# EDGAR Filing Document

**Accession Number:** 0002013853
**File Stem:** 0000910472-26-006741
**Filing Date:** 2026-5
**Character Count:** 142175
**Document Hash:** 7df709fef12d85c0d9b8128e558e9ac6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-006741.hdr.sgml**: 20260519

**ACCESSION NUMBER**: 0000910472-26-006741

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260519

**DATE AS OF CHANGE**: 20260519

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** New Age Alpha Funds Trust
- **CENTRAL INDEX KEY:** 0002013853

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23945
- **FILM NUMBER:** 26996424

**BUSINESS ADDRESS:**
- **STREET 1:** 555 THEODORE FREMD AVENUE
- **STREET 2:** SUITE A-101
- **CITY:** RYE
- **STATE:** NY
- **ZIP:** 10580
- **BUSINESS PHONE:** 212-922-2699

**MAIL ADDRESS:**
- **STREET 1:** 555 THEODORE FREMD AVENUE
- **STREET 2:** SUITE A-101
- **CITY:** RYE
- **STATE:** NY
- **ZIP:** 10580

## Series and Classes Contracts Data

### NAA Opportunity Fund (Series ID: S000087629)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000253485 | Class C             |  |
| C000253487 | Institutional Class |  |
| C000253488 | Class A             |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** New Age Alpha Funds Trust

- **b. Investment Company Act file number:** 811-23945

- **c. CIK number of Registrant:** 0002013853

- **d. LEI of Registrant:** 529900860B9CQ8SDNS27

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

  - **Street Address 1:** 555 Theodore Fremd Avenue

  - **City:** Rye

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10580

  - **Telephone number:** 212-922-2699

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

- **a. Name of Series:** NAA OPPORTUNITY FUND

- **b. EDGAR series identifier (if any):** S000087629

- **c. LEI of Series:** 5299000F9S0KMZ0MP555

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $103236203.46

**Total Liabilities:** $63433281.75

**Net Assets:** $39802921.71

**Cash Not Reported:** $3003.26

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000253485 | 4.17%                | 5.63%                | 0.68%                |
| Class ID C000253487 | 4.24%                | 5.71%                | 0.78%                |
| Class ID C000253488 | 4.22%                | 5.68%                | 0.77%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $241633.90               | $543840.87                                 |
| Month 2  | $259632.67               | $524691.41                                 |
| Month 3  | $183290.13               | $-670284.29                                |

