18847.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          26 | NC      | $93071.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          34 | NC      | $32878.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Severn Trent plc                                                 | Severn Trent plc                                                                       | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Short            | EC               | CORP              | GB        |      -20459 | NS      | $-768689.49   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -22 | NC      | $-7861.15     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pearson plc                                                      | Pearson plc                                                                            | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |       98289 | NS      | $1447895.78   | 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      | $-16324.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Financial Bankshares, Inc.                                 | First Financial Bankshares, Inc.                                                       | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Short            | EC               | CORP              | US        |      -29057 | NS      | $-1045470.86  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co., Inc.                                              | Donaldson Co., Inc.                                                                    | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |       17812 | NS      | $1235262.20   | 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      | $-3212.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          68 | NC      | $52889.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          76 | NC      | $101446.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                                        | WESCO International, Inc.                                                              | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       20846 | NS      | $3860679.20   | 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      | $-1089.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Finning International, Inc.                                      | Finning International, Inc.                                                            | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |       24129 | NS      | $1031606.67   | 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      | $-323.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                           | Booking Holdings, Inc.                                                                 | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         564 | NS      | $3265131.36   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                                       | Occidental Petroleum Corp.                                                             | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Short            | EC               | CORP              | US        |      -76884 | NS      | $-3229896.84  | -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      | $-39385.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    38000000 | PA      | $15809.30     | 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      | $-2485.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -44 | NC      | $-20031.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   167500000 | PA      | $24595.54     | 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      | $-646.04      | -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      | $2355.17      | 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      | $5358.92      | 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      | $-1634.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                     | NetApp, Inc.                                                                           | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       22611 | NS      | $2409202.05   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA, Inc.                                            | DENTSPLY SIRONA, Inc.                                                                  | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Short            | EC               | CORP              | US        |      -45436 | NS      | $-721523.68   | -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      | $20561.60     | 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      | $-34685.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIDEC Corp.                                                      | NIDEC Corp.                                                                            | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Short            | EC               | CORP              | JP        |     -109200 | NS      | $-2122094.48  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | Intercontinental Exchange, Inc.                                                        | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Short            | EC               | CORP              | US        |      -18227 | NS      | $-3344107.69  | -0.18%            |  |  |  | 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      | $-1636.61     | -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      | $-62220.17    | -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      | $16751.68     | 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      | $-585114.52   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Atco Ltd.                                                        | Atco Ltd., Class I                                                                     | CUSIP: 046789400<br>LEI: 5299005SPZ1QYL51JD25 | Long             | EC               | CORP              | CA        |       22232 | NS      | $829036.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  4958800000 | PA      | $294.60       | 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      | $-70407.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          25 | NC      | $-159868.25   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Moncler SpA                                                      | Moncler SpA                                                                            | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Short            | EC               | CORP              | IT        |      -11511 | NS      | $-656604.90   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Allison Transmission Holdings, Inc.                              | Allison Transmission Holdings, Inc.                                                    | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |       29058 | NS      | $2760219.42   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nintendo Co. Ltd.                                                | Nintendo Co. Ltd.                                                                      | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Short            | EC               | CORP              | JP        |       -9800 | NS      | $-941092.44   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   106400000 | PA      | $708064.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -44 | NC      | $-63172.56    | -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      | $-18179.82    | -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      | $-61.30       | -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      | $11119.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Astera Labs, Inc.                                                | Astera Labs, Inc.                                                                      | CUSIP: 04626A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7113 | NS      | $643157.46    | 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      | $277128.08    | 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      | $-16321.65    | -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      | $157.12       | 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      | $1.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Italian Base Electricity                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | DE        |           1 | NC      | $-44446.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PTC, Inc.                                                        | PTC, Inc.                                                                              | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Short            | EC               | CORP              | US        |      -14458 | NS      | $-2491691.72  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co.                                           | Becton Dickinson & Co.                                                                 | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Short            | EC               | CORP              | US        |       -6895 | NS      | $-1187663.75  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 90-Day Australian Bank Bill                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         609 | NC      | $237507.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Lean Hogs                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         205 | NC      | $-378435.43   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                                              | Lithia Motors, Inc., Class A                                                           | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Short            | EC               | CORP              | US        |        -672 | NS      | $-227015.04   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Yamazaki Baking Co. Ltd.                                         | Yamazaki Baking Co. Ltd.                                                               | CUSIP: 984632109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       77600 | NS      | $1737080.06   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SGH Ltd.                                                         | SGH Ltd.                                                                               | CUSIP: N/A<br>LEI: 254900DME8O9GCK94794       | Long             | EC               | CORP              | AU        |       21859 | NS      | $778489.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd.                                       | Kawasaki Kisen Kaisha Ltd.                                                             | CUSIP: N/A<br>LEI: 353800FL04R73DS5P870       | Short            | EC               | CORP              | JP        |      -58200 | NS      | $-824232.10   | -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      | $-348.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Italian Base Electricity                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | DE        |           3 | NC      | $-182993.72   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                                 | Deutsche Post AG                                                                       | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Short            | EC               | CORP              | DE        |      -48197 | NS      | $-2232478.16  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    10900000 | PA      | $-987.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -6 | NC      | $-8931.08     | -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      | $-8674.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          11 | NC      | $67168.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Ltd.                                                     | Fujitsu Ltd.                                                                           | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |       87800 | NS      | $2129973.79   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                           | Amkor Technology, Inc.                                                                 | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Short            | EC               | CORP              | US        |      -80900 | NS      | $-1698091.00  | -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      | $631071.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                        | Partners Group Holding AG                                                              | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Short            | EC               | CORP              | CH        |       -3471 | NS      | $-4541200.77  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| American International Group, Inc.                               | American International Group, Inc.                                                     | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       52578 | NS      | $4500151.02   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity, Inc.                                                   | Doximity, Inc., Class A                                                                | CUSIP: 26622P107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -12340 | NS      | $-756935.60   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Everus Construction Group, Inc.                                  | Everus Construction Group, Inc.                                                        | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |        4924 | NS      | $312821.72    | 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      | $144443.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -2 | NC      | $-3401.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberg Materials AG                                          | Heidelberg Materials AG                                                                | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |        9003 | NS      | $2120177.72   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                             | Meta Platforms, Inc., Class A                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Short            | EC               | CORP              | US        |        -234 | NS      | $-172713.06   | -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      | $-187712.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          42 | NC      | $125447.92    | 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      | $207796.88    | 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      | $2541.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                | Duke Energy Corp.                                                                      | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       38785 | NS      | $4576630.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co.                                                      | Carvana Co., Class A                                                                   | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Short            | EC               | CORP              | US        |       -5398 | NS      | $-1818910.08  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Teleperformance SE                                               | Teleperformance SE                                                                     | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Short            | EC               | CORP              | FR        |       -7391 | NS      | $-717868.16   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   224100000 | PA      | $1824.