**Designated Index Information**

- **Index Name:** NAA Opportunity Fd DRP

- **Index Identifier:** NAA OPPORTUNITY FD DRP

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| ADT Inc                             | ADT, Inc.                                | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5465 | NS      | $35905.05     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T Inc                            | AT&T, Inc.                               | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     13605 | NS      | $394408.95    | 0.99%             |  |  |  | No            | 1                  | On Loan: No      |
| Abbott Laboratories                 | Abbott Laboratories                      | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1998 | NS      | $205134.66    | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Acuity Inc.                         | Acuity, Inc.                             | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       288 | NS      | $80703.36     | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Adobe Inc                           | Adobe, Inc.                              | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      1146 | NS      | $278569.68    | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| Albertsons Companies Inc.           | Albertsons Companies, Inc.               | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     11339 | NS      | $193216.56    | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| The Allstate Corporation            | Allstate Corporation (The)               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       914 | NS      | $189508.76    | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameren Corp.                        | Ameren Corporation                       | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      3862 | NS      | $424511.04    | 1.07%             |  |  |  | No            | 1                  | On Loan: No      |
| American Electric Power Co, Inc.    | American Electric Power Company, Inc.    | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      1235 | NS      | $161883.80    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Amgen Inc.                          | Amgen, Inc.                              | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       663 | NS      | $233276.55    | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Antero Midstream Corporation        | Antero Midstream Corporation             | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10647 | NS      | $242751.60    | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| Archer-Daniels-Midland Co.          | Archer-Daniels-Midland Company           | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      1716 | NS      | $124736.04    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Bandwidth Inc                       | Bandwidth, Inc.                          | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |      6115 | NS      | $108969.30    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Becton, Dickinson and Company       | Becton Dickinson & Company               | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      1612 | NS      | $253454.76    | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| Biogen Inc                          | Biogen, Inc.                             | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      1119 | NS      | $205146.27    | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Boston Scientific Corporation       | Boston Scientific Corporation            | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      1576 | NS      | $98894.00     | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Bristol-Myers Squibb Company        | Bristol-Myers Squibb Company             | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      9080 | NS      | $550702.00    | 1.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Cheniere Energy Inc                 | Cheniere Energy, Inc.                    | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      2131 | NS      | $604692.56    | 1.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Chevron Corp.                       | Chevron Corporation                      | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3612 | NS      | $747322.80    | 1.88%             |  |  |  | No            | 1                  | On Loan: No      |
| Cisco Systems, Inc.                 | Cisco Systems, Inc.                      | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      1743 | NS      | $135239.37    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corporation                 | Comcast Corporation Class A              | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     12840 | NS      | $368636.40    | 0.93%             |  |  |  | No            | 1                  | On Loan: No      |
| Conagra Brands Inc                  | Conagra Brands, Inc.                     | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      7793 | NS      | $122505.96    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Consolidated Edison, Inc.           | Consolidated Edison, Inc.                | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      2664 | NS      | $301511.52    | 0.76%             |  |  |  | No            | 1                  | On Loan: No      |
| DT Midstream Inc                    | DT Midstream, Inc.                       | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1101 | NS      | $148271.67    | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Dolby Laboratories Inc.             | Dolby Laboratories, Inc. Class A         | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      2553 | NS      | $153333.18    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Dropbox Inc                         | Dropbox, Inc. Class A                    | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |       880 | NS      | $19993.60     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Duke Energy Corp                    | Duke Energy Corporation                  | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      2054 | NS      | $268950.76    | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| Edison International                | Edison International                     | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      1589 | NS      | $116283.02    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Evergy Inc                          | Evergy, Inc.                             | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      1843 | NS      | $150978.56    | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Exelon Corp.                        | Exelon Corporation                       | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     10731 | NS      | $526033.62    | 1.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Exxon Mobil Corp.                   | Exxon Mobil Corporation                  | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      3893 | NS      | $660486.38    | 1.66%             |  |  |  | No            | 1                  | On Loan: No      |
| F5 Inc                              | F5, Inc.                                 | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       188 | NS      | $54394.04     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| FirstEnergy Corp.                   | FirstEnergy Corporation                  | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      1963 | NS      | $99445.58     | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Fluor Corporation                   | Fluor Corporation                        | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      1161 | NS      | $54160.65     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortive Corporation                 | Fortive Corporation                      | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      2488 | NS      | $137536.64    | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| General Dynamics Corporation        | General Dynamics Corporation             | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       597 | NS      | $204902.34    | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| General Mills, Inc.                 | General Mills, Inc.                      | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      4205 | NS      | $156510.10    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Genie Energy Ltd                    | Genie Energy Ltd. Class B                | CUSIP: 372284208<br>LEI: 52990057E36X8869GX58 | Long             | EC               | CORP              | US        |      1811 | NS      | $25607.54     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Gilead Sciences Inc.                | Gilead Sciences, Inc.                    | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      2758 | NS      | $384382.46    | 0.97%             |  |  |  | No            | 1                  | On Loan: No      |
| Godaddy Inc                         | GoDaddy, Inc.                            | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       802 | NS      | $66301.34     | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| IDT Corp                            | IDT Corporation Class B                  | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |       298 | NS      | $14631.80     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingredion Incorporated              | Ingredion, Inc.                          | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      2333 | NS      | $262835.78    | 0.66%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson & Johnson                   | Johnson & Johnson                        | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      1434 | NS      | $350526.96    | 0.88%             |  |  |  | No            | 1                  | On Loan: No      |
| Kinder Morgan, Inc.                 | Kinder Morgan, Inc.                      | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      8910 | NS      | $298752.30    | 0.75%             |  |  |  | No            | 1                  | On Loan: No      |
| The Kraft Heinz Co.                 | Kraft Heinz Company (The)                | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      9873 | NS      | $222043.77    | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| The Kroger Co.                      | Kroger Company (The)                     | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       624 | NS      | $45152.64     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| L3 Harris Technologies Inc          | L3Harris Technologies, Inc.              | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       369 | NS      | $127360.35    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Merck & Co., Inc                    | Merck & Company, Inc.                    | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      4172 | NS      | $501849.88    | 1.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Molson Coors Beverage Company       | Molson Coors Beverage Company Class B    | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      2694 | NS      | $116003.64    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| NetApp Inc.                         | NetApp, Inc.                             | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      2273 | NS      | $232732.47    | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| NiSource Inc.                       | NiSource, Inc.                           | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      2637 | NS      | $123042.42    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Gen Digital Inc                     | Gen Digital, Inc.                        | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      9366 | NS      | $176361.78    | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| OGE Energy Corporation              | OGE Energy Corporation                   | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      5542 | NS      | $265794.32    | 0.67%             |  |  |  | No            | 1                  | On Loan: No      |
| Occidental Petroleum Corp.          | Occidental Petroleum Corporation         | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       229 | NS      | $14885.00     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Otter Tail Corporation              | Otter Tail Corporation                   | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2065 | NS      | $181245.05    | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| PG&E Corporation                    | PG&E Corporation                         | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     17597 | NS      | $309179.29    | 0.78%             |  |  |  | No            | 1                  | On Loan: No      |
| PTC Inc                             | PTC, Inc.                                | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       548 | NS      | $78084.52     | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Paccar Inc                          | PACCAR, Inc.                             | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      1594 | NS      | $184107.00    | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Pfizer Inc.                         | Pfizer, Inc.                             | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     21399 | NS      | $600883.92    | 1.51%             |  |  |  | No            | 1                  | On Loan: No      |
| PDD Holdings Inc.                   | PDD Holdings, Inc. ADR                   | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | IE        |      1210 | NS      | $123637.80    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| QUALCOMM Inc.                       | QUALCOMM, Inc.                           | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1833 | NS      | $236053.74    | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Reliance Inc                        | Reliance, Inc.                           | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      1085 | NS      | $329753.20    | 0.83%             |  |  |  | No            | 1                  | On Loan: No      |
| Roper Technologies Inc              | Roper Technologies, Inc.                 | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       517 | NS      | $182945.62    | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Salesforce Inc.                     | Salesforce, Inc.                         | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      1229 | NS      | $229417.43    | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| Snap-On Incorporated                | Snap-on, Inc.                            | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       492 | NS      | $178704.24    | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern Copper Corporation         | Southern Copper Corporation              | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |       386 | NS      | $66415.16     | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Southwest Gas Holdings Inc          | Southwest Gas Holdings, Inc.             | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |      2035 | NS      | $176841.50    | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Spok Hldgs Inc                      | Spok Holdings, Inc.                      | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |      5855 | NS      | $63819.50     | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Stryker Corporation                 | Stryker Corporation                      | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       513 | NS      | $168566.67    | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Sysco Corporation                   | Sysco Corporation                        | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      1642 | NS      | $117123.86    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| T-Mobile US Inc                     | T-Mobile US, Inc.                        | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      1785 | NS      | $374903.55    | 0.94%             |  |  |  | No            | 1                  | On Loan: No      |
| Target Corp.                        | Target Corporation                       | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        82 | NS      | $9938.40      | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Targa Resources Corp.               | Targa Resources Corporation              | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       193 | NS      | $48390.89     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Truist Financial Corp.              | Truist Financial Corporation             | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      2253 | NS      | $103570.41    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Tyson Foods, Inc.                   | Tyson Foods, Inc.                        | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       541 | NS      | $34661.87     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| UGI Corp                            | UGI Corporation                          | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      4953 | NS      | $180388.26    | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| United Rentals, Inc.                | United Rentals, Inc.                     | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        18 | NS      | $13114.08     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury Bills        | U.S. Treasury Bill 0.000%, Due 10/1/2026 | CUSIP: 912797SA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8835605.01   | 22.20%            | 2026-10-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.         | Verizon Communications, Inc.             | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      5569 | NS      | $279563.80    | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertex Pharmaceuticals Incorporated | Vertex Pharmaceuticals, Inc.             | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       336 | NS      | $150037.44    | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Williams Companies Inc. (The)       | Williams Companies, Inc. (The)           | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      3828 | NS      | $278601.84    | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| Workday Inc                         | Workday, Inc. Class A                    | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       681 | NS      | $88475.52     | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Zoom Communications Inc.            | Zoom Communications, Inc.                | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      2826 | NS      | $227182.14    | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| ALCOA CORP                          | ALCOA CORP - TRS                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      4233 | NS      | $92818.06     | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| ACCENTURE PLC-CL A                  | ACCENTURE PLC-CL A - TRS                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1153 | NS      | $-62121.55    | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| ARRAY DIGITAL INFRAS                | ARRAY DIGITAL INFRAS - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      8497 | NS      | $-33545.70    | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| ARCHER-DANIELS-MIDLA                | ARCHER-DANIELS-MIDLA - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      6854 | NS      | $58963.34     | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| AUTOMATIC DATA PROCE                | AUTOMATIC DATA PROCE - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -1124 | NS      | $10624.82     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| AERCAP HOLDINGS NV                  | AERCAP HOLDINGS NV - TRS                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       862 | NS      | $28396.60     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| AES CORP                            | AES CORP - TRS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     14935 | NS      | $37138.00     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| AGCO CORP                           | AGCO CORP - TRS                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1508 | NS      | $-31554.20    | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| C3.AI INC-A                         | C3.AI INC-A - TRS                        | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -12794 | NS      | $33725.71     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| APPLIED INDUSTRIAL T                | APPLIED INDUSTRIAL T - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       449 | NS      | $8671.42      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| AKAMAI TECHNOLOGIES                 | AKAMAI TECHNOLOGIES - TRS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1061 | NS      | $41331.93     | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| ACADIA REALTY TRUST                 | ACADIA REALTY TRUST - TRS                | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -10124 | NS      | $17792.72     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| ALBEMARLE CORP                      | ALBEMARLE CORP - TRS                     | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |      -528 | NS      | $-56777.35    | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| ALLEGION PLC                        | ALLEGION PLC - TRS                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       295 | NS      | $2425.01      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ALEXANDER'S INC                     | ALEXANDER'S INC - TRS                    | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |      -789 | NS      | $-11763.02    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| ANTERO MIDSTREAM COR                | ANTERO MIDSTREAM COR - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      3338 | NS      | $20057.67     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| AMRIZE LTD                          | AMRIZE LTD - TRS                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -4188 | NS      | $-6636.81     | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| AIR PRODUCTS & CHEMI                | AIR PRODUCTS & CHEMI - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -1347 | NS      | $-36489.29    | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| API GROUP CORP                      | API GROUP CORP - TRS                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2878 | NS      | $-802.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ARCHROCK INC                        | ARCHROCK INC - TRS                       | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -8298 | NS      | $-66783.12    | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| ARROW ELECTRONICS IN                | ARROW ELECTRONICS IN - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1519 | NS      | $9130.60      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ACCELERANT HOLDINGS-                | ACCELERANT HOLDINGS- - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -15127 | NS      | $12651.39     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ASHLAND INC                         | ASHLAND INC - TRS                        | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -5007 | NS      | $3925.42      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AST SPACEMOBILE INC                 | AST SPACEMOBILE INC - TRS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1630 | NS      | $9986.19      | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| AUTOHOME INC-ADR                    | AUTOHOME INC-ADR - TRS                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -16651 | NS      | $86342.68     | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| ATN INTERNATIONAL IN                | ATN INTERNATIONAL IN - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     10873 | NS      | $56635.30     | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| APTARGROUP INC                      | APTARGROUP INC - TRS                     | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |      -841 | NS      | $14217.50     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| ANGLOGOLD ASHANTI PL                | ANGLOGOLD ASHANTI PL - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1196 | NS      | $36002.38     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| AVNET INC                           | AVNET INC - TRS                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2606 | NS      | $-8854.87     | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| AZZ INC                             | AZZ INC - TRS                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1325 | NS      | $16668.51     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BALL CORP                           | BALL CORP - TRS                          | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -2514 | NS      | $-19214.28    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| BANDWIDTH INC-CLASS                 | BANDWIDTH INC-CLASS - TRS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     22082 | NS      | $12066.48     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ATLANTA BRAVES HOLDI                | ATLANTA BRAVES HOLDI - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -8956 | NS      | $-8847.94     | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                 | BBH Overnight Sweep                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |   7510902 | PA      | $7510901.59   | 18.87%            |  |  |  | No            | 1                  | On Loan: No      |