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoom Communications, Inc.                                        | Zoom Communications, Inc., Class A                                                     | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       27887 | NS      | $2174628.26   | 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      | $-678.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Croda International plc                                          | Croda International plc                                                                | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Short            | EC               | CORP              | GB        |       -6789 | NS      | $-272564.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          52 | NC      | $1573095.35   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Yaskawa Electric Corp.                                           | Yaskawa Electric Corp.                                                                 | CUSIP: N/A<br>LEI: 3538003K39GR98R0CK58       | Short            | EC               | CORP              | JP        |     -251000 | NS      | $-5675915.18  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Jacobs Solutions, Inc.                                           | Jacobs Solutions, Inc.                                                                 | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8506 | NS      | $1118113.70   | 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      | $167854.92    | 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      | $-5279.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                                   | Assurant, Inc.                                                                         | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Short            | EC               | CORP              | US        |       -5958 | NS      | $-1176645.42  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co.                                               | General Motors Co.                                                                     | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       62933 | NS      | $3096932.93   | 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      | $-1404.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp.                                       | Carpenter Technology Corp.                                                             | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |        4073 | NS      | $1125695.74   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Givaudan SA                                                      | Givaudan SA (Registered)                                                               | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |        1080 | NS      | $5237489.34   | 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      | $43757.51     | 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      | $-98543.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   667300000 | PA      | $233382.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Canadian Imperial Bank of Commerce                                                     | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Short            | EC               | CORP              | CA        |       -2355 | NS      | $-167163.06   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Moderna, Inc.                                                    | Moderna, Inc.                                                                          | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Short            | EC               | CORP              | US        |      -77878 | NS      | $-2148654.02  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    58800000 | PA      | $-50350.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                         | CACI International, Inc., Class A                                                      | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |        5713 | NS      | $2723387.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AAK AB                                                           | AAK AB                                                                                 | CUSIP: N/A<br>LEI: 549300GK4LGIDDWJWL07       | Long             | EC               | CORP              | SE        |       19587 | NS      | $514644.54    | 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      | $5933.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                    | Entergy Corp.                                                                          | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Short            | EC               | CORP              | US        |      -53418 | NS      | $-4440104.16  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co. Ltd.                                                  | Empire Co. Ltd., Class A                                                               | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |       39526 | NS      | $1640252.81   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                                   | TopBuild Corp.                                                                         | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Short            | EC               | CORP              | US        |       -5687 | NS      | $-1841109.38  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Hang Seng Index                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |         344 | NC      | $-315380.00   | -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      | $-5332.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -619 | NC      | $-1997175.98  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    19000000 | PA      | $35499.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                     | CaixaBank SA                                                                           | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |      143857 | NS      | $1246493.57   | 0.07%             |  |  |  | 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      | $-664.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                              | Deutsche Telekom AG (Registered)                                                       | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |      104418 | NS      | $3822074.75   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                             | Alliant Energy Corp.                                                                   | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Short            | EC               | CORP              | US        |      -82521 | NS      | $-4990044.87  | -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      | $8683.13      | 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      | $23865.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                             | Kimberly-Clark Corp.                                                                   | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Short            | EC               | CORP              | US        |      -25289 | NS      | $-3260257.88  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -71 | NC      | $-96655.79    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Salmar ASA                                                       | Salmar ASA                                                                             | CUSIP: N/A<br>LEI: 5967007LIEEXZXGDBK67       | Short            | EC               | CORP              | NO        |      -20394 | NS      | $-883792.61   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair, Inc.                                                    | Wayfair, Inc., Class A                                                                 | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |       42061 | NS      | $2150999.54   | 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      | $-92886.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commvault Systems, Inc.                                          | Commvault Systems, Inc.                                                                | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       14235 | NS      | $2481587.55   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                                          | Euronet Worldwide, Inc.                                                                | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |        9283 | NS      | $941110.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Canada                                          | National Bank of Canada                                                                | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Short            | EC               | CORP              | CA        |       -7537 | NS      | $-777748.66   | -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      | $-70012.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                    | Murata Manufacturing Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Short            | EC               | CORP              | JP        |     -337200 | NS      | $-4984048.51  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Soybean Oil                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         301 | NC      | $827926.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                      | Novartis AG (Registered)                                                               | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |       84266 | NS      | $10227963.48  | 0.54%             |  |  |  | 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      | $-214725.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Dover Corp.                                                      | Dover Corp.                                                                            | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       26342 | NS      | $4826644.66   | 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      | $31609.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -64 | NC      | $-2199654.44  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -192 | NC      | $-944006.67   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals, Inc.                                    | Apellis Pharmaceuticals, Inc.                                                          | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |       21965 | NS      | $380214.15    | 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      | $91997.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CGI, Inc.                                                        | CGI, Inc.                                                                              | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Short            | EC               | CORP              | CA        |      -22935 | NS      | $-2408617.11  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.                             | Cognizant Technology Solutions Corp., Class A                                          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Short            | EC               | CORP              | US        |      -38558 | NS      | $-3008680.74  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                                        | Prosus NV                                                                              | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |       70157 | NS      | $3936264.07   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                      | Brighthouse Financial, Inc.                                                            | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |       26860 | NS      | $1444262.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          40 | NC      | $1287386.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris, Inc.                                                   | Entegris, Inc.                                                                         | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Short            | EC               | CORP              | US        |      -49384 | NS      | $-3982819.60  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   182800000 | PA      | $-1960005.53  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        | 28194162500 | PA      | $1599198.77   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TFI International, Inc.                                          | TFI International, Inc.                                                                | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Short            | EC               | CORP              | CA        |       -9629 | NS      | $-864364.94   | -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      | $33858.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp.                                                     | Incyte Corp.                                                                           | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       39767 | NS      | $2708132.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB, Inc.                                                    | MongoDB, Inc., Class A                                                                 | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |        7315 | NS      | $1536076.85   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                                        | RLI Corp.                                                                              | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Short            | EC               | CORP              | US        |      -24026 | NS      | $-1735157.72  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust, Inc.                                   | Medical Properties Trust, Inc.                                                         | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |      210839 | NS      | $908716.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amrize Ltd.                                                      | Amrize Ltd.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |       41886 | NS      | $2089416.95   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Oriental Land Co. Ltd.                                           | Oriental Land Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 353800PIFKBZ6KTU5994       | Short            | EC               | CORP              | JP        |     -253900 | NS      | $-5847767.84  | -0.31%            |  |  |  | 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      | $-17702.38    | -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      | $-31601.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                                      | Swedish Orphan Biovitrum AB                                                            | CUSIP: N/A<br>LEI: 549300124Y3MQI87PT35       | Long             | EC               | CORP              | SE        |       18767 | NS      | $571176.45    | 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      | $-13967.