| BEACON FINANCIAL COR                | BEACON FINANCIAL COR - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -7122 | NS      | $3117.61      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BALCHEM CORP                        | BALCHEM CORP - TRS                       | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -2299 | NS      | $-37778.56    | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK FIRST CORP                     | BANK FIRST CORP - TRS                    | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -1465 | NS      | $3756.06      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BUNGE GLOBAL SA                     | BUNGE GLOBAL SA - TRS                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1445 | NS      | $8912.23      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BIOGEN INC                          | BIOGEN INC - TRS                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1637 | NS      | $6159.23      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BIO-RAD LABORATORIES                | BIO-RAD LABORATORIES - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       657 | NS      | $-2005.73     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BROOKDALE SENIOR LIV                | BROOKDALE SENIOR LIV - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -10646 | NS      | $25258.92     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| BKV CORPORATION                     | BKV CORPORATION - TRS                    | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -7764 | NS      | $-40641.46    | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| BLUE BIRD CORP                      | BLUE BIRD CORP - TRS                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2522 | NS      | $22604.37     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| BIONTECH SE-ADR                     | BIONTECH SE-ADR - TRS                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1786 | NS      | $-20075.88    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| DUTCH BROS INC-CLASS                | DUTCH BROS INC-CLASS - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -3241 | NS      | $9020.70      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CIA DE MINAS BUENAVE                | CIA DE MINAS BUENAVE - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2814 | NS      | $30008.37     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| BALDWIN INSURANCE GR                | BALDWIN INSURANCE GR - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -4554 | NS      | $5184.20      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CAL-MAINE FOODS INC                 | CAL-MAINE FOODS INC - TRS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      3143 | NS      | $-64769.61    | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| MAPLEBEAR INC                       | MAPLEBEAR INC - TRS                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      3962 | NS      | $-41330.86    | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| CASEY'S GENERAL STOR                | CASEY'S GENERAL STOR - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       259 | NS      | $11960.75     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CBIZ INC                            | CBIZ INC - TRS                           | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -3527 | NS      | $8963.48      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CHEMOURS CO/THE                     | CHEMOURS CO/THE - TRS                    | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -8168 | NS      | $-38408.81    | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| COCA-COLA EUROPACIFI                | COCA-COLA EUROPACIFI - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2259 | NS      | $-41330.46    | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| CDW CORP/DE                         | CDW CORP/DE - TRS                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1317 | NS      | $-37838.37    | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| CELANESE CORP                       | CELANESE CORP - TRS                      | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -2347 | NS      | $-37928.73    | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| CITY HOLDING CO                     | CITY HOLDING CO - TRS                    | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -1644 | NS      | $3131.59      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CHOICE HOTELS INTL I                | CHOICE HOTELS INTL I - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -1755 | NS      | $2757.15      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| THE CIGNA GROUP                     | THE CIGNA GROUP - TRS                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       647 | NS      | $675.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| COMMERCIAL METALS CO                | COMMERCIAL METALS CO - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      3555 | NS      | $-25559.57    | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| COMCAST CORP-CLASS A                | COMCAST CORP-CLASS A - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      6272 | NS      | $7432.44      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CUMMINS INC                         | CUMMINS INC - TRS                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       481 | NS      | $9616.44      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| COMPASS MINERALS INT                | COMPASS MINERALS INT - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      3985 | NS      | $23418.44     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| CENTENE CORP                        | CENTENE CORP - TRS                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2330 | NS      | $-13463.34    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| CNH INDUSTRIAL NV                   | CNH INDUSTRIAL NV - TRS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      7952 | NS      | $3376.42      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CINEMARK HOLDINGS IN                | CINEMARK HOLDINGS IN - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -3182 | NS      | $-4569.26     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| COHEN & STEERS INC                  | COHEN & STEERS INC - TRS                 | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -2307 | NS      | $12984.44     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CAPRI HOLDINGS LTD                  | CAPRI HOLDINGS LTD - TRS                 | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -11203 | NS      | $73753.93     | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| CAMDEN PROPERTY TRUS                | CAMDEN PROPERTY TRUS - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -1148 | NS      | $21156.45     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| CRA INTERNATIONAL IN                | CRA INTERNATIONAL IN - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -1190 | NS      | $37243.03     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| COMSTOCK RESOURCES I                | COMSTOCK RESOURCES I - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -4361 | NS      | $-6532.34     | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CIRRUS LOGIC INC                    | CIRRUS LOGIC INC - TRS                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1273 | NS      | $29515.63     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| CORVEL CORP                         | CORVEL CORP - TRS                        | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -3265 | NS      | $51910.78     | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| CONSTELLIUM SE                      | CONSTELLIUM SE - TRS                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      7044 | NS      | $64321.50     | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| CINTAS CORP                         | CINTAS CORP - TRS                        | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -1127 | NS      | $37421.89     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| COGNIZANT TECH SOLUT                | COGNIZANT TECH SOLUT - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      4695 | NS      | $-70060.74    | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| CURBLINE PROPERTIES                 | CURBLINE PROPERTIES - TRS                | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -9064 | NS      | $-17602.13    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| CVR ENERGY INC                      | CVR ENERGY INC - TRS                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      4104 | NS      | $45445.20     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                     | CVS HEALTH CORP - TRS                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2702 | NS      | $-22724.25    | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| CASELLA WASTE SYSTEM                | CASELLA WASTE SYSTEM - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -2969 | NS      | $70702.92     | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| DANAOS CORP                         | DANAOS CORP - TRS                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1315 | NS      | $-8059.10     | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| DELTA AIR LINES INC                 | DELTA AIR LINES INC - TRS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2096 | NS      | $4430.43      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DROPBOX INC-CLASS A                 | DROPBOX INC-CLASS A - TRS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2842 | NS      | $-15442.86    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| DELL TECHNOLOGIES -C                | DELL TECHNOLOGIES -C - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1136 | NS      | $50983.62     | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| DOLLAR GENERAL CORP                 | DOLLAR GENERAL CORP - TRS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1642 | NS      | $-1853.15     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DIVERSIFIED HEALTHCA                | DIVERSIFIED HEALTHCA - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -31583 | NS      | $-40947.86    | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| DANAHER CORP                        | DANAHER CORP - TRS                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1023 | NS      | $-17154.00    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| HF SINCLAIR CORP                    | HF SINCLAIR CORP - TRS                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     10588 | NS      | $96504.80     | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| DIODES INC                          | DIODES INC - TRS                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1824 | NS      | $27593.45     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| DOLLAR TREE INC                     | DOLLAR TREE INC - TRS                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1160 | NS      | $-14244.85    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| DRIVEN BRANDS HOLDIN                | DRIVEN BRANDS HOLDIN - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -6627 | NS      | $16224.96     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| DTE ENERGY COMPANY                  | DTE ENERGY COMPANY - TRS                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      3738 | NS      | $55668.65     | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                    | DUKE ENERGY CORP - TRS                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2166 | NS      | $19162.55     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| DYNEX CAPITAL INC                   | DYNEX CAPITAL INC - TRS                  | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -11110 | NS      | $11320.57     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ECOLAB INC                          | ECOLAB INC - TRS                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |      -537 | NS      | $-636.