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | TOPIX Index                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        -119 | NC      | $-583076.47   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                                       | Visa, Inc., Class A                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       11809 | NS      | $4192785.45   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | DJIA CBOT E-Mini Index                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          73 | NC      | $496266.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP plc                                                          | WPP plc                                                                                | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Short            | EC               | CORP              | JE        |     -277509 | NS      | $-1953938.07  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                         | Advance Auto Parts, Inc.                                                               | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Short            | EC               | CORP              | US        |      -18666 | NS      | $-867782.34   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                              | Amadeus IT Group SA                                                                    | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Short            | EC               | CORP              | ES        |      -41239 | NS      | $-3483996.02  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                            | Parker-Hannifin Corp.                                                                  | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        1866 | NS      | $1303345.02   | 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      | $3355.13      | 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      | $-6319.88     | -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      | $3062.91      | 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      | $2232.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd.                                             | BlueScope Steel Ltd.                                                                   | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               | CORP              | AU        |       16178 | NS      | $246529.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Holdings, Inc.                                             | Crown Holdings, Inc.                                                                   | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       29214 | NS      | $3008457.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp.                                                    | Fortive Corp.                                                                          | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Short            | EC               | CORP              | US        |      -33447 | NS      | $-1743592.11  | -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      | $81208.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                             | Hartford Insurance Group, Inc. (The)                                                   | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Short            | EC               | CORP              | US        |      -16153 | NS      | $-2049331.11  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Kyocera Corp.                                                    | Kyocera Corp.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |     -184300 | NS      | $-2213508.98  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd.                                               | Sekisui House Ltd.                                                                     | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Short            | EC               | CORP              | JP        |     -164200 | NS      | $-3613934.05  | -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      | $2678.77      | 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      | $23745.86     | 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      | $-12765.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eisai Co. Ltd.                                                   | Eisai Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 353800HDEE0ZYEX4QV91       | Short            | EC               | CORP              | JP        |     -123400 | NS      | $-3544099.50  | -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      | $-593.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                      | Nucor Corp.                                                                            | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Short            | EC               | CORP              | US        |      -11189 | NS      | $-1449423.06  | -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      | $9948.94      | 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      | $-47604.86    | -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      | $-2946.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                            | Public Service Enterprise Group, Inc.                                                  | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Short            | EC               | CORP              | US        |      -28269 | NS      | $-2379684.42  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp.                                          | Permian Resources Corp., Class A                                                       | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Short            | EC               | CORP              | US        |     -171046 | NS      | $-2329646.52  | -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      | $-41609.70    | -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      | $-14220.29    | -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      | $-1009.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tesla, Inc.                                                      | Tesla, Inc.                                                                            | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Short            | EC               | CORP              | US        |      -10275 | NS      | $-3263956.50  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6300000 | PA      | $3481.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -23 | NC      | $-491488.67   | -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      | $-1307.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2200000 | PA      | $3455.51      | 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      | $34367.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GE Aerospace                                                     | GE Aerospace                                                                           | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       12890 | NS      | $3317757.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp.                                             | Carrier Global Corp.                                                                   | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Short            | EC               | CORP              | US        |      -42120 | NS      | $-3082762.80  | -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      | $5225.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     8000000 | PA      | $89648.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                             | Henkel AG & Co. KGaA (Preference)                                                      | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Short            | EP               | CORP              | DE        |      -47389 | NS      | $-3723997.40  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Cirrus Logic, Inc.                                               | Cirrus Logic, Inc.                                                                     | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |        4055 | NS      | $422754.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          71 | NC      | $117507.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                              | Kinder Morgan, Inc.                                                                    | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       82628 | NS      | $2429263.20   | 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      | $15478.25     | 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      | $-13253.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd.                          | Singapore Technologies Engineering Ltd.                                                | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |      131300 | NS      | $805090.42    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -59 | NC      | $-204479.87   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                                            | Texas Roadhouse, Inc., Class A                                                         | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |       17512 | NS      | $3281923.92   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara, Inc.                                                    | Certara, Inc.                                                                          | CUSIP: 15687V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -76080 | NS      | $-890136.00   | -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      | $42718.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          16 | NC      | $64829.92     | 0.00%             |  |  |  | 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        |       -7200 | NS      | $-163009.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                                         | Alcon AG                                                                               | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Short            | EC               | CORP              | CH        |      -40614 | NS      | $-3601770.56  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           2 | NC      | $3614.58      | 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      | $-2224.54     | -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      | $35027.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNB Corp.                                                        | FNB Corp.                                                                              | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Short            | EC               | CORP              | US        |     -104373 | NS      | $-1521758.34  | -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      | $-1044.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                                            | Leidos Holdings, Inc.                                                                  | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       15748 | NS      | $2484404.48   | 0.13%             |  |  |  | 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        |       18389 | NS      | $1265170.17   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   235300000 | PA      | $144602.45    | 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      | $11335.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Co. (The)                                            | Kraft Heinz Co. (The)                                                                  | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Short            | EC               | CORP              | US        |      -77174 | NS      | $-1992632.68  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| SIG Group AG                                                     | SIG Group AG                                                                           | CUSIP: N/A<br>LEI: 5493004Z6P7TSVB1L042       | Short            | EC               | CORP              | CH        |     -170984 | NS      | $-3162698.83  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -11 | NC      | $-84201.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                                      | Ionis Pharmaceuticals, Inc.                                                            | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Short            | EC               | CORP              | US        |      -99141 | NS      | $-3917060.91  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Terumo Corp.                                                     | Terumo Corp.                                                                           | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Short            | EC               | CORP              | JP        |     -175800 | NS      | $-3226260.63  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Portland General Electric Co.                                    | Portland General Electric Co.                                                          | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |       22007 | NS      | $894144.41    | 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      | $14144.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saia, Inc.                                                       | Saia, Inc.                                                                             | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Short            | EC               | CORP              | US        |       -7667 | NS      | $-2100681.33  | -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      | $18456.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthpeak Properties, Inc.                                      | Healthpeak Properties, Inc.                                                            | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |       68126 | NS      | $1192886.26   | 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      | $85453.78     | 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      | $-23249.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LPL Financial Holdings, Inc.                                     | LPL Financial Holdings, Inc.                                                           | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Short            | EC               | CORP              | US        |      -10700 | NS      | $-4012179.00  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          44 | NC      | $18029.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeroports de Paris SA                                            | Aeroports de Paris SA                                                                  | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Short            | EC               | CORP              | FR        |      -10841 | NS      | $-1359160.78  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                           | Waste Management, Inc.                                                                 | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Short            | EC               | CORP              | US        |      -36072 | NS      | $-8253995.04  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1226700000 | PA      | $-4365.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swatch Group AG (The)                                            | Swatch Group AG (The)                                                                  | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Short            | EC               | CORP              | CH        |      -19513 | NS      | $-3185710.69  | -0.17%            |  |  |  | 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      | $-3879.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IFSC NIFTY 50 Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IN        |         392 | NC      | $235768.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Melrose Industries plc                                           | Melrose Industries plc                                                                 | CUSIP: N/A<br>LEI: 213800RGNXXZY2M7TR85       | Short            | EC               | CORP              | GB        |      -75504 | NS      | $-549909.68   | -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      | $-1078.98     | -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      | $-45964.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   167500000 | PA      | $24593.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                                     | Charter Communications, Inc., Class A                                                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        2275 | NS      | $930042.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Galp Energia SGPS SA                                             | Galp Energia SGPS SA                                                                   | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Short            | EC               | CORP              | PT        |      -59407 | NS      | $-1087495.46  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                     | Capgemini SE                                                                           | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Short            | EC               | CORP              | FR        |      -27377 | NS      | $-4687938.88  | -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      | $5952.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          52 | NC      | $127404.02    | 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      | $9876.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -40 | NC      | $-1254829.99  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1300000 | PA      | $5581.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kikkoman Corp.                                                   | Kikkoman Corp.                                                                         | CUSIP: N/A<br>LEI: 529900T9K5UH9HXOND47       | Short            | EC               | CORP              | JP        |     -354100 | NS      | $-3284575.45  | -0.17%            |  |  |  | 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      | $3044.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                            | Targa Resources Corp.                                                                  | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       13946 | NS      | $2427719.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          27 | NC      | $19073.89     | 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      | $-70003.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                                      | RenaissanceRe Holdings Ltd.                                                            | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Short            | EC               | CORP              | BM        |      -11121 | NS      | $-2701290.90  | -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      | $-2335.23     | -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      | $-37898.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797PE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    41748000 | PA      | $41671183.68  | 2.18%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Crane Co.                                                        | Crane Co.                                                                              | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |        4539 | NS      | $861910.71    | 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      | $124826.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3100000 | PA      | $3263.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -20 | NC      | $50334.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   151800000 | PA      | $-722327.01   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Thor Industries, Inc.                                            | Thor Industries, Inc.                                                                  | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Short            | EC               | CORP              | US        |      -11554 | NS      | $-1026110.74  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                                          | Bath & Body Works, Inc.                                                                | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |       73918 | NS      | $2214583.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                   | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | EC               | CORP              | CA        |       -6961 | NS      | $-917415.58   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                                            | Range Resources Corp.                                                                  | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Short            | EC               | CORP              | US        |      -17076 | NS      | $-694480.92   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Group Holdings Ltd.                                        | Asahi Group Holdings Ltd.                                                              | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |      145700 | NS      | $1947592.18   | 0.10%             |  |  |  | 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      | $26655.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv plc                                                        | Aptiv plc                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |       16341 | NS      | $1114783.02   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                                     | Sprouts Farmers Market, Inc.                                                           | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |       10634 | NS      | $1750781.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SGX FTSE China A50 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |        4444 | NC      | $-500991.57   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Fortum OYJ                                                       | Fortum OYJ                                                                             | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               | CORP              | FI        |       65955 | NS      | $1236775.10   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1700000 | PA      | $725.14       | 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      | $25636.66     | 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      | $-47757.79    | -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      | $3086.86      | 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      | $3927.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                 | GE HealthCare Technologies, Inc.                                                       | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Short            | EC               | CORP              | US        |      -34907 | NS      | $-2585561.49  | -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      | $872870.51    | 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      | $7246.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                             | Schindler Holding AG                                                                   | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Short            | EC               | CORP              | CH        |       -3361 | NS      | $-1251536.23  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                   | ConocoPhillips                                                                         | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Short            | EC               | CORP              | US        |      -17415 | NS      | $-1562822.10  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month SOFR                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         105 | NC      | $48700.04     | 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      | $302651.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTO Ltd.                                                        | TOTO Ltd.                                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -46100 | NS      | $-1160842.06  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6200000 | PA      | $92581.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -31 | NC      | $121719.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Disco Corp.                                                      | Disco Corp.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        2300 | NS      | $681359.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Schroders plc                                                    | Schroders plc                                                                          | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Short            | EC               | CORP              | GB        |     -180642 | NS      | $-898354.76   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           7 | NC      | $11641.09     | 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      | $-6046.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           8 | NC      | $3015.92      | 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      | $-4015.07     | -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      | $2271.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                     | DaVita, Inc.                                                                           | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |        9494 | NS      | $1352420.30   | 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      | $650866.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -20 | NC      | $-88304.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          57 | NC      | $206853.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy, Inc.                                             | Enphase Energy, Inc.                                                                   | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Short            | EC               | CORP              | US        |      -46367 | NS      | $-1838451.55  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    83700000 | PA      | $-232879.67   | -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      | $-5863.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -11 | NC      | $-205008.99   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Skylark Holdings Co. Ltd.                                        | Skylark Holdings Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 353800P64XSC0Q9CEB70       | Long             | EC               | CORP              | JP        |       12200 | NS      | $255425.92    | 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      | $-151.81      | -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      | $-456696.98   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           9 | NC      | $63482.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Mining Ltd.                                            | Evolution Mining Ltd.                                                                  | CUSIP: N/A<br>LEI: 254900BCFW5QO5LW8F27       | Long             | EC               | CORP              | AU        |      988062 | NS      | $5144143.07   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -400 | NC      | $-825539.80   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| SG Holdings Co. Ltd.                                             | SG Holdings Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |     -219300 | NS      | $-2442562.15  | -0.13%            |  |  |  | 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      | $10887.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -8 | NC      | $-46545.92    | -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      | $-41544.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pool Corp.                                                       | Pool Corp.                                                                             | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Short            | EC               | CORP              | US        |       -6954 | NS      | $-2026951.92  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Konami Group Corp.                                               | Konami Group Corp.                                                                     | CUSIP: N/A<br>LEI: 353800FC4A5QCMIZFV94       | Long             | EC               | CORP              | JP        |        6200 | NS      | $980230.83    | 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      | $-746685.15   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Dell Technologies, Inc.                                          | Dell Technologies, Inc., Class C                                                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       22395 | NS      | $2745627.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp.                                                       | AGCO Corp.                                                                             | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Short            | EC               | CORP              | US        |      -18439 | NS      | $-1902167.24  | -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      | $283922.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Electric Co. Ltd.                                           | Fuji Electric Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 5299000HVNGZZTYYM906       | Short            | EC               | CORP              | JP        |      -17700 | NS      | $-815118.78   | -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      | $2493.30      | 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      | $-6314.81     | -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      | $183959.90    | 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      | $6034.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Times Co. (The)                                         | New York Times Co. (The), Class A                                                      | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |       81245 | NS      | $4548095.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts, Inc.                                            | Electronic Arts, Inc.                                                                  | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        2738 | NS      | $437258.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp.                                               | Kinross Gold Corp.                                                                     | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |       84575 | NS      | $1321649.35   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp.                                                   | Westlake Corp.                                                                         | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Short            | EC               | CORP              | US        |      -29732 | NS      | $-2257550.76  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          41 | NC      | $198270.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                                         | Motorola Solutions, Inc.                                                               | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Short            | EC               | CORP              | US        |       -8697 | NS      | $-3656740.62  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp.                                                        | FMC Corp.                                                                              | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |       21948 | NS      | $916329.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger NV                                                  | Schlumberger NV                                                                        | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Short            | EC               | CORP              | CW        |      -38250 | NS      | $-1292850.00  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp.                                               | Suzuki Motor Corp.                                                                     | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |      133200 | NS      | $1605889.93   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown-Forman Corp.                                               | Brown-Forman Corp., Class B                                                            | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Short            | EC               | CORP              | US        |      -92860 | NS      | $-2498862.60  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                                     | MasTec, Inc.                                                                           | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       15568 | NS      | $2653254.24   | 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      | $1619.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon plc                                                       | Haleon plc                                                                             | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Short            | EC               | CORP              | GB        |     -698048 | NS      | $-3587709.67  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd.                                           | Daikin Industries Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Short            | EC               | CORP              | JP        |      -41500 | NS      | $-4871426.05  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                                        | Alstom SA                                                                              | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Short            | EC               | CORP              | FR        |      -53417 | NS      | $-1246802.86  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                          | DBS Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Short            | EC               | CORP              | SG        |     -162100 | NS      | $-5722467.51  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Sugar No. 11                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        1313 | NC      | $-939753.24   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    12900000 | PA      | $-49867.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Webster Financial Corp.                                          | Webster Financial Corp.                                                                | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |       50232 | NS      | $2742667.20   | 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      | $-206.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sarepta Therapeutics, Inc.                                       | Sarepta Therapeutics, Inc.                                                             | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Short            | EC               | CORP              | US        |      -29331 | NS      | $-501560.10   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ASR Nederland NV                                                 | ASR Nederland NV                                                                       | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Short            | EC               | CORP              | NL        |      -11702 | NS      | $-777546.12   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp.                                                       | KDDI Corp.                                                                             | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Short            | EC               | CORP              | JP        |      -84100 | NS      | $-1444046.30  | -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      | $22876.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                              | Regal Rexnord Corp.                                                                    | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Short            | EC               | CORP              | US        |      -17301 | NS      | $-2507952.96  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex, Inc.                                                   | Teleflex, Inc.                                                                         | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Short            | EC               | CORP              | US        |       -5382 | NS      | $-637013.52   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   184500000 | PA      | $293656.73    | 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      | $-4594.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co. Ltd.                                         | SCREEN Holdings Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |       30700 | NS      | $2496260.82   | 0.13%             |  |  |  | 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      | $9251.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIS, Inc.                                                        | TIS, Inc.                                                                              | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Short            | EC               | CORP              | JP        |      -44400 | NS      | $-1487829.51  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -50 | NC      | $62451.68     | 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      | $-18127.29    | -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      | $5916.10      | 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      | $100709.28    | 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      | $15310.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month CORRA                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         251 | NC      | $-54167.63    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kering SA                                                        | Kering SA                                                                              | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Short            | EC               | CORP              | FR        |      -21013 | NS      | $-4577800.30  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 90-Day Australian Bank Bill                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         383 | NC      | $58658.37     | 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      | $16162.29     | 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      | $5224.31      | 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      | $100.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wacker Chemie AG                                                 | Wacker Chemie AG                                                                       | CUSIP: N/A<br>LEI: 0NURKC5Q3CJYZPPK5046       | Short            | EC               | CORP              | DE        |       -9298 | NS      | $-681822.26   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Celanese Corp.                                                   | Celanese Corp., Class A                                                                | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Short            | EC               | CORP              | US        |      -75045 | NS      | $-4152239.85  | -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      | $-99335.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander SA                                                                     | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Short            | EC               | CORP              | ES        |     -106720 | NS      | $-883735.33   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    63100000 | PA      | $-20809.69    | -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      | $4951.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodward, Inc.                                                   | Woodward, Inc.                                                                         | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       10142 | NS      | $2485702.78   | 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      | $11307.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Holdings, Inc.                                         | Sirius XM Holdings, Inc.                                                               | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       93715 | NS      | $2152633.55   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -55 | NC      | $-131440.13   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                                      | Shin-Etsu Chemical Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |       38400 | NS      | $1268044.09   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          23 | NC      | $500322.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -26 | NC      | $-117643.60   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -14 | NC      | $45185.42     | 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      | $-7826.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Linde plc                                                        | Linde plc                                                                              | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Short            | EC               | CORP              | IE        |      -11289 | NS      | $-5296573.02  | -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      | $-163818.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Labcorp Holdings, Inc.                                           | Labcorp Holdings, Inc.                                                                 | CUSIP: 504922105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2525 | NS      | $-662837.75   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies, Inc.                                      | ZoomInfo Technologies, Inc., Class A                                                   | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Short            | EC               | CORP              | US        |     -136681 | NS      | $-1383211.72  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Zealand Pharma A/S                                               | Zealand Pharma A/S                                                                     | CUSIP: N/A<br>LEI: 549300ITBB1ULBL4CZ12       | Short            | EC               | CORP              | DK        |       -8903 | NS      | $-499299.27   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                  | Nordea Bank Abp                                                                        | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |      138554 | NS      | $2055824.24   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                | FirstEnergy Corp.                                                                      | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Short            | EC               | CORP              | US        |      -40634 | NS      | $-1635924.84  | -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      | $-5864.11     | -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      | $531.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                                           | UCB SA                                                                                 | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |        6317 | NS      | $1242919.21   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                  | AES Corp. (The)                                                                        | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       65745 | NS      | $691637.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   956400000 | PA      | $-3382.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rambus, Inc.                                                     | Rambus, Inc.                                                                           | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |       29935 | NS      | $1916438.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                                                | Caterpillar, Inc.                                                                      | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Short            | EC               | CORP              | US        |       -5598 | NS      | $-2173199.58  | -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      | $12604.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                                  | TD SYNNEX Corp.                                                                        | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Short            | EC               | CORP              | US        |      -10038 | NS      | $-1362156.60  | -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      | $6613.71      | 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      | $134064.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                       | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        1062 | NS      | $170535.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Construction Machinery Co. Ltd.                          | Hitachi Construction Machinery Co. Ltd.                                                | CUSIP: N/A<br>LEI: 5493009B7C53PDH8W826       | Short            | EC               | CORP              | JP        |      -18200 | NS      | $-542345.96   | -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      | $128.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                 | Mosaic Co. (The)                                                                       | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       31092 | NS      | $1134236.16   | 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      | $-265105.87   | -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      | $119997.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                                   | Continental AG                                                                         | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |       23372 | NS      | $2039855.38   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CVC Capital Partners plc                                         | CVC Capital Partners plc                                                               | CUSIP: N/A<br>LEI: 213800E8UQS1KA32YD39       | Long             | EC               | CORP              | JE        |       25521 | NS      | $524748.48    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           4 | NC      | $5826.48      | 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      | $2536.60      | 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      | $-730113.93   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corp.                                                    | Centene Corp.                                                                          | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       25562 | NS      | $1387505.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Reece Ltd.                                                       | Reece Ltd.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | AU        |     -124935 | NS      | $-1180529.70  | -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      | $20557.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                             | American Tower Corp.                                                                   | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       12291 | NS      | $2716556.82   | 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      | $107998.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan American Silver Corp.                                        | Pan American Silver Corp.                                                              | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |       18121 | NS      | $514187.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                   | Hewlett Packard Enterprise Co.                                                         | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Short            | EC               | CORP              | US        |     -182571 | NS      | $-3733576.95  | -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      | $-31665.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl plc                                                        | Bunzl plc                                                                              | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Short            | EC               | CORP              | GB        |      -84049 | NS      | $-2678346.49  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| TMX Group Ltd.                                                   | TMX Group Ltd.                                                                         | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |        4904 | NS      | $207864.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                                    | Accenture plc, Class A                                                                 | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Short            | EC               | CORP              | IE        |       -9426 | NS      | $-2817337.14  | -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      | $66274.95     | 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      | $-64392.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Chemicals, Inc.                                           | Mitsui Chemicals, Inc.                                                                 | CUSIP: N/A<br>LEI: 353800H2UB5ZEZRZQC02       | Short            | EC               | CORP              | JP        |      -29900 | NS      | $-691309.32   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd.                                          | Agnico Eagle Mines Ltd.                                                                | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |       20430 | NS      | $2434046.78   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora, Inc.                                                    | Cencora, Inc.                                                                          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       10057 | NS      | $3015591.45   | 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      | $-10696.49    | -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      | $-47765.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEB SA                                                           | SEB SA                                                                                 | CUSIP: N/A<br>LEI: 969500WP61NBK098AC47       | Short            | EC               | CORP              | FR        |       -4937 | NS      | $-466726.15   | -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      | $482.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                   | Ford Motor Co.                                                                         | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      113378 | NS      | $1230151.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                     | Scotts Miracle-Gro Co. (The)                                                           | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |       23941 | NS      | $1579148.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    64300000 | PA      | $702511.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Canada 10 Year Bond                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         268 | NC      | $135698.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co.                                               | Erie Indemnity Co., Class A                                                            | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Short            | EC               | CORP              | US        |      -11498 | NS      | $-3987391.42  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets, Inc.                                           | Tradeweb Markets, Inc., Class A                                                        | CUSIP: 892672106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4351 | NS      | $-636986.40   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   235300000 | PA      | $144116.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   298000000 | PA      | $-2554.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Metro, Inc.                                                      | Metro, Inc., Class A                                                                   | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |       17640 | NS      | $1385680.78   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   703400000 | PA      | $-5178.15     | -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      | $849.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corp.                                                      | Denso Corp.                                                                            | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Short            | EC               | CORP              | JP        |     -240300 | NS      | $-3242917.90  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -22 | NC      | $92400.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           2 | NC      | $26896.43     | 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      | $-23661.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Blackbaud, Inc.                                                  | Blackbaud, Inc.                                                                        | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Short            | EC               | CORP              | US        |      -24649 | NS      | $-1582712.29  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          11 | NC      | $91158.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reddit, Inc.                                                     | Reddit, Inc., Class A                                                                  | CUSIP: 75734B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13828 | NS      | $2082081.96   | 0.11%             |  |  |  | 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        |       -5055 | NS      | $-724330.95   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp.                                                  | Flowserve Corp.                                                                        | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |       32062 | NS      | $1678445.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    56400000 | PA      | $120732.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UFP Industries, Inc.                                             | UFP Industries, Inc.                                                                   | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Short            | EC               | CORP              | US        |      -13434 | NS      | $-1334802.24  | -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      | $-17374.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cleanaway Waste Management Ltd.                                  | Cleanaway Waste Management Ltd.                                                        | CUSIP: N/A<br>LEI: 549300D5C72CV6CIBS66       | Short            | EC               | CORP              | AU        |     -377938 | NS      | $-677232.44   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                         | Bristol-Myers Squibb Co.                                                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Short            | EC               | CORP              | US        |      -29384 | NS      | $-1360185.36  | -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      | $-2514.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Home BancShares, Inc.                                            | Home BancShares, Inc.                                                                  | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13825 | NS      | $393459.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                                                      | Bouygues SA                                                                            | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |        5032 | NS      | $227570.80    | 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      | $-36067.02    | -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      | $103652.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    38500000 | PA      | $-7753.80     | -0.00%            |  |  |  | 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        |      -22794 | NS      | $-1841755.20  | -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      | $2750.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co. Ltd.                                             | Kyowa Kirin Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Short            | EC               | CORP              | JP        |      -99900 | NS      | $-1710016.41  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle, Inc.                                         | Jones Lang LaSalle, Inc.                                                               | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Short            | EC               | CORP              | US        |       -3491 | NS      | $-892927.98   | -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      | $-23531.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northland Power, Inc.                                            | Northland Power, Inc.                                                                  | CUSIP: 666511100<br>LEI: 8945002IJ77NEBK48M81 | Short            | EC               | CORP              | CA        |      -33266 | NS      | $-522044.74   | -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      | $-69834.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797MG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    17746000 | PA      | $17668473.05  | 0.93%             | 2025-08-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brixmor Property Group, Inc.                                     | Brixmor Property Group, Inc.                                                           | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |        8793 | NS      | $228969.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeon Co. Ltd.                                                    | Aeon Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Short            | EC               | CORP              | JP        |     -118300 | NS      | $-3626226.12  | -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      | $25202.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MSC Industrial Direct Co., Inc.                                  | MSC Industrial Direct Co., Inc., Class A                                               | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Short            | EC               | CORP              | US        |      -16270 | NS      | $-1383275.40  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp. of America                                       | Packaging Corp. of America                                                             | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        3081 | NS      | $580614.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    77600000 | PA      | $49306.54     | 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      | $16691.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    22356000 | PA      | $-121664.51   | -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      | $103848.48    | 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      | $-8541.66     | -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      | $-2146.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                | NatWest Group plc                                                                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |      669256 | NS      | $4700154.20   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6000000 | PA      | $-11006.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IMI plc                                                          | IMI plc                                                                                | CUSIP: N/A<br>LEI: 2138002W9Q21PF751R30       | Long             | EC               | CORP              | GB        |       52647 | NS      | $1514925.17   | 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      | $-528.