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ECOVYST INC                         | ECOVYST INC - TRS                        | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -17865 | NS      | $-50976.73    | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| CONSOLIDATED EDISON                 | CONSOLIDATED EDISON - TRS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2577 | NS      | $38539.30     | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| EXCELERATE ENERGY IN                | EXCELERATE ENERGY IN - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      5141 | NS      | $12639.73     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ELLINGTON FINANCIAL                 | ELLINGTON FINANCIAL - TRS                | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -15880 | NS      | $8728.74      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| EQUIFAX INC                         | EQUIFAX INC - TRS                        | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |      -803 | NS      | $23842.82     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                | EDISON INTERNATIONAL - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      6055 | NS      | $113270.45    | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                 | ELEVANCE HEALTH INC - TRS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       431 | NS      | $-17624.35    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| EMCOR GROUP INC                     | EMCOR GROUP INC - TRS                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       140 | NS      | $36173.14     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| ENERSYS                             | ENERSYS - TRS                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       811 | NS      | $-4259.44     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ENOVIX CORP                         | ENOVIX CORP - TRS                        | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -19744 | NS      | $5330.94      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| EQUITABLE HOLDINGS I                | EQUITABLE HOLDINGS I - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -5287 | NS      | $17477.72     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                   | EVERSOURCE ENERGY - TRS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      6363 | NS      | $2921.83      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ELEMENT SOLUTIONS IN                | ELEMENT SOLUTIONS IN - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -6355 | NS      | $-49863.38    | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| EVERGY INC                          | EVERGY INC - TRS                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2590 | NS      | $35215.90     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| EDWARDS LIFESCIENCES                | EDWARDS LIFESCIENCES - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2209 | NS      | $-15029.83    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| EXLSERVICE HOLDINGS                 | EXLSERVICE HOLDINGS - TRS                | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -5352 | NS      | $3873.39      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| EAGLE MATERIALS INC                 | EAGLE MATERIALS INC - TRS                | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -1285 | NS      | $44301.84     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| EXPONENT INC                        | EXPONENT INC - TRS                       | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -5546 | NS      | $29745.81     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| FORD MOTOR CO                       | FORD MOTOR CO - TRS                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     17676 | NS      | $-41961.53    | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| FIRST ADVANTAGE CORP                | FIRST ADVANTAGE CORP - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -24859 | NS      | $97628.23     | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| FORTUNE BRANDS INNOV                | FORTUNE BRANDS INNOV - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1842 | NS      | $-47298.08    | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| FTI CONSULTING INC                  | FTI CONSULTING INC - TRS                 | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -2238 | NS      | $-28025.36    | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| FREEPORT-MCMORAN INC                | FREEPORT-MCMORAN INC - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      3462 | NS      | $73215.63     | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| FEDEX CORP                          | FEDEX CORP - TRS                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       495 | NS      | $-14301.43    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| FIRSTENERGY CORP                    | FIRSTENERGY CORP - TRS                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      6559 | NS      | $28650.46     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| FERGUSON ENTERPRISES                | FERGUSON ENTERPRISES - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       666 | NS      | $-14926.94    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| F5 INC                              | F5 INC - TRS                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       242 | NS      | $6128.45      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| FLUOR CORP                          | FLUOR CORP - TRS                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      4030 | NS      | $26289.42     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| FIRST SOLAR INC                     | FIRST SOLAR INC - TRS                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       463 | NS      | $-13269.98    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| SIX FLAGS ENTERTAINM                | SIX FLAGS ENTERTAINM - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -11581 | NS      | $-24975.13    | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Allegion PLC                        | Allegion plc                             | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |       762 | NS      | $110710.98    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Accenture PLC                       | Accenture plc Class A                    | CUSIP: G1151C101<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |        14 | NS      | $2776.06      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Medtronic PLC                       | Medtronic plc                            | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      4211 | NS      | $364883.15    | 0.92%             |  |  |  | No            | 1                  | On Loan: No      |
| STEALTHGAS INC                      | STEALTHGAS INC - TRS                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     32533 | NS      | $53609.56     | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| GATX CORP                           | GATX CORP - TRS                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       794 | NS      | $4928.82      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GENERAL DYNAMICS COR                | GENERAL DYNAMICS COR - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       639 | NS      | $2773.84      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GODADDY INC - CLASS                 | GODADDY INC - CLASS - TRS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       590 | NS      | $-65774.06    | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| GREIF INC-CL A                      | GREIF INC-CL A - TRS                     | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -4310 | NS      | $23637.65     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| GE HEALTHCARE TECHNO                | GE HEALTHCARE TECHNO - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2455 | NS      | $-23433.53    | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| GEN DIGITAL INC                     | GEN DIGITAL INC - TRS                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1020 | NS      | $-10150.88    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| GCI LIBERTY INC-CL C                | GCI LIBERTY INC-CL C - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      5012 | NS      | $-7739.81     | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                   | GENERAL MOTORS CO - TRS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2288 | NS      | $-23413.29    | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| GENIE ENERGY LTD-B                  | GENIE ENERGY LTD-B - TRS                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     13687 | NS      | $-17664.82    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| GLOBAL NET LEASE INC                | GLOBAL NET LEASE INC - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -10816 | NS      | $-16411.94    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| ACUSHNET HOLDINGS CO                | ACUSHNET HOLDINGS CO - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -1336 | NS      | $-11249.77    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| GULFPORT ENERGY CORP                | GULFPORT ENERGY CORP - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |      -545 | NS      | $-19368.37    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| GRINDR INC                          | GRINDR INC - TRS                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -10798 | NS      | $2403.16      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GLOBALSTAR INC                      | GLOBALSTAR INC - TRS                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2411 | NS      | $83109.26     | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| GOOSEHEAD INSURANCE                 | GOOSEHEAD INSURANCE - TRS                | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -3474 | NS      | $56484.62     | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| HUNTINGTON INGALLS I                | HUNTINGTON INGALLS I - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       345 | NS      | $4594.86      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HINGE HEALTH INC-A                  | HINGE HEALTH INC-A - TRS                 | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -3634 | NS      | $-11851.13    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| HEWLETT PACKARD ENTE                | HEWLETT PACKARD ENTE - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     14432 | NS      | $14267.11     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| HP INC                              | HP INC - TRS                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     10405 | NS      | $-64703.05    | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| HEALTHCARE REALTY TR                | HEALTHCARE REALTY TR - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -18197 | NS      | $-39374.62    | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| HEARTFLOW INC                       | HEARTFLOW INC - TRS                      | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -4323 | NS      | $18854.06     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| HUMANA INC                          | HUMANA INC - TRS                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       581 | NS      | $-40960.03    | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| HURON CONSULTING GRO                | HURON CONSULTING GRO - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |      -880 | NS      | $16966.77     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| HAWKINS INC                         | HAWKINS INC - TRS                        | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -2347 | NS      | $-51471.52    | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| IDT CORP-CLASS B                    | IDT CORP-CLASS B - TRS                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      6965 | NS      | $-41688.57    | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| INTL FLAVORS & FRAGR                | INTL FLAVORS & FRAGR - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -2112 | NS      | $25476.82     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| IMAX CORP                           | IMAX CORP - TRS                          | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -2111 | NS      | $-1660.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| INGLES MARKETS INC-C                | INGLES MARKETS INC-C - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2318 | NS      | $7128.48      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| INNODATA INC                        | INNODATA INC - TRS                       | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -3771 | NS      | $50316.09     | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| INTEL CORP                          | INTEL CORP - TRS                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2503 | NS      | $-11885.16    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| INNOSPEC INC                        | INNOSPEC INC - TRS                       | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -2426 | NS      | $14826.69     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| INTERNATIONAL PAPER                 | INTERNATIONAL PAPER - TRS                | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -2270 | NS      | $23873.63     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| IRIDIUM COMMUNICATIO                | IRIDIUM COMMUNICATIO - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      7689 | NS      | $-14862.28    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                   | IRON MOUNTAIN INC - TRS                  | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |      -978 | NS      | $-18815.34    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| JACOBS SOLUTIONS INC                | JACOBS SOLUTIONS INC - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |      -955 | NS      | $8695.12      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JABIL INC                           | JABIL INC - TRS                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       680 | NS      | $10746.65     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| JUMIA TECHNOLOGIES A                | JUMIA TECHNOLOGIES A - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -10218 | NS      | $52626.07     | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| KODIAK GAS SERVICES                 | KODIAK GAS SERVICES - TRS                | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -3356 | NS      | $-70193.70    | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| KNIFE RIVER CORP                    | KNIFE RIVER CORP - TRS                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -3288 | NS      | $-32159.72    | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| KROGER CO                           | KROGER CO - TRS                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      5097 | NS      | $32156.03     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| QUAKER CHEMICAL CORP                | QUAKER CHEMICAL CORP - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -1561 | NS      | $26385.06     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| LGI HOMES INC                       | LGI HOMES INC - TRS                      | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -3662 | NS      | $33519.06     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| LIBERTY LATIN AMERIC                | LIBERTY LATIN AMERIC - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     29661 | NS      | $24492.47     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| LIONSGATE STUDIOS CO                | LIONSGATE STUDIOS CO - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -17237 | NS      | $-37301.22    | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| LAKELAND FINANCIAL C                | LAKELAND FINANCIAL C - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -3395 | NS      | $6477.92      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LOUISIANA-PACIFIC CO                | LOUISIANA-PACIFIC CO - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -3465 | NS      | $39205.57     | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| LIQUIDITY SERVICES I                | LIQUIDITY SERVICES I - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -3814 | NS      | $6021.98      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES I                | LUMEN TECHNOLOGIES I - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     36312 | NS      | $-75057.75    | -0.19%            |  |  |  | No            | 2                  | On Loan: No      |
| LAMB WESTON HOLDINGS                | LAMB WESTON HOLDINGS - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2076 | NS      | $307.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wix.com Limited                     | Wix.com Ltd. NON PFIC PER PROSPECTUS     | CUSIP: M98068105<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |       256 | NS      | $23057.92     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| MACERICH CO/THE                     | MACERICH CO/THE - TRS                    | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -19386 | NS      | $5447.77      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MANCHESTER UNITED PL                | MANCHESTER UNITED PL - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -11998 | NS      | $-6814.44     | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MASCO CORP                          | MASCO CORP - TRS                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1579 | NS      | $-29344.21    | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| MCGRATH RENTCORP                    | MCGRATH RENTCORP - TRS                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1065 | NS      | $-1296.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MIAMI INTERNATIONAL                 | MIAMI INTERNATIONAL - TRS                | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -3193 | NS      | $13251.35     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MUELLER INDUSTRIES I                | MUELLER INDUSTRIES I - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1972 | NS      | $49453.24     | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| MARTIN MARIETTA MATE                | MARTIN MARIETTA MATE - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |      -261 | NS      | $-31998.99    | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| MAKEMYTRIP LTD                      | MAKEMYTRIP LTD - TRS                     | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -2828 | NS      | $52715.53     | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| MONSTER BEVERAGE COR                | MONSTER BEVERAGE COR - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1826 | NS      | $-18316.53    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| HELLO GROUP INC -SPN                | HELLO GROUP INC -SPN - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -26906 | NS      | $31420.96     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM C                | MARATHON PETROLEUM C - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2947 | NS      | $164914.67    | 0.41%             |  |  |  | No            | 2                  | On Loan: No      |
| MEDICAL PROPERTIES T                | MEDICAL PROPERTIES T - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -29609 | NS      | $28172.53     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| MERCK & CO. INC.                    | MERCK & CO. INC. - TRS                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       108 | NS      | $3419.88      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MILLROSE PROPERTIES                 | MILLROSE PROPERTIES - TRS                | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -11322 | NS      | $19013.73     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| MADISON SQUARE GARDE                | MADISON SQUARE GARDE - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -2755 | NS      | $-34463.55    | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| MADISON SQUARE GARDE                | MADISON SQUARE GARDE - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |      -499 | NS      | $-46914.80    | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                 | Wells Fargo Margin Deposit               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |   2262610 | PA      | $2262610.39   | 5.68%             |  |  |  | No            | N/A                | On Loan: No      |
| MINERALS TECHNOLOGIE                | MINERALS TECHNOLOGIE - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -4039 | NS      | $-48965.48    | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY IN                | MICRON TECHNOLOGY IN - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       243 | NS      | $44635.55     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| AerCap Holdings N.V.                | AerCap Holdings N.V.                     | CUSIP: N00985106<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | IE        |      2481 | NS      | $340343.58    | 0.86%             |  |  |  | No            | 1                  | On Loan: No      |
| NEWMONT CORP                        | NEWMONT CORP - TRS                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2709 | NS      | $128369.23    | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| NEOGENOMICS INC                     | NEOGENOMICS INC - TRS                    | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -15215 | NS      | $74492.50     | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| NEOGEN CORP                         | NEOGEN CORP - TRS                        | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -12213 | NS      | $13071.75     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL ENERGY SERV                | NATIONAL ENERGY SERV - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -3717 | NS      | $-18011.08    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| INGEVITY CORP                       | INGEVITY CORP - TRS                      | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -1875 | NS      | $-52099.88    | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| NORTHROP GRUMMAN COR                | NORTHROP GRUMMAN COR - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       159 | NS      | $-11859.09    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| NETSCOUT SYSTEMS INC                | NETSCOUT SYSTEMS INC - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      7341 | NS      | $21718.75     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| NETSTREIT CORP                      | NETSTREIT CORP - TRS                     | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -6407 | NS      | $13714.97     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| NUCOR CORP                          | NUCOR CORP - TRS                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1583 | NS      | $22505.42     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| NAVIGATOR HOLDINGS L                | NAVIGATOR HOLDINGS L - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      9753 | NS      | $58702.36     | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| OWENS CORNING                       | OWENS CORNING - TRS                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1811 | NS      | $-29048.28    | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| ONE GAS INC                         | ONE GAS INC - TRS                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2893 | NS      | $25494.34     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| ONEOK INC                           | ONEOK INC - TRS                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      4473 | NS      | $105811.18    | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| OKTA INC                            | OKTA INC - TRS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1816 | NS      | $-18412.91    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| OLIN CORP                           | OLIN CORP - TRS                          | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -6373 | NS      | $-50455.10    | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| ON SEMICONDUCTOR                    | ON SEMICONDUCTOR - TRS                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1632 | NS      | $16808.01     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| ORCHID ISLAND CAPITA                | ORCHID ISLAND CAPITA - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -21924 | NS      | $7283.99      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| OSHKOSH CORP                        | OSHKOSH CORP - TRS                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2277 | NS      | $31809.22     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| OTTER TAIL CORP                     | OTTER TAIL CORP - TRS                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |        43 | NS      | $234.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM                | OCCIDENTAL PETROLEUM - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      9700 | NS      | $205827.52    | 0.52%             |  |  |  | No            | 2                  | On Loan: No      |