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Century Corp.                                              | Tokyo Century Corp.                                                                    | CUSIP: N/A<br>LEI: 35380096ZLHOF84DXR74       | Long             | EC               | CORP              | JP        |       16700 | NS      | $188012.00    | 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      | $-130226.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                                  | Kuehne + Nagel International AG (Registered)                                           | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Short            | EC               | CORP              | CH        |       -6645 | NS      | $-1438926.89  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -1 | NC      | $-11858.39    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| National Grid plc                                                | National Grid plc                                                                      | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Short            | EC               | CORP              | GB        |     -201758 | NS      | $-2961537.70  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Docusign, Inc.                                                   | Docusign, Inc., Class A                                                                | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Short            | EC               | CORP              | US        |      -21020 | NS      | $-1637247.80  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Flughafen Zurich AG                                              | Flughafen Zurich AG (Registered)                                                       | CUSIP: N/A<br>LEI: 529900PFO97GCN5SYB55       | Long             | EC               | CORP              | CH        |        3861 | NS      | $1100864.59   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group, Inc.                                                | EMCOR Group, Inc.                                                                      | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |        6925 | NS      | $3704113.25   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Gold, Inc.                                                | Lundin Gold, Inc.                                                                      | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |       43704 | NS      | $2307558.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta plc                                                  | Antofagasta plc                                                                        | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Short            | EC               | CORP              | GB        |      -76594 | NS      | $-1904348.02  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -9 | NC      | $28013.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Re AG                                                      | Swiss Re AG                                                                            | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |        8210 | NS      | $1420224.15   | 0.07%             |  |  |  | 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      | $24179.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    12357000 | PA      | $-79829.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -12 | NC      | $-17558.63    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings, Inc.                                     | Floor & Decor Holdings, Inc., Class A                                                  | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Short            | EC               | CORP              | US        |      -28235 | NS      | $-2144730.60  | -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      | $7737.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CBOE Volatility Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -178 | NC      | $278673.30    | 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      | $1789.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp.                                          | FUJIFILM Holdings Corp.                                                                | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Short            | EC               | CORP              | JP        |     -179700 | NS      | $-3891509.13  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Hayward Holdings, Inc.                                           | Hayward Holdings, Inc.                                                                 | CUSIP: 421298100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -14029 | NS      | $-193600.20   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Investment Ltd.                                       | CapitaLand Investment Ltd.                                                             | CUSIP: N/A<br>LEI: 254900AT4UQDU7SNXX49       | Short            | EC               | CORP              | SG        |     -611800 | NS      | $-1275396.43  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Globus Medical, Inc.                                             | Globus Medical, Inc., Class A                                                          | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Short            | EC               | CORP              | US        |      -23424 | NS      | $-1382484.48  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                           | SGS SA (Registered)                                                                    | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Short            | EC               | CORP              | CH        |       -3502 | NS      | $-355577.87   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Orsted A/S                                                       | Orsted A/S                                                                             | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Short            | EC               | CORP              | DK        |      -67600 | NS      | $-2912115.02  | -0.15%            |  |  |  | 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      | $302673.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                 | Salesforce, Inc.                                                                       | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |         627 | NS      | $170976.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor, Inc.                                                | TripAdvisor, Inc.                                                                      | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Short            | EC               | CORP              | US        |      -66955 | NS      | $-873762.75   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   224100000 | PA      | $1824.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group plc                                | InterContinental Hotels Group plc                                                      | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |       25762 | NS      | $2945503.13   | 0.15%             |  |  |  | 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      | $3842.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                                         | Rolls-Royce Holdings plc                                                               | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |      425948 | NS      | $5644938.82   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM Corp.                                                        | SLM Corp.                                                                              | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11032 | NS      | $361739.28    | 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      | $-185353.94   | -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      | $2676.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          45 | NC      | $-15412.95    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dow, Inc.                                                        | Dow, Inc.                                                                              | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Short            | EC               | CORP              | US        |      -81152 | NS      | $-2148904.96  | -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      | $8259.59      | 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      | $6880.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chewy, Inc.                                                      | Chewy, Inc., Class A                                                                   | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |       69282 | NS      | $2952798.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc.                     | Fidelity National Information Services, Inc.                                           | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |        2783 | NS      | $226564.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp.                                        | Mitsubishi Electric Corp.                                                              | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |       90200 | NS      | $1940109.55   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Extra Space Storage, Inc.                                        | Extra Space Storage, Inc.                                                              | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19676 | NS      | $2901029.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                                      | Garmin Ltd.                                                                            | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |        5614 | NS      | $1171754.08   | 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      | $-14912.59    | -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      | $296.73       | 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      | $-46106.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                   | Element Fleet Management Corp.                                                         | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Short            | EC               | CORP              | CA        |      -15122 | NS      | $-378785.69   | -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      | $640.61       | 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      | $-70636.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                          | DSV A/S                                                                                | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Short            | EC               | CORP              | DK        |        -674 | NS      | $-161661.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      200000 | PA      | $17.29        | 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      | $-83720.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    66500000 | PA      | $28283.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Storage Affiliates Trust                                | National Storage Affiliates Trust                                                      | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Short            | EC               | CORP              | US        |      -42159 | NS      | $-1348666.41  | -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      | $155442.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -42 | NC      | $-123204.75   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Xero Ltd.                                                        | Xero Ltd.                                                                              | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | NZ        |       15349 | NS      | $1816235.87   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Align Technology, Inc.                                           | Align Technology, Inc.                                                                 | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        2189 | NS      | $414443.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Legal & General Group plc                                        | Legal & General Group plc                                                              | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Short            | EC               | CORP              | GB        |     -494370 | NS      | $-1729770.44  | -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      | $-83773.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tetra Tech, Inc.                                                 | Tetra Tech, Inc.                                                                       | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Short            | EC               | CORP              | US        |      -31908 | NS      | $-1147411.68  | -0.06%            |  |  |  | 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        |      -75500 | NS      | $-1568524.09  | -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      | $-8139.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Globant SA                                                       | Globant SA                                                                             | CUSIP: N/A<br>LEI: 2221008DCMSPYS42DS88       | Short            | EC               | CORP              | LU        |       -6757 | NS      | $-613805.88   | -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      | $-200081.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                  | Solventum Corp.                                                                        | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Short            | EC               | CORP              | US        |      -13079 | NS      | $-991911.36   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co.                                            | National Fuel Gas Co.                                                                  | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |       16708 | NS      | $1415334.68   | 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      | $-11466.59    | -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      | $-6900.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Long Gilt                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          49 | NC      | $25373.36     | 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      | $21727.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM-Kymmene OYJ                                                  | UPM-Kymmene OYJ                                                                        | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Short            | EC               | CORP              | FI        |      -92210 | NS      | $-2518072.48  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Lamar Advertising Co.                                            | Lamar Advertising Co., Class A                                                         | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       40148 | NS      | $4872361.28   | 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      | $51583.