| PAR PACIFIC HOLDINGS                | PAR PACIFIC HOLDINGS - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      6342 | NS      | $128177.94    | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| PAYCHEX INC                         | PAYCHEX INC - TRS                        | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -4212 | NS      | $6467.24      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| P G & E CORP                        | P G & E CORP - TRS                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      6969 | NS      | $-6535.95     | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| PURECYCLE TECHNOLOGI                | PURECYCLE TECHNOLOGI - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -27153 | NS      | $35434.96     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| PAYLOCITY HOLDING CO                | PAYLOCITY HOLDING CO - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -1518 | NS      | $-723.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PEBBLEBROOK HOTEL TR                | PEBBLEBROOK HOTEL TR - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -6545 | NS      | $-14449.46    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| PERFORMANCE FOOD GRO                | PERFORMANCE FOOD GRO - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2159 | NS      | $-10410.70    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| PENNYMAC MORTGAGE IN                | PENNYMAC MORTGAGE IN - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -16087 | NS      | $16652.30     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| PENNANT GROUP INC/TH                | PENNANT GROUP INC/TH - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -4907 | NS      | $-11032.07    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| PINNACLE WEST CAPITA                | PINNACLE WEST CAPITA - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1732 | NS      | $22199.55     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| PORTLAND GENERAL ELE                | PORTLAND GENERAL ELE - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     10955 | NS      | $61826.90     | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| PILGRIM'S PRIDE CORP                | PILGRIM'S PRIDE CORP - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      4560 | NS      | $-47750.05    | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| PRIMORIS SERVICES CO                | PRIMORIS SERVICES CO - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       846 | NS      | $8022.76      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| PERIMETER SOLUTIONS                 | PERIMETER SOLUTIONS - TRS                | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -6366 | NS      | $17974.56     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| PURSUIT ATTRACTIONS                 | PURSUIT ATTRACTIONS - TRS                | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -10567 | NS      | $-10592.32    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| PRIVIA HEALTH GROUP                 | PRIVIA HEALTH GROUP - TRS                | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -8250 | NS      | $25013.97     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| PHILLIPS 66                         | PHILLIPS 66 - TRS                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2799 | NS      | $94834.71     | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| PTC INC                             | PTC INC - TRS                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |        88 | NS      | $-4319.34     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| PERELLA WEINBERG PAR                | PERELLA WEINBERG PAR - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -10655 | NS      | $21005.84     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| QUALCOMM INC                        | QUALCOMM INC - TRS                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       501 | NS      | $-15267.74    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| RYDER SYSTEM INC                    | RYDER SYSTEM INC - TRS                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       595 | NS      | $-10324.26    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| LIVERAMP HOLDINGS IN                | LIVERAMP HOLDINGS IN - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      4016 | NS      | $-6806.98     | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| RB GLOBAL INC                       | RB GLOBAL INC - TRS                      | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -1990 | NS      | $12042.60     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| RADNET INC                          | RADNET INC - TRS                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -2939 | NS      | $43646.21     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| REALREAL INC/THE                    | REALREAL INC/THE - TRS                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -6497 | NS      | $18287.39     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| REGENERON PHARMACEUT                | REGENERON PHARMACEUT - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       361 | NS      | $4581.45      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| REINSURANCE GROUP OF                | REINSURANCE GROUP OF - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       609 | NS      | $-2125.42     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| REGAL REXNORD CORP                  | REGAL REXNORD CORP - TRS                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       916 | NS      | $43008.75     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| RTX CORP                            | RTX CORP - TRS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       710 | NS      | $-13284.06    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| RUMBLE INC                          | RUMBLE INC - TRS                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -14583 | NS      | $5452.32      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| RUSH ENTERPRISES INC                | RUSH ENTERPRISES INC - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      4670 | NS      | $55069.28     | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| SABINE ROYALTY TRUST                | SABINE ROYALTY TRUST - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -3512 | NS      | $-6729.30     | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| SOUTHERN COPPER CORP                | SOUTHERN COPPER CORP - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |        81 | NS      | $5112.59      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SEABOARD CORP                       | SEABOARD CORP - TRS                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |        47 | NS      | $46089.55     | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| SOLARIS ENERGY INFRA                | SOLARIS ENERGY INFRA - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -3473 | NS      | $-62722.81    | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| SENECA FOODS CORP -                 | SENECA FOODS CORP - - TRS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1205 | NS      | $17774.98     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| SMITHFIELD FOODS INC                | SMITHFIELD FOODS INC - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     15523 | NS      | $69256.35     | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| SIMMONS FIRST NATL C                | SIMMONS FIRST NATL C - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -16990 | NS      | $16461.41     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| SHAKE SHACK INC - CL                | SHAKE SHACK INC - CL - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -1482 | NS      | $10321.40     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SHENANDOAH TELECOMMU                | SHENANDOAH TELECOMMU - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     11330 | NS      | $16603.52     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| SHERWIN-WILLIAMS CO/                | SHERWIN-WILLIAMS CO/ - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |      -408 | NS      | $14147.73     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| TANGER INC                          | TANGER INC - TRS                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -4313 | NS      | $14251.26     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| SL GREEN REALTY CORP                | SL GREEN REALTY CORP - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -3161 | NS      | $29643.93     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| SILGAN HOLDINGS INC                 | SILGAN HOLDINGS INC - TRS                | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -4591 | NS      | $23225.48     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| SMARTSTOP SELF STORA                | SMARTSTOP SELF STORA - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -4122 | NS      | $5231.83      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SCOTTS MIRACLE-GRO C                | SCOTTS MIRACLE-GRO C - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -1467 | NS      | $6335.20      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SNAP-ON INC                         | SNAP-ON INC - TRS                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       268 | NS      | $1867.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STONEX GROUP INC                    | STONEX GROUP INC - TRS                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1443 | NS      | $5425.05      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TD SYNNEX CORP                      | TD SYNNEX CORP - TRS                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      3009 | NS      | $25014.82     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| SABLE OFFSHORE CORP                 | SABLE OFFSHORE CORP - TRS                | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -10584 | NS      | $-86157.87    | -0.22%            |  |  |  | No            | 2                  | On Loan: No      |
| SOLSTICE ADV MATERIA                | SOLSTICE ADV MATERIA - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -1502 | NS      | $3146.70      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SPECTRUM BRANDS HOLD                | SPECTRUM BRANDS HOLD - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1399 | NS      | $-7287.38     | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| SPOK HOLDINGS INC                   | SPOK HOLDINGS INC - TRS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     18367 | NS      | $-114371.06   | -0.29%            |  |  |  | No            | 2                  | On Loan: No      |
| STERIS PLC                          | STERIS PLC - TRS                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       852 | NS      | $-23366.19    | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| STEPSTONE GROUP INC-                | STEPSTONE GROUP INC- - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -3628 | NS      | $-10768.39    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| STEEL DYNAMICS INC                  | STEEL DYNAMICS INC - TRS                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1116 | NS      | $23575.77     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| SCORPIO TANKERS INC                 | SCORPIO TANKERS INC - TRS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2976 | NS      | $67030.98     | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| SUN COMMUNITIES INC                 | SUN COMMUNITIES INC - TRS                | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -1758 | NS      | $6178.86      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| STANLEY BLACK & DECK                | STANLEY BLACK & DECK - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      3648 | NS      | $-3031.78     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SENSIENT TECHNOLOGIE                | SENSIENT TECHNOLOGIE - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -3281 | NS      | $29086.07     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| STOCK YARDS BANCORP                 | STOCK YARDS BANCORP - TRS                | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -2297 | NS      | $-3788.60     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| AT&T INC                            | AT&T INC - TRS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      8280 | NS      | $35186.73     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| TELEPHONE AND DATA S                | TELEPHONE AND DATA S - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     11596 | NS      | $32869.55     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| TE CONNECTIVITY PLC                 | TE CONNECTIVITY PLC - TRS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       536 | NS      | $-8665.94     | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| TSAKOS ENERGY NAVIGA                | TSAKOS ENERGY NAVIGA - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      4722 | NS      | $10883.87     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| TEVA PHARMACEUTICAL-                | TEVA PHARMACEUTICAL- - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      6690 | NS      | $-25138.25    | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL COR                | TRUIST FINANCIAL COR - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1456 | NS      | $173.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TRIUMPH FINANCIAL IN                | TRIUMPH FINANCIAL IN - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -2367 | NS      | $-5345.49     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| TARGET CORP                         | TARGET CORP - TRS                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2409 | NS      | $52634.08     | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| ACUREN CORPORATION                  | ACUREN CORPORATION - TRS                 | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -37348 | NS      | $238754.32    | 0.60%             |  |  |  | No            | 2                  | On Loan: No      |
| MILLICOM INTL CELLUL                | MILLICOM INTL CELLUL - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      8070 | NS      | $223968.70    | 0.56%             |  |  |  | No            | 2                  | On Loan: No      |
| TIMKEN CO                           | TIMKEN CO - TRS                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1654 | NS      | $-16405.25    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| THERMO FISHER SCIENT                | THERMO FISHER SCIENT - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       339 | NS      | $-5934.96     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| T-MOBILE US INC                     | T-MOBILE US INC - TRS                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1006 | NS      | $-58154.52    | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| TEEKAY TANKERS LTD-C                | TEEKAY TANKERS LTD-C - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      3740 | NS      | $73425.18     | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| TUTOR PERINI CORP                   | TUTOR PERINI CORP - TRS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1842 | NS      | $5960.05      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                | TARGA RESOURCES CORP - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       835 | NS      | $66389.58     | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| TRONOX HOLDINGS PLC                 | TRONOX HOLDINGS PLC - TRS                | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -39923 | NS      | $-139013.43   | -0.35%            |  |  |  | No            | 2                  | On Loan: No      |
| TRANSUNION                          | TRANSUNION - TRS                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -2054 | NS      | $18824.25     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| TYSON FOODS INC-CL A                | TYSON FOODS INC-CL A - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      5411 | NS      | $47892.43     | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| TORO CO                             | TORO CO - TRS                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2302 | NS      | $28533.06     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| TETRA TECHNOLOGIES I                | TETRA TECHNOLOGIES I - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -9056 | NS      | $-6825.12     | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| TERNIUM SA-SPONSORED                | TERNIUM SA-SPONSORED - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     10234 | NS      | $19143.45     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| TEXTRON INC                         | TEXTRON INC - TRS                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2966 | NS      | $9089.93      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UNITED AIRLINES HOLD                | UNITED AIRLINES HOLD - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1658 | NS      | $-33584.10    | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| UDR INC                             | UDR INC - TRS                            | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -4076 | NS      | $22491.94     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| UFP INDUSTRIES INC                  | UFP INDUSTRIES INC - TRS                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1138 | NS      | $-10913.73    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| UFP TECHNOLOGIES INC                | UFP TECHNOLOGIES INC - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |      -710 | NS      | $46588.32     | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| UGI CORP                            | UGI CORP - TRS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      7684 | NS      | $-5865.15     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UMH PROPERTIES INC                  | UMH PROPERTIES INC - TRS                 | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -9636 | NS      | $7822.68      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UNITI GROUP INC                     | UNITI GROUP INC - TRS                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     25921 | NS      | $79890.51     | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| UPSTART HOLDINGS INC                | UPSTART HOLDINGS INC - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -4096 | NS      | $8392.82      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UNITED RENTALS INC                  | UNITED RENTALS INC - TRS                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       208 | NS      | $-18274.15    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| US FOODS HOLDING COR                | US FOODS HOLDING COR - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2380 | NS      | $36319.75     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| UNITED STATES LIME &                | UNITED STATES LIME & - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -3045 | NS      | $-34323.97    | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| U.S. PHYSICAL THERAP                | U.S. PHYSICAL THERAP - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -2188 | NS      | $19809.28     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| UNITED THERAPEUTICS                 | UNITED THERAPEUTICS - TRS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       265 | NS      | $21409.78     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| UNIVERSAL CORP/VA                   | UNIVERSAL CORP/VA - TRS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2138 | NS      | $-1589.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VEON LTD                            | VEON LTD - TRS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     10075 | NS      | $-38728.85    | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| VISTA ENERGY SAB DE                 | VISTA ENERGY SAB DE - TRS                | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -2041 | NS      | $-54965.01    | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| VALERO ENERGY CORP                  | VALERO ENERGY CORP - TRS                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2377 | NS      | $168439.70    | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| VULCAN MATERIALS CO                 | VULCAN MATERIALS CO - TRS                | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |      -566 | NS      | $14127.36     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| VIPER ENERGY INC-CL                 | VIPER ENERGY INC-CL - TRS                | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -6393 | NS      | $-44218.00    | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| VOYAGER TECHNOLOGIES                | VOYAGER TECHNOLOGIES - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -2554 | NS      | $15198.07     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| VERRA MOBILITY CORP                 | VERRA MOBILITY CORP - TRS                | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -17854 | NS      | $122381.61    | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| VERISK ANALYTICS INC                | VERISK ANALYTICS INC - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -1386 | NS      | $31632.32     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| VALVOLINE INC                       | VALVOLINE INC - TRS                      | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -5468 | NS      | $25286.20     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| V2X INC                             | V2X INC - TRS                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2866 | NS      | $62098.29     | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIO                | VERIZON COMMUNICATIO - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      7622 | NS      | $37375.71     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| WESCO INTERNATIONAL                 | WESCO INTERNATIONAL - TRS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       650 | NS      | $-19638.56    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| WORKDAY INC-CLASS A                 | WORKDAY INC-CLASS A - TRS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |        36 | NS      | $-208.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GENEDX HOLDINGS CORP                | GENEDX HOLDINGS CORP - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -1192 | NS      | $34448.38     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| WYNDHAM HOTELS & RES                | WYNDHAM HOTELS & RES - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -2773 | NS      | $-164.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CACTUS INC - A                      | CACTUS INC - A - TRS                     | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -4745 | NS      | $-27510.81    | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| WINMARK CORP                        | WINMARK CORP - TRS                       | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |      -459 | NS      | $-2549.03     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| WIX.COM LTD                         | WIX.COM LTD - TRS                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       669 | NS      | $-71529.74    | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| WORLD KINECT CORP                   | WORLD KINECT CORP - TRS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      5324 | NS      | $-16850.12    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| WILLDAN GROUP INC                   | WILLDAN GROUP INC - TRS                  | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -1454 | NS      | $41699.79     | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| WESTLAKE CORP                       | WESTLAKE CORP - TRS                      | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -2185 | NS      | $-72247.75    | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| WALMART INC                         | WALMART INC - TRS                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      1283 | NS      | $-4854.82     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| WERIDE INC-ADR                      | WERIDE INC-ADR - TRS                     | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -22123 | NS      | $-16102.54    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| SELECT WATER SOLUTIO                | SELECT WATER SOLUTIO - TRS               | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |    -14876 | NS      | $-53879.28    | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| WEYERHAEUSER CO                     | WEYERHAEUSER CO - TRS                    | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |     -4421 | NS      | $7160.83      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ZIMMER BIOMET HOLDIN                | ZIMMER BIOMET HOLDIN - TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      2284 | NS      | $8275.86      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ZOOM COMMUNICATIONS                 | ZOOM COMMUNICATIONS - TRS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       224 | NS      | $1504.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-05-19

**Name of Applicant:** New Age Alpha Funds Trust

**Signature:** Keith D. Kemp

**Name of Signer:** Keith D. Kemp

**Title:** President