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon Ltd.                                                       | Aegon Ltd.                                                                             | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Short            | EC               | CORP              | BM        |     -164204 | NS      | $-1189939.46  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Graham Holdings Co.                                              | Graham Holdings Co., Class B                                                           | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |        1200 | NS      | $1135404.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Makita Corp.                                                     | Makita Corp.                                                                           | CUSIP: N/A<br>LEI: 529900CDR9E94BCM6294       | Long             | EC               | CORP              | JP        |       20600 | NS      | $634438.10    | 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      | $82448.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                | CNH Industrial NV                                                                      | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Short            | EC               | CORP              | NL        |      -45678 | NS      | $-591986.88   | -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      | $9560.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   453800000 | PA      | $53744.68     | 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      | $-15710.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Natural Gas                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -15 | NC      | $104803.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                                      | Service Corp. International                                                            | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |       23178 | NS      | $1886689.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace, Inc.                                                  | Dynatrace, Inc.                                                                        | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Short            | EC               | CORP              | US        |      -26588 | NS      | $-1467923.48  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                                                   | Teradyne, Inc.                                                                         | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Short            | EC               | CORP              | US        |      -25365 | NS      | $-2280820.80  | -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      | $-46110.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Whitbread plc                                                    | Whitbread plc                                                                          | CUSIP: N/A<br>LEI: 21380099VMZKRMN3EX36       | Short            | EC               | CORP              | GB        |      -24910 | NS      | $-966658.14   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   432900000 | PA      | $898325.59    | 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      | $12214.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                         | Equitable Holdings, Inc.                                                               | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Short            | EC               | CORP              | US        |      -32683 | NS      | $-1833516.30  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Viatris, Inc.                                                    | Viatris, Inc.                                                                          | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Short            | EC               | CORP              | US        |     -217649 | NS      | $-1943605.57  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    20800000 | PA      | $358469.98    | 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      | $-6964.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| nCino, Inc.                                                      | nCino, Inc.                                                                            | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Short            | EC               | CORP              | US        |      -79118 | NS      | $-2212930.46  | -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      | $448.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crane NXT Co.                                                    | Crane NXT Co.                                                                          | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Short            | EC               | CORP              | US        |      -25362 | NS      | $-1367011.80  | -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      | $10204.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iridium Communications, Inc.                                     | Iridium Communications, Inc.                                                           | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |       11619 | NS      | $350545.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -101 | NC      | $-109550.65   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -24 | NC      | $-101297.91   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -48 | NC      | $-1563.25     | -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      | $-37822.34    | -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      | $-7633.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TeamViewer SE                                                    | TeamViewer SE                                                                          | CUSIP: N/A<br>LEI: 3912000FZ0R0KEK9JS42       | Long             | EC               | CORP              | DE        |       38102 | NS      | $429996.26    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   387100000 | PA      | $972.94       | 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      | $8546.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabot Corp.                                                      | Cabot Corp.                                                                            | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |       15244 | NS      | $1143300.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku, Inc.                                                       | Roku, Inc., Class A                                                                    | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |       13190 | NS      | $1159269.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazley plc                                                      | Beazley plc                                                                            | CUSIP: N/A<br>LEI: 213800VTOMUWD41GIT12       | Long             | EC               | CORP              | GB        |       68604 | NS      | $880876.61    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kemper Corp.                                                     | Kemper Corp.                                                                           | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |        4354 | NS      | $281007.16    | 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      | $25204.31     | 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        |      330875 | NS      | $257763.37    | 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      | $-14622.19    | -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      | $-46116.35    | -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      | $639.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloudflare, Inc.                                                 | Cloudflare, Inc., Class A                                                              | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |       13377 | NS      | $2619617.91   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Idemitsu Kosan Co. Ltd.                                          | Idemitsu Kosan Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Short            | EC               | CORP              | JP        |     -382800 | NS      | $-2321445.98  | -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      | $54889.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                     | Zoetis, Inc., Class A                                                                  | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       22318 | NS      | $3480492.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp.                                             | PotlatchDeltic Corp.                                                                   | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |       15227 | NS      | $584259.99    | 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      | $167801.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks, Inc.                                         | Palo Alto Networks, Inc.                                                               | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        9733 | NS      | $1991761.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG (Registered)                                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |       30127 | NS      | $893127.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Industrial Technologies, Inc.                            | Applied Industrial Technologies, Inc.                                                  | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |        4414 | NS      | $1026034.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp.                                                      | Sysco Corp.                                                                            | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Short            | EC               | CORP              | US        |      -28637 | NS      | $-2168966.38  | -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      | $14417.02     | 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      | $-12430.74    | -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      | $162730.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Celestica, Inc.                                                  | Celestica, Inc.                                                                        | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |       27120 | NS      | $4237232.38   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International, Inc.                                   | Somnigroup International, Inc.                                                         | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Short            | EC               | CORP              | US        |       -5275 | NS      | $-358963.75   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co.                                                | Sotera Health Co.                                                                      | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20940 | NS      | $232852.80    | 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      | $3346.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           1 | NC      | $12738.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp.                                                     | Cintas Corp.                                                                           | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16146 | NS      | $3598459.02   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicharm Corp.                                                   | Unicharm Corp.                                                                         | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Short            | EC               | CORP              | JP        |     -206800 | NS      | $-1493259.15  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -19 | NC      | $57273.79     | 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      | $820.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                    | Koninklijke Ahold Delhaize NV                                                          | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Short            | EC               | CORP              | NL        |      -96918 | NS      | $-4047920.86  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Virtu Financial, Inc.                                            | Virtu Financial, Inc., Class A                                                         | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |       17175 | NS      | $769268.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month Euro Euribor                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        1504 | NC      | $-253581.22   | -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      | $-252.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                                    | Stellantis NV                                                                          | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Short            | EC               | CORP              | NL        |     -370485 | NS      | $-3710827.51  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          24 | NC      | $110825.24    | 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      | $-128807.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                  | AstraZeneca plc                                                                        | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Short            | EC               | CORP              | GB        |       -8115 | NS      | $-1129357.79  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -25 | NC      | $151982.20    | 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      | $-15.61       | -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      | $82624.13     | 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      | $-37030.07    | -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      | $5781.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LKQ Corp.                                                        | LKQ Corp.                                                                              | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Short            | EC               | CORP              | US        |      -49999 | NS      | $-1850462.99  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -30 | NC      | $130577.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                                               | Best Buy Co., Inc.                                                                     | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       23657 | NS      | $1588094.41   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp.                                             | Avery Dennison Corp.                                                                   | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Short            | EC               | CORP              | US        |       -5052 | NS      | $-886474.44   | -0.05%            |  |  |  | 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